| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 35.57% | 203.33% |
| Max Drawdown | -25.23% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 31.67 | 3.45 |
| Outlier Loss Ratio | 4.48 | 3.45 |
| Volatility (ann.) | 10.34% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.37 | 0.57 |
| Skew | -0.02 | 0.18 |
| Kurtosis | 38.34 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.68% |
| Expected Yearly % | 7.91% | 31.97% |
| Kelly Criterion | 2.26% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11378224:BTCUSD | 11378224:btcusd:triple_med_gx:lsma195_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.70 | 0.03 | + |
| 2023 | 155.54 | -1.36 | -0.01 | - |
| 2024 | 121.00 | 16.94 | 0.14 | - |
| 2025 | 30.14 | 19.57 | 0.65 | - |
| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 14.73% | 45.08% |
| 6M | 18.7% | 28.47% |
| YTD | 19.57% | 30.14% |
| 1Y | 13.32% | 105.13% |
| 3Y (ann.) | 15.17% | 81.7% |
| 5Y (ann.) | 9.36% | 38.59% |
| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| Max Drawdown | -25.23% | -67.18% |
| Longest DD Days | 399.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.86% |
| Avg. Drawdown Days | 46.0 | 35.0 |
| Recovery Factor | 1.41 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-29 | -25.23 | 237 |
| 2024-05-27 | 2025-04-22 | -15.28 | 329 |
| 2023-01-30 | 2024-03-04 | -13.30 | 399 |
| 2022-04-05 | 2022-06-06 | -9.47 | 61 |
| 2024-03-11 | 2024-05-24 | -7.47 | 73 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2025-05-13 | 2025-07-02 | -2.29 | 49 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 8.53% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 20.23% | 43.77% |
| Worst Month | -19.69% | -37.12% |
| Best Year | 19.57% | 155.54% |
| Worst Year | -1.7% | -58.73% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.4% | 5.29% |
| Avg. Down Week | -3.2% | -5.25% |
| Avg. Up Month | 5.14% | 15.75% |
| Avg. Down Month | -5.91% | -13.1% |
| Win Days % | 47.83% | 51.33% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 53.93% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |