| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 35.82% | 215.74% |
| Max Drawdown | -21.92% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 30.34 | 3.51 |
| Outlier Loss Ratio | 4.16 | 3.48 |
| Volatility (ann.) | 11.12% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.42 | 0.59 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 45.21 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.78% |
| Expected Yearly % | 7.95% | 33.3% |
| Kelly Criterion | 0.6% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11370502:BTCUSD | 11370502:btcusd:triple_med_gx:lsma115_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.09 | 0.09 | + |
| 2023 | 155.54 | 33.97 | 0.22 | - |
| 2024 | 121.00 | 17.15 | 0.14 | - |
| 2025 | 30.14 | -8.82 | -0.29 | - |
| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| MTD | -1.64% | 13.36% |
| 3M | 3.43% | 45.08% |
| 6M | -5.94% | 28.47% |
| YTD | -8.82% | 30.14% |
| 1Y | 11.82% | 105.13% |
| 3Y (ann.) | 15.31% | 81.7% |
| 5Y (ann.) | 9.28% | 39.56% |
| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| Max Drawdown | -21.92% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.58% | -6.45% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 1.63 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.92 | 208 |
| 2022-04-21 | 2023-03-14 | -21.17 | 326 |
| 2024-07-01 | 2024-11-07 | -14.87 | 128 |
| 2023-04-14 | 2023-08-29 | -13.94 | 137 |
| 2022-03-02 | 2022-03-28 | -12.18 | 26 |
| 2023-08-29 | 2023-12-05 | -9.96 | 97 |
| 2023-12-06 | 2024-05-17 | -8.92 | 163 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2024-11-12 | 2024-12-15 | -3.95 | 33 |
| 2022-02-08 | 2022-03-01 | -2.35 | 21 |
| Metric | 11370502:btcusd:triple_med_gx:lsma115_10 | 11370502:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -9.71% | -29.64% |
| Best Month | 23.7% | 43.77% |
| Worst Month | -9.28% | -37.12% |
| Best Year | 33.97% | 155.54% |
| Worst Year | -8.82% | -57.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.23% | 8.37% |
| Avg. Down Week | -2.9% | -3.46% |
| Avg. Up Month | 7.22% | 17.13% |
| Avg. Down Month | -3.92% | -11.56% |
| Win Days % | 48.48% | 51.33% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 45.65% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |