| Metric | 11378319:btcusd:triple_med_gx:lsma115_55 | 11378319:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.85% | 222.44% |
| Max Drawdown | -21.45% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.35 | 0.66 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.75 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.59 | 1.0 |
| Outlier Win Ratio | 38.44 | 3.28 |
| Outlier Loss Ratio | 4.29 | 3.33 |
| Volatility (ann.) | 9.4% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.35 | 0.6 |
| Skew | 0.65 | 0.2 |
| Kurtosis | 52.72 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.76% |
| Expected Yearly % | 6.54% | 34.0% |
| Kelly Criterion | 0.96% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11378319:BTCUSD | 11378319:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 14.47 | -0.26 | + |
| 2023 | 155.54 | -11.64 | -0.07 | - |
| 2024 | 121.00 | 22.22 | 0.18 | - |
| 2025 | 30.14 | 4.24 | 0.14 | - |
| Metric | 11378319:btcusd:triple_med_gx:lsma115_55 | 11378319:BTCUSD |
|---|---|---|
| MTD | 5.17% | 13.36% |
| 3M | 13.33% | 45.08% |
| 6M | 4.7% | 28.47% |
| YTD | 4.24% | 30.14% |
| 1Y | 11.95% | 105.13% |
| 3Y (ann.) | 6.66% | 81.7% |
| 5Y (ann.) | 7.61% | 40.34% |
| Metric | 11378319:btcusd:triple_med_gx:lsma115_55 | 11378319:BTCUSD |
|---|---|---|
| Max Drawdown | -21.45% | -67.18% |
| Longest DD Days | 606.0 | 683.0 |
| Avg. Drawdown | -5.76% | -6.36% |
| Avg. Drawdown Days | 83.0 | 32.0 |
| Recovery Factor | 1.35 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-09-19 | -21.45 | 606 |
| 2022-06-06 | 2023-01-20 | -18.35 | 228 |
| 2024-11-23 | 2025-07-14 | -15.70 | 233 |
| 2022-04-26 | 2022-06-06 | -8.55 | 40 |
| 2024-09-28 | 2024-11-22 | -7.99 | 54 |
| 2022-02-05 | 2022-04-01 | -4.85 | 54 |
| 2022-04-02 | 2022-04-25 | -3.91 | 23 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11378319:btcusd:triple_med_gx:lsma115_55 | 11378319:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 10.65% | 43.77% |
| Worst Month | -8.64% | -37.12% |
| Best Year | 22.22% | 155.54% |
| Worst Year | -11.64% | -56.13% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 4.13% | 5.29% |
| Avg. Down Week | -2.48% | -4.92% |
| Avg. Up Month | 5.8% | 16.65% |
| Avg. Down Month | -3.34% | -12.88% |
| Win Days % | 48.23% | 51.29% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 44.57% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |