| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 19.45% | 229.72% |
| Max Drawdown | -21.04% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.26 | 0.67 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.87 | 3.36 |
| Outlier Loss Ratio | 4.38 | 3.39 |
| Volatility (ann.) | 9.94% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.25 | 0.62 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 47.24 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.88% |
| Expected Yearly % | 4.54% | 34.75% |
| Kelly Criterion | -0.17% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11378266:BTCUSD | 11378266:btcusd:triple_med_gx:lsma135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 16.70 | -0.30 | + |
| 2023 | 155.54 | -10.72 | -0.07 | - |
| 2024 | 121.00 | 11.29 | 0.09 | - |
| 2025 | 30.14 | 3.02 | 0.10 | - |
| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| MTD | 3.51% | 13.36% |
| 3M | 9.39% | 45.08% |
| 6M | 6.17% | 28.47% |
| YTD | 3.02% | 30.14% |
| 1Y | 9.34% | 105.13% |
| 3Y (ann.) | 5.62% | 81.7% |
| 5Y (ann.) | 5.3% | 41.44% |
| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| Max Drawdown | -21.04% | -67.18% |
| Longest DD Days | 900.0 | 683.0 |
| Avg. Drawdown | -4.64% | -6.66% |
| Avg. Drawdown Days | 96.0 | 35.0 |
| Recovery Factor | 0.92 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2025-07-14 | -21.04 | 900 |
| 2022-02-16 | 2022-10-04 | -18.61 | 230 |
| 2022-10-14 | 2022-12-06 | -5.02 | 53 |
| 2022-02-05 | 2022-02-15 | -4.14 | 10 |
| 2022-10-09 | 2022-10-14 | -3.85 | 4 |
| 2023-01-21 | 2023-01-26 | -2.24 | 4 |
| 2022-12-09 | 2023-01-19 | -1.77 | 41 |
| 2022-12-07 | 2022-12-08 | -1.74 | 1 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-20 | 2023-01-20 | -0.57 | 0 |
| Metric | 11378266:btcusd:triple_med_gx:lsma135_55 | 11378266:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.61% | -29.64% |
| Best Month | 10.73% | 43.77% |
| Worst Month | -8.49% | -37.12% |
| Best Year | 16.7% | 155.54% |
| Worst Year | -10.72% | -55.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.8% | 5.37% |
| Avg. Down Week | -2.64% | -5.12% |
| Avg. Up Month | 3.69% | 17.68% |
| Avg. Down Month | -1.99% | -14.67% |
| Win Days % | 47.75% | 51.35% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 46.46% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |