| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 41.84% | 185.15% |
| Max Drawdown | -20.96% | -67.18% |
| Sharpe | 0.29 | 0.42 |
| Sortino | 0.48 | 0.61 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 34.55 | 3.51 |
| Outlier Loss Ratio | 4.31 | 3.31 |
| Volatility (ann.) | 10.54% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.51 | 0.53 |
| Skew | 3.54 | 0.18 |
| Kurtosis | 65.09 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.53% |
| Expected Yearly % | 9.13% | 29.95% |
| Kelly Criterion | 0.89% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11404806:BTCUSD | 11404806:btcusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 22.84 | -0.38 | + |
| 2023 | 155.54 | 11.82 | 0.08 | - |
| 2024 | 121.00 | 4.10 | 0.03 | - |
| 2025 | 27.10 | -0.81 | -0.03 | - |
| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.4% | 41.88% |
| 6M | -3.1% | 22.91% |
| YTD | -0.81% | 27.1% |
| 1Y | -4.17% | 82.29% |
| 3Y (ann.) | 1.34% | 77.48% |
| 5Y (ann.) | 10.68% | 35.56% |
| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -67.18% |
| Longest DD Days | 406.0 | 683.0 |
| Avg. Drawdown | -3.55% | -6.94% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 2.0 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -20.96 | 406 |
| 2022-08-25 | 2023-04-26 | -15.99 | 243 |
| 2023-04-26 | 2024-03-25 | -13.24 | 333 |
| 2022-05-16 | 2022-06-19 | -8.39 | 34 |
| 2022-06-21 | 2022-06-24 | -5.90 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-25 | 2022-08-11 | -4.47 | 47 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-13 | 2022-04-15 | -3.35 | 32 |
| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.94% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 13.63% | 43.77% |
| Worst Month | -6.46% | -37.12% |
| Best Year | 22.84% | 155.54% |
| Worst Year | -0.81% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.72% | 7.74% |
| Avg. Down Week | -2.44% | -3.16% |
| Avg. Up Month | 4.52% | 14.19% |
| Avg. Down Month | -3.17% | -8.38% |
| Win Days % | 45.11% | 51.3% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.42% | 51.37% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |