| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 44.98% | 187.29% |
| Max Drawdown | -13.87% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.64 | 0.62 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 0.68 | 1.0 |
| Outlier Win Ratio | 58.13 | 3.2 |
| Outlier Loss Ratio | 3.99 | 3.06 |
| Volatility (ann.) | 7.22% | 26.05% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.83 | 0.54 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 54.01 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.54% |
| Expected Yearly % | 9.73% | 30.19% |
| Kelly Criterion | 6.31% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.21% |
| Expected Shortfall (cVaR) | -0.61% | -2.21% |
| Year | 11380285:BTCUSD | 11380285:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | -0.58 | 0.01 | + |
| 2023 | 155.54 | 19.41 | 0.12 | - |
| 2024 | 121.00 | 13.80 | 0.11 | - |
| 2025 | 30.14 | 7.32 | 0.24 | - |
| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 9.15% | 45.08% |
| 6M | 15.68% | 28.47% |
| YTD | 7.32% | 30.14% |
| 1Y | 22.27% | 105.13% |
| 3Y (ann.) | 15.99% | 81.7% |
| 5Y (ann.) | 11.5% | 36.23% |
| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| Max Drawdown | -13.87% | -67.18% |
| Longest DD Days | 225.0 | 683.0 |
| Avg. Drawdown | -4.14% | -6.52% |
| Avg. Drawdown Days | 54.0 | 35.0 |
| Recovery Factor | 3.24 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2022-10-04 | -13.87 | 213 |
| 2024-10-21 | 2025-03-19 | -12.34 | 149 |
| 2023-03-20 | 2023-06-21 | -11.41 | 93 |
| 2022-10-05 | 2023-01-11 | -7.86 | 98 |
| 2024-01-11 | 2024-08-23 | -6.44 | 225 |
| 2023-02-21 | 2023-03-17 | -6.17 | 23 |
| 2023-08-09 | 2023-12-05 | -5.31 | 118 |
| 2025-03-20 | 2025-04-22 | -4.90 | 33 |
| 2025-05-19 | 2025-07-14 | -3.47 | 56 |
| 2024-01-09 | 2024-01-11 | -2.77 | 1 |
| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 11.48% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 10.96% | 43.77% |
| Worst Month | -6.52% | -37.12% |
| Best Year | 19.41% | 155.54% |
| Worst Year | -0.58% | -60.91% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 4.15% | 8.26% |
| Avg. Down Week | -3.35% | -3.84% |
| Avg. Up Month | 5.39% | 17.63% |
| Avg. Down Month | -2.94% | -12.24% |
| Win Days % | 49.01% | 51.29% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 55.32% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |