| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 22.32% | 183.29% |
| Max Drawdown | -23.12% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.31 | 0.62 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 36.14 | 3.4 |
| Outlier Loss Ratio | 4.18 | 3.29 |
| Volatility (ann.) | 10.42% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.27 | 0.54 |
| Skew | 2.84 | 0.2 |
| Kurtosis | 66.97 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.57% |
| Expected Yearly % | 5.17% | 29.73% |
| Kelly Criterion | -0.3% | 9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11397856:BTCUSD | 11397856:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 8.07 | -0.14 | + |
| 2023 | 155.54 | 7.35 | 0.05 | - |
| 2024 | 121.00 | 9.76 | 0.08 | - |
| 2025 | 16.76 | -3.94 | -0.23 | - |
| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | 4.13% | 31.46% |
| 6M | -9.15% | 12.77% |
| YTD | -3.94% | 16.76% |
| 1Y | -10.29% | 56.84% |
| 3Y (ann.) | 1.1% | 55.31% |
| 5Y (ann.) | 6.18% | 36.34% |
| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| Max Drawdown | -23.12% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.73% |
| Avg. Drawdown Days | 56.0 | 34.0 |
| Recovery Factor | 0.97 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -23.12 | 188 |
| 2022-06-21 | 2024-06-04 | -21.39 | 713 |
| 2024-09-05 | 2024-12-05 | -12.02 | 91 |
| 2024-06-07 | 2024-09-04 | -9.24 | 88 |
| 2022-05-16 | 2022-06-19 | -5.65 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-04-18 | -4.04 | 36 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-04-20 | 2022-05-14 | -2.08 | 24 |
| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 11.45% | 43.77% |
| Worst Month | -6.81% | -37.12% |
| Best Year | 9.76% | 155.54% |
| Worst Year | -3.94% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.6% | 8.08% |
| Avg. Down Week | -2.66% | -2.98% |
| Avg. Up Month | 6.14% | 16.75% |
| Avg. Down Month | -3.77% | -8.34% |
| Win Days % | 45.25% | 51.3% |
| Win Month % | 41.46% | 60.98% |
| Win Week % | 45.16% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |