| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -5.37% | 239.56% |
| Max Drawdown | -24.09% | -67.18% |
| Sharpe | -0.0 | 0.47 |
| Sortino | -0.0 | 0.68 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.51 | 0.61 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 47.64 | 3.31 |
| Outlier Loss Ratio | 4.15 | 3.16 |
| Volatility (ann.) | 8.69% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.07 | 0.63 |
| Skew | 0.44 | 0.2 |
| Kurtosis | 60.63 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.88% |
| Expected Yearly % | -1.37% | 35.75% |
| Kelly Criterion | -4.15% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11378703:BTCUSD | 11378703:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 3.86 | -0.07 | + |
| 2023 | 155.54 | 6.71 | 0.04 | - |
| 2024 | 121.00 | -6.23 | -0.05 | - |
| 2025 | 30.14 | -8.95 | -0.30 | - |
| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| MTD | 2.99% | 13.36% |
| 3M | -1.74% | 45.08% |
| 6M | -13.23% | 28.47% |
| YTD | -8.95% | 30.14% |
| 1Y | -4.96% | 105.13% |
| 3Y (ann.) | -3.41% | 81.7% |
| 5Y (ann.) | -1.58% | 42.14% |
| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.05% |
| Avg. Drawdown Days | 77.0 | 29.0 |
| Recovery Factor | -0.22 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-07-14 | -24.09 | 472 |
| 2022-04-21 | 2023-04-07 | -12.48 | 351 |
| 2023-04-30 | 2023-10-20 | -9.46 | 172 |
| 2023-10-21 | 2024-01-08 | -6.10 | 79 |
| 2022-03-20 | 2022-04-21 | -3.15 | 32 |
| 2022-02-01 | 2022-03-01 | -2.70 | 28 |
| 2024-01-09 | 2024-03-01 | -2.35 | 52 |
| 2022-03-17 | 2022-03-18 | -1.48 | 0 |
| 2023-04-18 | 2023-04-30 | -1.46 | 12 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11378703:btcusd:triple_med_gx:lsma80_55 | 11378703:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.65% | 35.75% |
| Worst Week | -6.71% | -29.64% |
| Best Month | 7.65% | 43.77% |
| Worst Month | -9.69% | -37.12% |
| Best Year | 6.71% | 155.54% |
| Worst Year | -8.95% | -53.8% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 1.82% | 6.38% |
| Avg. Down Week | -1.71% | -3.93% |
| Avg. Up Month | 2.82% | 10.76% |
| Avg. Down Month | -3.86% | -9.03% |
| Win Days % | 43.87% | 51.3% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 46.6% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |