| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 63.45% | 205.34% |
| Max Drawdown | -18.8% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.78 | 0.65 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | 0.52 | 1.06 |
| CPC Index | 0.76 | 0.6 |
| Tail Ratio | 0.41 | 0.99 |
| Outlier Win Ratio | 52.76 | 3.2 |
| Outlier Loss Ratio | 3.79 | 3.09 |
| Volatility (ann.) | 8.29% | 26.45% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.83 | 0.58 |
| Skew | 3.37 | 0.2 |
| Kurtosis | 90.82 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.69% |
| Expected Yearly % | 13.07% | 32.19% |
| Kelly Criterion | 6.58% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.25% |
| Expected Shortfall (cVaR) | -0.7% | -2.25% |
| Year | 11383661:BTCUSD | 11383661:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -9.04 | 0.17 | + |
| 2023 | 155.54 | 7.25 | 0.05 | - |
| 2024 | 121.00 | 53.33 | 0.44 | - |
| 2025 | 17.02 | 9.28 | 0.54 | - |
| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -2.58% | 31.76% |
| 6M | 16.03% | 12.25% |
| YTD | 9.28% | 17.02% |
| 1Y | 34.14% | 57.19% |
| 3Y (ann.) | 18.49% | 55.42% |
| 5Y (ann.) | 15.61% | 39.05% |
| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| Max Drawdown | -18.8% | -67.18% |
| Longest DD Days | 387.0 | 683.0 |
| Avg. Drawdown | -3.37% | -6.27% |
| Avg. Drawdown Days | 36.0 | 29.0 |
| Recovery Factor | 3.38 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2023-04-10 | -18.80 | 202 |
| 2023-04-11 | 2024-05-03 | -16.40 | 387 |
| 2022-03-11 | 2022-07-28 | -12.89 | 139 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2025-01-28 | 2025-06-11 | -6.40 | 134 |
| 2022-07-30 | 2022-08-11 | -6.27 | 11 |
| 2022-08-13 | 2022-09-19 | -3.86 | 37 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 17.84% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 18.62% | 43.77% |
| Worst Month | -8.99% | -37.12% |
| Best Year | 53.33% | 155.54% |
| Worst Year | -9.04% | -53.8% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.79% | -0.91% |
| Avg. Up Week | 3.31% | 6.68% |
| Avg. Down Week | -1.88% | -6.02% |
| Avg. Up Month | 4.86% | 17.1% |
| Avg. Down Month | -4.15% | -12.94% |
| Win Days % | 48.33% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 53.75% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |