| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 3.99% | 229.72% |
| Max Drawdown | -31.27% | -67.18% |
| Sharpe | 0.08 | 0.46 |
| Sortino | 0.12 | 0.67 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 34.45 | 3.43 |
| Outlier Loss Ratio | 4.11 | 3.42 |
| Volatility (ann.) | 10.39% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.04 | 0.62 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 47.52 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.88% |
| Expected Yearly % | 0.98% | 34.75% |
| Kelly Criterion | -1.74% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11378491:BTCUSD | 11378491:btcusd:triple_med_gx:lsma135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 22.27 | -0.40 | + |
| 2023 | 155.54 | -13.72 | -0.09 | - |
| 2024 | 121.00 | 5.98 | 0.05 | - |
| 2025 | 30.14 | -7.00 | -0.23 | - |
| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 1.84% | 45.08% |
| 6M | -5.36% | 28.47% |
| YTD | -7.0% | 30.14% |
| 1Y | -7.41% | 105.13% |
| 3Y (ann.) | -1.67% | 81.7% |
| 5Y (ann.) | 1.14% | 41.44% |
| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| Max Drawdown | -31.27% | -67.18% |
| Longest DD Days | 1038.0 | 683.0 |
| Avg. Drawdown | -5.92% | -6.66% |
| Avg. Drawdown Days | 113.0 | 35.0 |
| Recovery Factor | 0.13 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2025-07-14 | -31.27 | 1038 |
| 2022-03-09 | 2022-07-18 | -13.57 | 130 |
| 2022-02-16 | 2022-03-09 | -10.22 | 21 |
| 2022-07-25 | 2022-09-09 | -4.73 | 46 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-05 | 2022-02-14 | -0.89 | 8 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11378491:btcusd:triple_med_gx:lsma135_55 | 11378491:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.91% | -29.64% |
| Best Month | 17.24% | 43.77% |
| Worst Month | -8.58% | -37.12% |
| Best Year | 22.27% | 155.54% |
| Worst Year | -13.72% | -55.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.84% | 5.59% |
| Avg. Down Week | -2.86% | -5.5% |
| Avg. Up Month | 6.32% | 17.74% |
| Avg. Down Month | -4.07% | -12.71% |
| Win Days % | 47.23% | 51.35% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 44.0% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |