| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 27.4% | 220.31% |
| Max Drawdown | -27.97% | -67.18% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.32 | 0.66 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 28.53 | 3.55 |
| Outlier Loss Ratio | 4.19 | 3.51 |
| Volatility (ann.) | 11.47% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.26 | 0.6 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 40.81 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.74% |
| Expected Yearly % | 6.24% | 33.78% |
| Kelly Criterion | -1.21% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.22% |
| Expected Shortfall (cVaR) | -0.98% | -2.22% |
| Year | 11370482:BTCUSD | 11370482:btcusd:triple_med_gx:lsma115_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -7.54 | 0.13 | + |
| 2023 | 155.54 | 25.54 | 0.16 | - |
| 2024 | 121.00 | 36.83 | 0.30 | - |
| 2025 | 30.14 | -19.79 | -0.66 | - |
| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| MTD | -1.9% | 13.36% |
| 3M | -0.04% | 45.08% |
| 6M | -17.85% | 28.47% |
| YTD | -19.79% | 30.14% |
| 1Y | 7.96% | 105.13% |
| 3Y (ann.) | 12.19% | 81.7% |
| 5Y (ann.) | 7.27% | 40.11% |
| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| Max Drawdown | -27.97% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.34% |
| Avg. Drawdown Days | 34.0 | 32.0 |
| Recovery Factor | 0.98 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -27.97 | 208 |
| 2022-03-02 | 2023-03-17 | -23.01 | 380 |
| 2024-07-01 | 2024-09-19 | -17.25 | 79 |
| 2023-04-30 | 2023-12-05 | -15.46 | 219 |
| 2023-12-06 | 2024-03-06 | -8.66 | 91 |
| 2024-03-26 | 2024-04-22 | -7.77 | 27 |
| 2024-04-23 | 2024-05-15 | -4.50 | 22 |
| 2024-09-20 | 2024-10-15 | -3.16 | 25 |
| 2024-11-12 | 2024-12-15 | -2.72 | 33 |
| 2023-04-14 | 2023-04-27 | -2.55 | 13 |
| Metric | 11370482:btcusd:triple_med_gx:lsma115_10 | 11370482:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.32% | 35.75% |
| Worst Week | -13.82% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -17.73% | -37.12% |
| Best Year | 36.83% | 155.54% |
| Worst Year | -19.79% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.96% | 8.14% |
| Avg. Down Week | -2.48% | -3.13% |
| Avg. Up Month | 7.05% | 17.94% |
| Avg. Down Month | -4.6% | -13.01% |
| Win Days % | 47.47% | 51.32% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 46.08% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |