| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.43% | 222.44% |
| Max Drawdown | -21.24% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.25 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 37.76 | 3.38 |
| Outlier Loss Ratio | 4.01 | 3.28 |
| Volatility (ann.) | 9.85% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.22 | 0.6 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 61.23 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.76% |
| Expected Yearly % | 4.1% | 34.0% |
| Kelly Criterion | -0.61% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11371176:BTCUSD | 11371176:btcusd:triple_med_gx:lsma85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -9.20 | 0.16 | + |
| 2023 | 155.54 | 25.19 | 0.16 | - |
| 2024 | 121.00 | 19.51 | 0.16 | - |
| 2025 | 30.14 | -13.56 | -0.45 | - |
| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -2.8% | 45.08% |
| 6M | -16.81% | 28.47% |
| YTD | -13.56% | 30.14% |
| 1Y | -2.24% | 105.13% |
| 3Y (ann.) | 8.66% | 81.7% |
| 5Y (ann.) | 4.76% | 40.34% |
| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| Max Drawdown | -21.24% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -4.93% | -6.36% |
| Avg. Drawdown Days | 82.0 | 32.0 |
| Recovery Factor | 0.82 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -21.24 | 469 |
| 2022-02-05 | 2023-10-20 | -21.03 | 622 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-02-28 | -4.00 | 27 |
| 2023-10-23 | 2023-12-02 | -3.55 | 40 |
| 2022-01-29 | 2022-01-31 | -3.21 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11371176:btcusd:triple_med_gx:lsma85_15 | 11371176:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 11.83% | 43.77% |
| Worst Month | -13.07% | -37.12% |
| Best Year | 25.19% | 155.54% |
| Worst Year | -13.56% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.32% | 8.13% |
| Avg. Down Week | -2.99% | -2.46% |
| Avg. Up Month | 4.58% | 15.07% |
| Avg. Down Month | -4.24% | -12.48% |
| Win Days % | 47.93% | 51.29% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 49.4% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |