| Metric | 11381241:btcusd:triple_med_gx:lsma115_65 | 11381241:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 63.62% | 183.93% |
| Max Drawdown | -18.35% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 36.9 | 3.36 |
| Outlier Loss Ratio | 3.9 | 3.28 |
| Volatility (ann.) | 9.94% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.86 | 0.54 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 46.22 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.58% |
| Expected Yearly % | 13.1% | 29.81% |
| Kelly Criterion | 4.51% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.24% |
| Expected Shortfall (cVaR) | -0.84% | -2.24% |
| Year | 11381241:BTCUSD | 11381241:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 20.93 | -0.37 | + |
| 2023 | 155.54 | 19.32 | 0.12 | - |
| 2024 | 121.00 | 6.30 | 0.05 | - |
| 2025 | 17.02 | 6.67 | 0.39 | - |
| Metric | 11381241:btcusd:triple_med_gx:lsma115_65 | 11381241:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.38% | 31.76% |
| 6M | -1.03% | 12.25% |
| YTD | 6.67% | 17.02% |
| 1Y | 9.19% | 57.19% |
| 3Y (ann.) | 12.62% | 55.42% |
| 5Y (ann.) | 15.79% | 36.44% |
| Metric | 11381241:btcusd:triple_med_gx:lsma115_65 | 11381241:BTCUSD |
|---|---|---|
| Max Drawdown | -18.35% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -4.08% | -6.73% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 3.47 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-04 | -18.35 | 161 |
| 2024-12-17 | 2025-06-11 | -14.63 | 175 |
| 2023-12-06 | 2024-05-15 | -14.32 | 161 |
| 2023-03-18 | 2023-08-08 | -12.84 | 143 |
| 2024-05-19 | 2024-11-10 | -12.84 | 174 |
| 2022-02-08 | 2022-03-23 | -10.31 | 43 |
| 2023-08-09 | 2023-12-05 | -9.64 | 118 |
| 2022-10-05 | 2023-02-20 | -4.62 | 138 |
| 2024-11-12 | 2024-12-17 | -3.44 | 35 |
| 2022-03-29 | 2022-04-25 | -3.26 | 27 |
| Metric | 11381241:btcusd:triple_med_gx:lsma115_65 | 11381241:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -9.31% | -37.12% |
| Best Year | 20.93% | 155.54% |
| Worst Year | 6.3% | -57.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.3% | 8.26% |
| Avg. Down Week | -3.04% | -5.27% |
| Avg. Up Month | 6.17% | 15.73% |
| Avg. Down Month | -3.74% | -14.15% |
| Win Days % | 49.27% | 51.31% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |