| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.3% | 183.29% |
| Max Drawdown | -23.75% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.24 | 0.62 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 37.54 | 3.37 |
| Outlier Loss Ratio | 4.26 | 3.29 |
| Volatility (ann.) | 10.02% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.18 | 0.54 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 63.61 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.57% |
| Expected Yearly % | 3.62% | 29.73% |
| Kelly Criterion | -1.14% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11398074:BTCUSD | 11398074:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -8.54 | 0.15 | + |
| 2023 | 155.54 | 10.50 | 0.07 | - |
| 2024 | 121.00 | 6.00 | 0.05 | - |
| 2025 | 16.76 | 7.63 | 0.46 | - |
| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -0.66% | 31.46% |
| 6M | 4.8% | 12.77% |
| YTD | 7.63% | 16.76% |
| 1Y | -5.1% | 56.84% |
| 3Y (ann.) | 2.49% | 55.31% |
| 5Y (ann.) | 4.33% | 36.34% |
| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| Max Drawdown | -23.75% | -67.18% |
| Longest DD Days | 718.0 | 683.0 |
| Avg. Drawdown | -4.1% | -6.73% |
| Avg. Drawdown Days | 76.0 | 34.0 |
| Recovery Factor | 0.64 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-04-08 | -23.75 | 718 |
| 2024-06-07 | 2025-06-11 | -20.47 | 369 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| 2024-04-23 | 2024-06-03 | -1.86 | 41 |
| 2024-04-08 | 2024-04-22 | -1.58 | 13 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.74% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 10.5% | 155.54% |
| Worst Year | -8.54% | -57.04% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.23% | 7.21% |
| Avg. Down Week | -2.48% | -3.61% |
| Avg. Up Month | 4.49% | 12.72% |
| Avg. Down Month | -4.39% | -12.03% |
| Win Days % | 46.4% | 51.3% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 45.56% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |