| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 9.56% | 195.42% |
| Max Drawdown | -21.34% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.18 | 0.63 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 43.5 | 3.37 |
| Outlier Loss Ratio | 4.14 | 3.23 |
| Volatility (ann.) | 9.59% | 26.36% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.13 | 0.56 |
| Skew | 2.45 | 0.2 |
| Kurtosis | 72.69 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.61% |
| Expected Yearly % | 2.31% | 31.1% |
| Kelly Criterion | -3.22% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11389878:BTCUSD | 11389878:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 18.34 | -0.33 | + |
| 2023 | 155.54 | -5.32 | -0.03 | - |
| 2024 | 121.00 | -0.97 | -0.01 | - |
| 2025 | 17.02 | -1.26 | -0.07 | - |
| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| MTD | -0.84% | 4.4% |
| 3M | -7.72% | 31.76% |
| 6M | -5.95% | 12.25% |
| YTD | -1.26% | 17.02% |
| 1Y | -14.79% | 57.19% |
| 3Y (ann.) | 1.01% | 55.42% |
| 5Y (ann.) | 2.74% | 37.84% |
| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| Max Drawdown | -21.34% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.6% |
| Avg. Drawdown Days | 62.0 | 32.0 |
| Recovery Factor | 0.45 | 2.91 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-06-11 | -21.34 | 425 |
| 2022-08-25 | 2024-03-24 | -16.86 | 577 |
| 2022-02-17 | 2022-03-16 | -7.70 | 27 |
| 2022-05-15 | 2022-06-19 | -6.91 | 34 |
| 2022-04-14 | 2022-05-04 | -5.02 | 20 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-02 | 2022-08-10 | -3.28 | 8 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2024-03-25 | 2024-04-10 | -1.36 | 16 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -11.68% | -29.64% |
| Best Month | 10.02% | 43.77% |
| Worst Month | -12.11% | -37.12% |
| Best Year | 18.34% | 155.54% |
| Worst Year | -5.32% | -55.3% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.43% | 7.47% |
| Avg. Down Week | -2.57% | -3.35% |
| Avg. Up Month | 4.14% | 12.5% |
| Avg. Down Month | -2.65% | -10.26% |
| Win Days % | 43.97% | 51.27% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 45.65% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |