| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 14.56% | 239.56% |
| Max Drawdown | -35.1% | -67.18% |
| Sharpe | 0.15 | 0.47 |
| Sortino | 0.24 | 0.68 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 39.86 | 3.26 |
| Outlier Loss Ratio | 4.47 | 3.27 |
| Volatility (ann.) | 9.07% | 26.24% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.11 | 0.63 |
| Skew | 2.3 | 0.2 |
| Kurtosis | 56.54 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.88% |
| Expected Yearly % | 3.46% | 35.75% |
| Kelly Criterion | -1.87% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11377403:BTCUSD | 11377403:btcusd:triple_med_gx:lsma85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 35.50 | -0.66 | + |
| 2023 | 155.54 | -12.77 | -0.08 | - |
| 2024 | 121.00 | -9.84 | -0.08 | - |
| 2025 | 30.14 | 7.51 | 0.25 | - |
| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| MTD | -1.78% | 13.36% |
| 3M | 3.92% | 45.08% |
| 6M | 6.58% | 28.47% |
| YTD | 7.51% | 30.14% |
| 1Y | 11.92% | 105.13% |
| 3Y (ann.) | -4.27% | 81.7% |
| 5Y (ann.) | 3.99% | 42.14% |
| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| Max Drawdown | -35.1% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.05% |
| Avg. Drawdown Days | 65.0 | 29.0 |
| Recovery Factor | 0.41 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -35.10 | 904 |
| 2022-07-24 | 2023-01-02 | -15.38 | 161 |
| 2022-04-28 | 2022-06-07 | -8.58 | 40 |
| 2022-06-08 | 2022-07-16 | -7.39 | 38 |
| 2022-03-20 | 2022-03-27 | -3.73 | 7 |
| 2022-04-02 | 2022-04-25 | -2.34 | 23 |
| 2022-03-06 | 2022-03-08 | -1.89 | 1 |
| 2022-01-22 | 2022-02-03 | -1.36 | 12 |
| 2022-02-05 | 2022-03-06 | -1.05 | 28 |
| 2022-04-26 | 2022-04-27 | -0.89 | 0 |
| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 15.61% | 43.77% |
| Worst Month | -8.28% | -37.12% |
| Best Year | 35.5% | 155.54% |
| Worst Year | -12.77% | -53.8% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.07% | 5.94% |
| Avg. Down Week | -2.23% | -4.3% |
| Avg. Up Month | 7.15% | 16.13% |
| Avg. Down Month | -2.97% | -10.89% |
| Win Days % | 47.11% | 51.3% |
| Win Month % | 34.88% | 62.79% |
| Win Week % | 42.34% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |