| Metric | 11375231:btcusd:triple_med_gx:lsma115_40 | 11375231:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -1.69% | 222.44% |
| Max Drawdown | -32.94% | -67.18% |
| Sharpe | 0.04 | 0.45 |
| Sortino | 0.06 | 0.66 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 33.0 | 3.39 |
| Outlier Loss Ratio | 4.32 | 3.42 |
| Volatility (ann.) | 10.49% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.01 | 0.6 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 45.22 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.76% |
| Expected Yearly % | -0.42% | 34.0% |
| Kelly Criterion | -3.09% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11375231:BTCUSD | 11375231:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 8.45 | -0.15 | + |
| 2023 | 155.54 | 7.69 | 0.05 | - |
| 2024 | 121.00 | -11.63 | -0.10 | - |
| 2025 | 30.14 | -4.74 | -0.16 | - |
| Metric | 11375231:btcusd:triple_med_gx:lsma115_40 | 11375231:BTCUSD |
|---|---|---|
| MTD | 7.84% | 13.36% |
| 3M | 10.49% | 45.08% |
| 6M | -3.64% | 28.47% |
| YTD | -4.74% | 30.14% |
| 1Y | -1.87% | 105.13% |
| 3Y (ann.) | -0.41% | 81.7% |
| 5Y (ann.) | -0.49% | 40.34% |
| Metric | 11375231:btcusd:triple_med_gx:lsma115_40 | 11375231:BTCUSD |
|---|---|---|
| Max Drawdown | -32.94% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -5.76% | -6.36% |
| Avg. Drawdown Days | 65.0 | 32.0 |
| Recovery Factor | -0.05 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -32.94 | 489 |
| 2022-06-06 | 2023-01-20 | -23.73 | 228 |
| 2023-01-21 | 2023-10-24 | -12.31 | 275 |
| 2022-02-05 | 2022-05-30 | -8.80 | 114 |
| 2023-11-01 | 2024-01-08 | -6.95 | 68 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-09 | 2024-02-15 | -4.19 | 37 |
| 2024-02-15 | 2024-03-04 | -2.35 | 18 |
| 2024-03-08 | 2024-03-11 | -2.22 | 2 |
| Metric | 11375231:btcusd:triple_med_gx:lsma115_40 | 11375231:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 11.98% | 43.77% |
| Worst Month | -13.65% | -37.12% |
| Best Year | 8.45% | 155.54% |
| Worst Year | -11.63% | -56.13% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.16% | 5.4% |
| Avg. Down Week | -2.49% | -3.92% |
| Avg. Up Month | 5.48% | 18.65% |
| Avg. Down Month | -4.2% | -12.29% |
| Win Days % | 46.56% | 51.29% |
| Win Month % | 42.86% | 62.79% |
| Win Week % | 43.93% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |