| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.66% | 191.46% |
| Max Drawdown | -20.39% | -67.18% |
| Sharpe | 0.06 | 0.42 |
| Sortino | 0.1 | 0.61 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.54 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.75 | 3.26 |
| Outlier Loss Ratio | 4.16 | 3.1 |
| Volatility (ann.) | 8.41% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.04 | 0.53 |
| Skew | 3.01 | 0.19 |
| Kurtosis | 105.71 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.52% |
| Expected Yearly % | 0.66% | 30.66% |
| Kelly Criterion | -4.78% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11384237:BTCUSD | 11384237:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 12.45 | -0.21 | + |
| 2023 | 155.54 | -8.51 | -0.05 | - |
| 2024 | 121.00 | 2.81 | 0.02 | - |
| 2025 | 27.10 | -2.94 | -0.11 | - |
| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| MTD | 1.91% | 10.71% |
| 3M | 3.75% | 41.88% |
| 6M | -2.82% | 22.91% |
| YTD | -2.94% | 27.1% |
| 1Y | -7.61% | 82.29% |
| 3Y (ann.) | -2.19% | 77.48% |
| 5Y (ann.) | 0.76% | 35.9% |
| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| Max Drawdown | -20.39% | -67.18% |
| Longest DD Days | 647.0 | 683.0 |
| Avg. Drawdown | -5.46% | -7.05% |
| Avg. Drawdown Days | 113.0 | 34.0 |
| Recovery Factor | 0.13 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-06-03 | -20.39 | 647 |
| 2024-06-03 | 2025-07-17 | -16.13 | 408 |
| 2022-01-26 | 2022-05-30 | -6.89 | 123 |
| 2022-06-18 | 2022-06-19 | -5.98 | 1 |
| 2022-06-20 | 2022-08-10 | -4.03 | 51 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-01-25 | 2022-01-26 | -0.99 | 0 |
| 2022-08-24 | 2022-08-24 | -0.50 | 0 |
| Metric | 11384237:btcusd:triple_med_gx:lsma55_80 | 11384237:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.11% | 35.75% |
| Worst Week | -9.15% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -9.16% | -37.12% |
| Best Year | 12.45% | 155.54% |
| Worst Year | -8.51% | -59.39% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 2.75% | 7.07% |
| Avg. Down Week | -2.32% | -4.26% |
| Avg. Up Month | 2.74% | 14.72% |
| Avg. Down Month | -2.3% | -7.9% |
| Win Days % | 41.08% | 51.24% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 47.19% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |