| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 27.76% | 239.56% |
| Max Drawdown | -23.48% | -67.18% |
| Sharpe | 0.24 | 0.47 |
| Sortino | 0.36 | 0.68 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.37 | 0.99 |
| Outlier Win Ratio | 39.37 | 3.27 |
| Outlier Loss Ratio | 4.5 | 3.27 |
| Volatility (ann.) | 9.27% | 26.24% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.31 | 0.63 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 59.2 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.88% |
| Expected Yearly % | 6.32% | 35.75% |
| Kelly Criterion | 0.42% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11376260:BTCUSD | 11376260:btcusd:triple_med_gx:lsma85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 19.50 | -0.36 | + |
| 2023 | 155.54 | 20.64 | 0.13 | - |
| 2024 | 121.00 | -9.65 | -0.08 | - |
| 2025 | 30.14 | -1.92 | -0.06 | - |
| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| MTD | 1.37% | 13.36% |
| 3M | 6.2% | 45.08% |
| 6M | -3.31% | 28.47% |
| YTD | -1.92% | 30.14% |
| 1Y | 4.43% | 105.13% |
| 3Y (ann.) | 3.65% | 81.7% |
| 5Y (ann.) | 7.3% | 42.14% |
| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| Max Drawdown | -23.48% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.05% |
| Avg. Drawdown Days | 57.0 | 29.0 |
| Recovery Factor | 1.18 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-07-14 | -23.48 | 468 |
| 2022-06-06 | 2023-01-20 | -20.96 | 228 |
| 2023-12-03 | 2024-03-10 | -6.99 | 98 |
| 2022-02-12 | 2022-04-01 | -6.28 | 47 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2023-01-21 | 2023-05-03 | -5.06 | 102 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2023-05-06 | 2023-08-14 | -4.29 | 100 |
| 2023-09-04 | 2023-11-15 | -3.68 | 72 |
| 2023-11-16 | 2023-12-02 | -2.28 | 16 |
| Metric | 11376260:btcusd:triple_med_gx:lsma85_45 | 11376260:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 11.12% | 43.77% |
| Worst Month | -13.32% | -37.12% |
| Best Year | 20.64% | 155.54% |
| Worst Year | -9.65% | -53.8% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.23% | 4.91% |
| Avg. Down Week | -1.95% | -3.87% |
| Avg. Up Month | 4.12% | 12.35% |
| Avg. Down Month | -4.37% | -10.79% |
| Win Days % | 46.49% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 40.18% | 51.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |