| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 31.24% | 222.44% |
| Max Drawdown | -29.28% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.36 | 0.66 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 32.57 | 3.38 |
| Outlier Loss Ratio | 4.47 | 3.37 |
| Volatility (ann.) | 10.23% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.28 | 0.6 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 45.16 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.76% |
| Expected Yearly % | 7.03% | 34.0% |
| Kelly Criterion | 0.98% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11375175:BTCUSD | 11375175:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 20.32 | -0.36 | + |
| 2023 | 155.54 | 10.30 | 0.07 | - |
| 2024 | 121.00 | -2.26 | -0.02 | - |
| 2025 | 30.14 | 1.18 | 0.04 | - |
| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 9.92% | 45.08% |
| 6M | 3.1% | 28.47% |
| YTD | 1.18% | 30.14% |
| 1Y | 8.05% | 105.13% |
| 3Y (ann.) | 5.47% | 81.7% |
| 5Y (ann.) | 8.19% | 40.34% |
| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| Max Drawdown | -29.28% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.19% | -6.36% |
| Avg. Drawdown Days | 47.0 | 32.0 |
| Recovery Factor | 1.07 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -29.28 | 489 |
| 2022-06-06 | 2023-01-20 | -18.84 | 228 |
| 2023-01-21 | 2023-09-12 | -11.00 | 233 |
| 2022-02-05 | 2022-04-26 | -9.97 | 80 |
| 2023-11-02 | 2024-03-04 | -8.24 | 123 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-04 | -6.09 | 8 |
| 2023-09-19 | 2023-10-29 | -3.80 | 40 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| Metric | 11375175:btcusd:triple_med_gx:lsma115_40 | 11375175:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 14.63% | 43.77% |
| Worst Month | -13.4% | -37.12% |
| Best Year | 20.32% | 155.54% |
| Worst Year | -2.26% | -56.13% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.44% | 5.26% |
| Avg. Down Week | -2.44% | -4.21% |
| Avg. Up Month | 4.56% | 16.78% |
| Avg. Down Month | -5.02% | -12.51% |
| Win Days % | 47.3% | 51.29% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 50.94% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |