| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 35.24% | 189.3% |
| Max Drawdown | -20.73% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 38.96 | 3.45 |
| Outlier Loss Ratio | 4.27 | 3.29 |
| Volatility (ann.) | 10.22% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.45 | 0.55 |
| Skew | 3.47 | 0.2 |
| Kurtosis | 71.84 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.56% |
| Expected Yearly % | 7.84% | 30.42% |
| Kelly Criterion | 0.86% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11394527:BTCUSD | 11394527:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 18.21 | -0.32 | + |
| 2023 | 155.54 | -1.94 | -0.01 | - |
| 2024 | 121.00 | 2.18 | 0.02 | - |
| 2025 | 16.76 | 14.19 | 0.85 | - |
| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | 1.43% | 31.46% |
| 6M | 6.62% | 12.77% |
| YTD | 14.19% | 16.76% |
| 1Y | -4.12% | 56.84% |
| 3Y (ann.) | 4.12% | 55.31% |
| 5Y (ann.) | 9.38% | 37.09% |
| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| Max Drawdown | -20.73% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -4.73% | -6.63% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 1.7 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-03-25 | -20.73 | 333 |
| 2024-08-09 | 2025-06-11 | -19.41 | 306 |
| 2022-06-21 | 2023-04-26 | -14.34 | 308 |
| 2022-05-16 | 2022-06-19 | -10.50 | 34 |
| 2024-06-07 | 2024-08-08 | -9.20 | 62 |
| 2022-03-15 | 2022-04-19 | -6.01 | 35 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2024-03-25 | 2024-04-20 | -2.05 | 25 |
| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.56% | 35.75% |
| Worst Week | -8.68% | -29.64% |
| Best Month | 15.18% | 43.77% |
| Worst Month | -8.34% | -37.12% |
| Best Year | 18.21% | 155.54% |
| Worst Year | -1.94% | -56.13% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 3.99% | 6.99% |
| Avg. Down Week | -2.34% | -3.33% |
| Avg. Up Month | 4.84% | 11.36% |
| Avg. Down Month | -4.34% | -8.97% |
| Win Days % | 44.92% | 51.25% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 42.7% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |