| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 34.54% | 220.31% |
| Max Drawdown | -29.95% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 28.63 | 3.57 |
| Outlier Loss Ratio | 4.07 | 3.51 |
| Volatility (ann.) | 11.29% | 26.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.3 | 0.6 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 31.49 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.74% |
| Expected Yearly % | 7.7% | 33.78% |
| Kelly Criterion | 0.78% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11371980:BTCUSD | 11371980:btcusd:triple_med_gx:lsma115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 11.81 | -0.21 | + |
| 2023 | 155.54 | 11.68 | 0.08 | - |
| 2024 | 121.00 | 35.80 | 0.30 | - |
| 2025 | 30.14 | -20.66 | -0.69 | - |
| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | 1.84% | 45.08% |
| 6M | -16.63% | 28.47% |
| YTD | -20.66% | 30.14% |
| 1Y | 9.72% | 105.13% |
| 3Y (ann.) | 11.18% | 81.7% |
| 5Y (ann.) | 8.97% | 40.11% |
| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| Max Drawdown | -29.95% | -67.18% |
| Longest DD Days | 216.0 | 683.0 |
| Avg. Drawdown | -4.02% | -6.34% |
| Avg. Drawdown Days | 31.0 | 32.0 |
| Recovery Factor | 1.15 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.95 | 208 |
| 2022-03-02 | 2022-10-04 | -16.47 | 216 |
| 2023-03-17 | 2023-08-29 | -15.54 | 165 |
| 2024-06-07 | 2024-09-13 | -13.07 | 98 |
| 2023-08-29 | 2023-12-05 | -11.26 | 98 |
| 2023-12-06 | 2024-03-07 | -9.24 | 92 |
| 2024-04-01 | 2024-05-15 | -8.27 | 44 |
| 2022-10-27 | 2023-03-14 | -6.81 | 138 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2022-10-05 | 2022-10-26 | -5.12 | 21 |
| Metric | 11371980:btcusd:triple_med_gx:lsma115_20 | 11371980:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 14.69% | 43.77% |
| Worst Month | -14.74% | -37.12% |
| Best Year | 35.8% | 155.54% |
| Worst Year | -20.66% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.38% | 7.95% |
| Avg. Down Week | -2.94% | -3.3% |
| Avg. Up Month | 6.61% | 17.2% |
| Avg. Down Month | -5.17% | -10.88% |
| Win Days % | 48.46% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 43.3% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |