| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 55.23% | 222.44% |
| Max Drawdown | -24.1% | -67.18% |
| Sharpe | 0.38 | 0.45 |
| Sortino | 0.57 | 0.66 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.99 | 1.08 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.71 | 1.0 |
| Outlier Win Ratio | 37.49 | 3.28 |
| Outlier Loss Ratio | 4.22 | 3.29 |
| Volatility (ann.) | 9.46% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.56 | 0.6 |
| Skew | 0.6 | 0.2 |
| Kurtosis | 56.19 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.76% |
| Expected Yearly % | 11.62% | 34.0% |
| Kelly Criterion | 3.55% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11378375:BTCUSD | 11378375:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 45.27 | -0.81 | + |
| 2023 | 155.54 | -15.80 | -0.10 | - |
| 2024 | 121.00 | 19.77 | 0.16 | - |
| 2025 | 30.14 | 5.95 | 0.20 | - |
| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 12.83% | 45.08% |
| 6M | 4.04% | 28.47% |
| YTD | 5.95% | 30.14% |
| 1Y | 16.94% | 105.13% |
| 3Y (ann.) | 6.14% | 81.7% |
| 5Y (ann.) | 13.57% | 40.34% |
| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| Max Drawdown | -24.1% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.36% |
| Avg. Drawdown Days | 58.0 | 32.0 |
| Recovery Factor | 2.29 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -24.10 | 904 |
| 2022-06-06 | 2022-10-04 | -13.23 | 120 |
| 2022-04-26 | 2022-05-29 | -7.26 | 33 |
| 2022-11-02 | 2022-12-13 | -4.92 | 41 |
| 2022-03-06 | 2022-03-24 | -3.80 | 18 |
| 2022-10-05 | 2022-10-25 | -3.51 | 20 |
| 2022-02-05 | 2022-02-15 | -3.11 | 9 |
| 2022-04-02 | 2022-04-25 | -2.49 | 23 |
| 2022-03-25 | 2022-03-27 | -0.60 | 1 |
| 2022-06-05 | 2022-06-06 | -0.51 | 0 |
| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -6.55% | -37.12% |
| Best Year | 45.27% | 155.54% |
| Worst Year | -15.8% | -56.13% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.73% | 5.07% |
| Avg. Down Week | -2.3% | -5.04% |
| Avg. Up Month | 4.79% | 15.52% |
| Avg. Down Month | -3.42% | -14.09% |
| Win Days % | 49.5% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 50.53% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |