| Metric | 11377353:btcusd:triple_med_gx:lsma115_50 | 11377353:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 35.31% | 222.44% |
| Max Drawdown | -23.57% | -67.18% |
| Sharpe | 0.27 | 0.45 |
| Sortino | 0.4 | 0.66 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 34.76 | 3.33 |
| Outlier Loss Ratio | 4.26 | 3.35 |
| Volatility (ann.) | 10.12% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.39 | 0.6 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 54.55 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.76% |
| Expected Yearly % | 7.85% | 34.0% |
| Kelly Criterion | 0.42% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11377353:BTCUSD | 11377353:btcusd:triple_med_gx:lsma115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 28.99 | -0.52 | + |
| 2023 | 155.54 | -12.73 | -0.08 | - |
| 2024 | 121.00 | 20.26 | 0.17 | - |
| 2025 | 30.14 | -0.05 | -0.00 | - |
| Metric | 11377353:btcusd:triple_med_gx:lsma115_50 | 11377353:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 9.62% | 45.08% |
| 6M | -1.41% | 28.47% |
| YTD | -0.05% | 30.14% |
| 1Y | 13.4% | 105.13% |
| 3Y (ann.) | 4.5% | 81.7% |
| 5Y (ann.) | 9.15% | 40.34% |
| Metric | 11377353:btcusd:triple_med_gx:lsma115_50 | 11377353:BTCUSD |
|---|---|---|
| Max Drawdown | -23.57% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.36% |
| Avg. Drawdown Days | 78.0 | 32.0 |
| Recovery Factor | 1.5 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -23.57 | 904 |
| 2022-04-26 | 2022-11-24 | -17.46 | 211 |
| 2022-03-09 | 2022-04-01 | -7.77 | 22 |
| 2022-02-16 | 2022-03-09 | -5.19 | 21 |
| 2022-04-02 | 2022-04-25 | -3.27 | 23 |
| 2022-12-09 | 2023-01-20 | -1.77 | 42 |
| 2022-11-24 | 2022-12-02 | -1.77 | 8 |
| 2022-02-13 | 2022-02-14 | -1.66 | 1 |
| 2022-12-03 | 2022-12-08 | -1.21 | 5 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| Metric | 11377353:btcusd:triple_med_gx:lsma115_50 | 11377353:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -8.37% | -29.64% |
| Best Month | 16.38% | 43.77% |
| Worst Month | -6.65% | -37.12% |
| Best Year | 28.99% | 155.54% |
| Worst Year | -12.73% | -56.13% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.25% | 5.36% |
| Avg. Down Week | -2.65% | -4.89% |
| Avg. Up Month | 5.12% | 16.31% |
| Avg. Down Month | -2.85% | -15.23% |
| Win Days % | 48.28% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |