| Metric | 11378431:btcusd:triple_med_gx:lsma115_55 | 11378431:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 19.44% | 222.44% |
| Max Drawdown | -27.36% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.26 | 0.66 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 37.94 | 3.26 |
| Outlier Loss Ratio | 4.11 | 3.31 |
| Volatility (ann.) | 9.69% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.19 | 0.6 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 61.88 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.76% |
| Expected Yearly % | 4.54% | 34.0% |
| Kelly Criterion | -0.9% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11378431:BTCUSD | 11378431:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 31.56 | -0.56 | + |
| 2023 | 155.54 | -18.61 | -0.12 | - |
| 2024 | 121.00 | 16.40 | 0.14 | - |
| 2025 | 30.14 | -4.17 | -0.14 | - |
| Metric | 11378431:btcusd:triple_med_gx:lsma115_55 | 11378431:BTCUSD |
|---|---|---|
| MTD | -0.72% | 13.36% |
| 3M | 9.68% | 45.08% |
| 6M | -6.04% | 28.47% |
| YTD | -4.17% | 30.14% |
| 1Y | 8.42% | 105.13% |
| 3Y (ann.) | -1.21% | 81.7% |
| 5Y (ann.) | 5.28% | 40.34% |
| Metric | 11378431:btcusd:triple_med_gx:lsma115_55 | 11378431:BTCUSD |
|---|---|---|
| Max Drawdown | -27.36% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.36% |
| Avg. Drawdown Days | 71.0 | 32.0 |
| Recovery Factor | 0.71 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -27.36 | 904 |
| 2022-07-19 | 2022-12-08 | -14.43 | 142 |
| 2022-04-26 | 2022-07-14 | -10.94 | 79 |
| 2022-03-09 | 2022-04-26 | -8.60 | 47 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| 2022-07-14 | 2022-07-18 | -2.23 | 4 |
| 2022-02-05 | 2022-02-15 | -2.04 | 9 |
| 2022-12-09 | 2022-12-13 | -1.77 | 3 |
| 2022-02-16 | 2022-03-06 | -1.44 | 18 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11378431:btcusd:triple_med_gx:lsma115_55 | 11378431:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 14.71% | 43.77% |
| Worst Month | -6.81% | -37.12% |
| Best Year | 31.56% | 155.54% |
| Worst Year | -18.61% | -56.13% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.24% | 5.25% |
| Avg. Down Week | -2.57% | -4.95% |
| Avg. Up Month | 5.4% | 17.44% |
| Avg. Down Month | -3.96% | -15.18% |
| Win Days % | 48.73% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |