| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 54.92% | 158.34% |
| Max Drawdown | -17.54% | -67.18% |
| Sharpe | 0.48 | 0.4 |
| Sortino | 0.72 | 0.58 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 58.3 | 3.19 |
| Outlier Loss Ratio | 4.0 | 3.0 |
| Volatility (ann.) | 7.44% | 26.26% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.8 | 0.49 |
| Skew | -0.46 | 0.18 |
| Kurtosis | 80.42 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.34% |
| Expected Yearly % | 11.57% | 26.78% |
| Kelly Criterion | 8.48% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11381505:BTCUSD | 11381505:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | -4.59 | 0.08 | + |
| 2023 | 155.54 | 17.38 | 0.11 | - |
| 2024 | 121.00 | 24.46 | 0.20 | - |
| 2025 | 17.02 | 11.14 | 0.65 | - |
| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.89% | 31.76% |
| 6M | 11.14% | 12.25% |
| YTD | 11.14% | 17.02% |
| 1Y | 31.86% | 57.19% |
| 3Y (ann.) | 20.49% | 55.42% |
| 5Y (ann.) | 14.08% | 33.06% |
| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| Max Drawdown | -17.54% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.83% |
| Avg. Drawdown Days | 51.0 | 36.0 |
| Recovery Factor | 3.13 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-02-23 | -17.54 | 350 |
| 2024-10-21 | 2025-03-19 | -11.54 | 149 |
| 2023-03-20 | 2023-12-05 | -11.17 | 260 |
| 2023-02-23 | 2023-03-17 | -5.78 | 21 |
| 2025-03-20 | 2025-04-22 | -4.90 | 33 |
| 2024-01-11 | 2024-02-07 | -2.89 | 27 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 13.94% | 43.77% |
| Worst Month | -8.75% | -37.12% |
| Best Year | 24.46% | 155.54% |
| Worst Year | -4.59% | -60.91% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 4.27% | 8.9% |
| Avg. Down Week | -3.25% | -4.53% |
| Avg. Up Month | 4.91% | 16.48% |
| Avg. Down Month | -2.77% | -14.93% |
| Win Days % | 49.72% | 51.26% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 57.78% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |