| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.27% | 159.0% |
| Max Drawdown | -20.83% | -67.18% |
| Sharpe | 0.17 | 0.4 |
| Sortino | 0.27 | 0.57 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.25 | 1.05 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 0.23 | 0.98 |
| Outlier Win Ratio | 54.09 | 3.13 |
| Outlier Loss Ratio | 4.02 | 3.13 |
| Volatility (ann.) | 8.51% | 26.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.22 | 0.48 |
| Skew | 2.82 | 0.18 |
| Kurtosis | 103.35 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.29% |
| Expected Yearly % | 3.84% | 26.86% |
| Kelly Criterion | -2.63% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.26% |
| Expected Shortfall (cVaR) | -0.73% | -2.26% |
| Year | 11383260:BTCUSD | 11383260:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -8.14 | 0.13 | + |
| 2023 | 155.54 | 27.31 | 0.18 | - |
| 2024 | 121.00 | -0.99 | -0.01 | - |
| 2025 | 17.02 | 0.42 | 0.02 | - |
| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| MTD | -0.83% | 4.4% |
| 3M | -5.18% | 31.76% |
| 6M | -0.52% | 12.25% |
| YTD | 0.42% | 17.02% |
| 1Y | -6.75% | 57.19% |
| 3Y (ann.) | 1.13% | 55.42% |
| 5Y (ann.) | 4.55% | 32.39% |
| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -67.18% |
| Longest DD Days | 388.0 | 683.0 |
| Avg. Drawdown | -4.81% | -7.87% |
| Avg. Drawdown Days | 65.0 | 38.0 |
| Recovery Factor | 0.78 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-12 | 2023-07-06 | -20.83 | 388 |
| 2024-09-27 | 2025-06-11 | -16.76 | 256 |
| 2023-12-20 | 2024-03-25 | -12.36 | 95 |
| 2023-07-06 | 2023-11-24 | -7.23 | 140 |
| 2024-03-25 | 2024-06-03 | -5.64 | 69 |
| 2022-02-27 | 2022-05-05 | -5.05 | 66 |
| 2024-08-24 | 2024-09-27 | -4.62 | 34 |
| 2024-06-20 | 2024-08-23 | -4.24 | 64 |
| 2022-05-05 | 2022-05-29 | -3.48 | 24 |
| 2023-11-24 | 2023-12-20 | -3.09 | 25 |
| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.19% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 9.96% | 43.77% |
| Worst Month | -17.37% | -37.12% |
| Best Year | 27.31% | 155.54% |
| Worst Year | -8.14% | -60.81% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.09% | 7.64% |
| Avg. Down Week | -2.15% | -3.69% |
| Avg. Up Month | 3.51% | 15.58% |
| Avg. Down Month | -3.9% | -13.87% |
| Win Days % | 44.75% | 51.23% |
| Win Month % | 59.52% | 59.52% |
| Win Week % | 48.48% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |