| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.63% | 168.36% |
| Max Drawdown | -22.68% | -67.18% |
| Sharpe | 0.25 | 0.41 |
| Sortino | 0.39 | 0.59 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.49 | 1.05 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 0.44 | 0.98 |
| Outlier Win Ratio | 53.25 | 3.21 |
| Outlier Loss Ratio | 4.13 | 3.13 |
| Volatility (ann.) | 8.55% | 26.51% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.32 | 0.5 |
| Skew | 2.8 | 0.19 |
| Kurtosis | 95.92 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.38% |
| Expected Yearly % | 6.08% | 27.99% |
| Kelly Criterion | -0.36% | 6.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.25% |
| Expected Shortfall (cVaR) | -0.73% | -2.25% |
| Year | 11384508:BTCUSD | 11384508:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -6.88 | 0.12 | + |
| 2023 | 155.54 | 20.85 | 0.13 | - |
| 2024 | 121.00 | 14.50 | 0.12 | - |
| 2025 | 17.02 | -1.73 | -0.10 | - |
| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| MTD | 0.31% | 4.4% |
| 3M | -8.81% | 31.76% |
| 6M | -3.66% | 12.25% |
| YTD | -1.73% | 17.02% |
| 1Y | -3.7% | 57.19% |
| 3Y (ann.) | 10.44% | 55.42% |
| 5Y (ann.) | 7.22% | 33.81% |
| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -67.18% |
| Longest DD Days | 312.0 | 683.0 |
| Avg. Drawdown | -3.55% | -7.27% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 1.17 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-03-13 | -22.68 | 312 |
| 2025-03-05 | 2025-06-11 | -10.09 | 97 |
| 2023-04-28 | 2023-12-20 | -9.00 | 236 |
| 2024-08-24 | 2025-03-05 | -8.80 | 193 |
| 2023-12-20 | 2024-02-28 | -8.38 | 69 |
| 2024-04-08 | 2024-06-04 | -4.94 | 57 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2023-04-02 | 2023-04-05 | -2.79 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 12.35% | 43.77% |
| Worst Month | -10.76% | -37.12% |
| Best Year | 20.85% | 155.54% |
| Worst Year | -6.88% | -59.39% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.76% | -0.85% |
| Avg. Up Week | 3.33% | 7.27% |
| Avg. Down Week | -2.21% | -3.92% |
| Avg. Up Month | 4.25% | 12.89% |
| Avg. Down Month | -4.82% | -15.24% |
| Win Days % | 45.47% | 51.22% |
| Win Month % | 59.52% | 59.52% |
| Win Week % | 47.13% | 50.83% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |