| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.72% | 159.0% |
| Max Drawdown | -17.75% | -67.18% |
| Sharpe | 0.17 | 0.4 |
| Sortino | 0.27 | 0.57 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.4 | 3.21 |
| Outlier Loss Ratio | 4.0 | 3.09 |
| Volatility (ann.) | 8.27% | 26.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.25 | 0.48 |
| Skew | 2.85 | 0.18 |
| Kurtosis | 89.01 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.29% |
| Expected Yearly % | 3.72% | 26.86% |
| Kelly Criterion | -2.93% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.26% |
| Expected Shortfall (cVaR) | -0.71% | -2.26% |
| Year | 11383091:BTCUSD | 11383091:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 6.87 | -0.11 | + |
| 2023 | 155.54 | 2.21 | 0.01 | - |
| 2024 | 121.00 | 6.78 | 0.06 | - |
| 2025 | 17.02 | -0.79 | -0.05 | - |
| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| MTD | -0.52% | 4.4% |
| 3M | 3.16% | 31.76% |
| 6M | -4.34% | 12.25% |
| YTD | -0.79% | 17.02% |
| 1Y | -7.29% | 57.19% |
| 3Y (ann.) | 1.71% | 55.42% |
| 5Y (ann.) | 4.4% | 32.39% |
| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| Max Drawdown | -17.75% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -3.25% | -7.87% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 0.89 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-04-08 | -17.75 | 347 |
| 2022-07-30 | 2023-04-26 | -13.04 | 269 |
| 2024-06-04 | 2025-06-11 | -12.80 | 371 |
| 2022-06-20 | 2022-07-06 | -4.03 | 16 |
| 2022-05-16 | 2022-06-20 | -3.64 | 35 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-05-05 | 2022-05-15 | -3.40 | 10 |
| 2022-04-16 | 2022-05-04 | -2.63 | 18 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-04-08 | 2024-04-20 | -1.94 | 12 |
| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 7.15% | 43.77% |
| Worst Month | -11.32% | -37.12% |
| Best Year | 6.87% | 155.54% |
| Worst Year | -0.79% | -60.81% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 3.19% | 7.81% |
| Avg. Down Week | -2.62% | -4.23% |
| Avg. Up Month | 3.62% | 13.71% |
| Avg. Down Month | -3.65% | -11.74% |
| Win Days % | 42.51% | 51.23% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 49.44% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |