| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 13.3% | 215.74% |
| Max Drawdown | -23.68% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.2 | 0.65 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.1 | 1.08 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 30.41 | 3.49 |
| Outlier Loss Ratio | 4.1 | 3.53 |
| Volatility (ann.) | 10.93% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.16 | 0.59 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 34.82 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.78% |
| Expected Yearly % | 3.17% | 33.3% |
| Kelly Criterion | -1.06% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11372002:BTCUSD | 11372002:btcusd:triple_med_gx:lsma115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.96 | -0.07 | + |
| 2023 | 155.54 | 14.68 | 0.09 | - |
| 2024 | 121.00 | 5.43 | 0.04 | - |
| 2025 | 30.14 | -9.87 | -0.33 | - |
| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 0.6% | 45.08% |
| 6M | -5.65% | 28.47% |
| YTD | -9.87% | 30.14% |
| 1Y | 10.11% | 105.13% |
| 3Y (ann.) | 9.22% | 81.7% |
| 5Y (ann.) | 3.69% | 39.56% |
| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002:BTCUSD |
|---|---|---|
| Max Drawdown | -23.68% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -6.13% | -6.45% |
| Avg. Drawdown Days | 78.0 | 33.0 |
| Recovery Factor | 0.56 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-14 | 2024-11-11 | -23.68 | 577 |
| 2022-04-21 | 2023-03-14 | -22.19 | 327 |
| 2024-12-17 | 2025-07-14 | -21.22 | 208 |
| 2022-03-02 | 2022-03-29 | -12.19 | 27 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2024-11-12 | 2024-12-15 | -2.69 | 33 |
| 2022-02-08 | 2022-03-01 | -2.35 | 21 |
| 2023-03-18 | 2023-04-14 | -1.88 | 26 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-03-29 | 2022-04-21 | -1.34 | 22 |
| Metric | 11372002:btcusd:triple_med_gx:lsma115_20 | 11372002: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 | 16.03% | 43.77% |
| Worst Month | -11.35% | -37.12% |
| Best Year | 14.68% | 155.54% |
| Worst Year | -9.87% | -57.04% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.23% | 7.65% |
| Avg. Down Week | -3.33% | -3.33% |
| Avg. Up Month | 6.25% | 16.25% |
| Avg. Down Month | -5.08% | -12.21% |
| Win Days % | 48.58% | 51.33% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 42.39% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |