| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 37.0% | 215.74% |
| Max Drawdown | -20.16% | -67.18% |
| Sharpe | 0.27 | 0.45 |
| Sortino | 0.41 | 0.65 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 34.62 | 3.38 |
| Outlier Loss Ratio | 3.89 | 3.38 |
| Volatility (ann.) | 10.25% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.47 | 0.59 |
| Skew | 1.12 | 0.2 |
| Kurtosis | 43.42 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.78% |
| Expected Yearly % | 8.19% | 33.3% |
| Kelly Criterion | 3.15% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11378850:BTCUSD | 11378850:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 17.63 | -0.31 | + |
| 2023 | 155.54 | 15.15 | 0.10 | - |
| 2024 | 121.00 | 8.29 | 0.07 | - |
| 2025 | 30.14 | -6.60 | -0.22 | - |
| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 0.42% | 45.08% |
| 6M | -3.18% | 28.47% |
| YTD | -6.6% | 30.14% |
| 1Y | 9.75% | 105.13% |
| 3Y (ann.) | 12.89% | 81.7% |
| 5Y (ann.) | 9.56% | 39.56% |
| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| Max Drawdown | -20.16% | -67.18% |
| Longest DD Days | 282.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.45% |
| Avg. Drawdown Days | 42.0 | 33.0 |
| Recovery Factor | 1.84 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -20.16 | 208 |
| 2022-03-29 | 2022-10-04 | -18.17 | 188 |
| 2022-02-08 | 2022-03-27 | -15.50 | 47 |
| 2024-05-19 | 2024-11-10 | -13.93 | 174 |
| 2023-08-09 | 2024-05-17 | -11.83 | 282 |
| 2023-04-14 | 2023-06-21 | -11.36 | 68 |
| 2022-10-05 | 2022-11-23 | -4.79 | 49 |
| 2022-11-24 | 2023-01-08 | -2.95 | 45 |
| 2023-03-15 | 2023-03-16 | -2.30 | 1 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| Metric | 11378850:btcusd:triple_med_gx:lsma115_55 | 11378850:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -10.32% | -37.12% |
| Best Year | 17.63% | 155.54% |
| Worst Year | -6.6% | -57.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.06% | 7.97% |
| Avg. Down Week | -3.23% | -3.57% |
| Avg. Up Month | 5.56% | 16.25% |
| Avg. Down Month | -4.8% | -13.62% |
| Win Days % | 49.73% | 51.33% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 48.05% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |