| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 15.49% | 190.14% |
| Max Drawdown | -14.86% | -67.18% |
| Sharpe | 0.18 | 0.42 |
| Sortino | 0.27 | 0.61 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 72.6 | 3.1 |
| Outlier Loss Ratio | 4.26 | 2.92 |
| Volatility (ann.) | 6.98% | 26.33% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.28 | 0.53 |
| Skew | 0.62 | 0.18 |
| Kurtosis | 114.3 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.51% |
| Expected Yearly % | 3.67% | 30.51% |
| Kelly Criterion | -2.4% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11378310:BTCUSD | 11378310:btcusd:triple_med_gx:lsma70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 16.16 | -0.27 | + |
| 2023 | 155.54 | -2.59 | -0.02 | - |
| 2024 | 121.00 | 0.57 | 0.00 | - |
| 2025 | 30.14 | 1.49 | 0.05 | - |
| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| MTD | 0.32% | 13.36% |
| 3M | 0.93% | 45.08% |
| 6M | 0.14% | 28.47% |
| YTD | 1.49% | 30.14% |
| 1Y | 3.4% | 105.13% |
| 3Y (ann.) | 6.09% | 81.7% |
| 5Y (ann.) | 4.21% | 35.72% |
| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -67.18% |
| Longest DD Days | 494.0 | 683.0 |
| Avg. Drawdown | -3.51% | -7.32% |
| Avg. Drawdown Days | 57.0 | 35.0 |
| Recovery Factor | 1.04 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2022-10-04 | -14.86 | 132 |
| 2024-03-06 | 2025-07-14 | -14.18 | 494 |
| 2022-01-20 | 2022-02-04 | -9.91 | 15 |
| 2023-05-24 | 2024-01-08 | -7.18 | 229 |
| 2023-03-22 | 2023-05-23 | -4.47 | 61 |
| 2022-02-05 | 2022-03-25 | -3.94 | 47 |
| 2024-01-09 | 2024-01-26 | -3.27 | 17 |
| 2024-02-03 | 2024-03-06 | -3.17 | 31 |
| 2022-11-24 | 2023-03-22 | -3.10 | 118 |
| 2022-03-25 | 2022-04-25 | -2.26 | 31 |
| Metric | 11378310:btcusd:triple_med_gx:lsma70_55 | 11378310:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 10.89% | 43.77% |
| Worst Month | -8.51% | -37.12% |
| Best Year | 16.16% | 155.54% |
| Worst Year | -2.59% | -60.52% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -0.7% | -0.83% |
| Avg. Up Week | 3.18% | 4.62% |
| Avg. Down Week | -1.55% | -4.02% |
| Avg. Up Month | 3.01% | 13.04% |
| Avg. Down Month | -3.05% | -10.79% |
| Win Days % | 42.71% | 51.27% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 39.13% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |