| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 48.69% | 215.74% |
| Max Drawdown | -18.1% | -67.18% |
| Sharpe | 0.33 | 0.45 |
| Sortino | 0.5 | 0.65 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 35.07 | 3.39 |
| Outlier Loss Ratio | 3.9 | 3.35 |
| Volatility (ann.) | 10.25% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.67 | 0.59 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 44.44 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.78% |
| Expected Yearly % | 10.43% | 33.3% |
| Kelly Criterion | 3.77% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11380020:BTCUSD | 11380020:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 19.91 | -0.35 | + |
| 2023 | 155.54 | 18.65 | 0.12 | - |
| 2024 | 121.00 | 9.75 | 0.08 | - |
| 2025 | 30.14 | -4.78 | -0.16 | - |
| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 1.34% | 45.08% |
| 6M | -1.14% | 28.47% |
| YTD | -4.78% | 30.14% |
| 1Y | 8.0% | 105.13% |
| 3Y (ann.) | 14.78% | 81.7% |
| 5Y (ann.) | 12.19% | 39.56% |
| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| Max Drawdown | -18.1% | -67.18% |
| Longest DD Days | 208.0 | 683.0 |
| Avg. Drawdown | -4.14% | -6.45% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 2.69 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.10 | 208 |
| 2022-05-23 | 2022-10-04 | -17.69 | 134 |
| 2022-02-08 | 2022-03-27 | -14.50 | 46 |
| 2023-03-18 | 2023-08-08 | -13.63 | 143 |
| 2024-05-19 | 2024-11-10 | -13.23 | 174 |
| 2023-12-06 | 2024-05-15 | -9.74 | 161 |
| 2023-08-09 | 2023-12-05 | -9.14 | 118 |
| 2022-04-26 | 2022-05-23 | -6.09 | 27 |
| 2022-10-05 | 2022-10-26 | -4.62 | 21 |
| 2022-10-26 | 2023-01-08 | -3.24 | 74 |
| Metric | 11380020:btcusd:triple_med_gx:lsma115_60 | 11380020:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -9.35% | -37.12% |
| Best Year | 19.91% | 155.54% |
| Worst Year | -4.78% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.34% | 7.97% |
| Avg. Down Week | -3.01% | -4.55% |
| Avg. Up Month | 5.72% | 15.61% |
| Avg. Down Month | -3.8% | -13.41% |
| Win Days % | 49.73% | 51.33% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 45.45% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |