| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 47.72% | 205.34% |
| Max Drawdown | -24.73% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.58 | 0.65 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 48.11 | 3.3 |
| Outlier Loss Ratio | 3.91 | 3.15 |
| Volatility (ann.) | 8.73% | 26.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.49 | 0.58 |
| Skew | 2.33 | 0.2 |
| Kurtosis | 77.43 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.69% |
| Expected Yearly % | 10.25% | 32.19% |
| Kelly Criterion | 3.73% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.25% |
| Expected Shortfall (cVaR) | -0.74% | -2.25% |
| Year | 11385012:BTCUSD | 11385012:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -12.34 | 0.23 | + |
| 2023 | 155.54 | 5.96 | 0.04 | - |
| 2024 | 121.00 | 45.94 | 0.38 | - |
| 2025 | 17.02 | 8.97 | 0.53 | - |
| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | -1.95% | 31.76% |
| 6M | 15.23% | 12.25% |
| YTD | 8.97% | 17.02% |
| 1Y | 26.44% | 57.19% |
| 3Y (ann.) | 13.57% | 55.42% |
| 5Y (ann.) | 12.21% | 39.05% |
| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| Max Drawdown | -24.73% | -67.18% |
| Longest DD Days | 591.0 | 683.0 |
| Avg. Drawdown | -3.85% | -6.27% |
| Avg. Drawdown Days | 44.0 | 29.0 |
| Recovery Factor | 1.93 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-05-03 | -24.73 | 591 |
| 2022-03-11 | 2022-07-30 | -18.41 | 141 |
| 2025-01-28 | 2025-06-11 | -7.90 | 134 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-08-25 | 2024-10-29 | -7.05 | 65 |
| 2022-07-30 | 2022-08-11 | -6.54 | 11 |
| 2024-07-01 | 2024-07-14 | -4.83 | 12 |
| 2022-08-13 | 2022-09-19 | -3.90 | 37 |
| 2024-05-30 | 2024-07-01 | -3.68 | 31 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.47% | -9.32% |
| Best Week | 10.17% | 35.75% |
| Worst Week | -12.64% | -29.64% |
| Best Month | 16.29% | 43.77% |
| Worst Month | -14.55% | -37.12% |
| Best Year | 45.94% | 155.54% |
| Worst Year | -12.34% | -53.8% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.77% | -0.85% |
| Avg. Up Week | 3.29% | 6.9% |
| Avg. Down Week | -2.72% | -6.3% |
| Avg. Up Month | 4.87% | 14.93% |
| Avg. Down Month | -5.79% | -13.15% |
| Win Days % | 47.43% | 51.28% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 56.96% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |