| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 35.53% | 229.72% |
| Max Drawdown | -28.17% | -67.18% |
| Sharpe | 0.27 | 0.46 |
| Sortino | 0.4 | 0.67 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 33.62 | 3.36 |
| Outlier Loss Ratio | 4.23 | 3.45 |
| Volatility (ann.) | 10.1% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.33 | 0.62 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 43.01 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.88% |
| Expected Yearly % | 7.9% | 34.75% |
| Kelly Criterion | 1.38% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11378379:BTCUSD | 11378379:btcusd:triple_med_gx:lsma135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 36.28 | -0.66 | + |
| 2023 | 155.54 | -20.09 | -0.13 | - |
| 2024 | 121.00 | 11.44 | 0.09 | - |
| 2025 | 30.14 | 11.66 | 0.39 | - |
| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 10.55% | 45.08% |
| 6M | 9.8% | 28.47% |
| YTD | 11.66% | 30.14% |
| 1Y | 12.5% | 105.13% |
| 3Y (ann.) | 5.25% | 81.7% |
| 5Y (ann.) | 9.24% | 41.44% |
| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| Max Drawdown | -28.17% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.33% | -6.66% |
| Avg. Drawdown Days | 88.0 | 35.0 |
| Recovery Factor | 1.26 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.17 | 904 |
| 2022-06-06 | 2022-09-09 | -14.25 | 94 |
| 2022-02-16 | 2022-05-30 | -13.29 | 103 |
| 2022-11-05 | 2022-12-13 | -4.85 | 38 |
| 2022-10-05 | 2022-11-04 | -4.51 | 30 |
| 2022-02-05 | 2022-02-15 | -3.11 | 9 |
| 2022-09-16 | 2022-09-17 | -2.14 | 1 |
| 2022-09-18 | 2022-10-04 | -1.40 | 16 |
| 2022-12-17 | 2023-01-20 | -0.83 | 34 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 15.67% | 43.77% |
| Worst Month | -6.86% | -37.12% |
| Best Year | 36.28% | 155.54% |
| Worst Year | -20.09% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.79% | 5.58% |
| Avg. Down Week | -2.59% | -6.11% |
| Avg. Up Month | 3.86% | 15.64% |
| Avg. Down Month | -3.68% | -15.33% |
| Win Days % | 49.11% | 51.35% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |