| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 78.19% | 178.86% |
| Max Drawdown | -14.73% | -67.18% |
| Sharpe | 0.64 | 0.42 |
| Sortino | 1.02 | 0.61 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 60.42 | 3.26 |
| Outlier Loss Ratio | 4.21 | 3.02 |
| Volatility (ann.) | 7.04% | 26.04% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.25 | 0.52 |
| Skew | 1.6 | 0.18 |
| Kurtosis | 59.76 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.47% |
| Expected Yearly % | 15.54% | 29.23% |
| Kelly Criterion | 11.5% | 11.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.21% |
| Expected Shortfall (cVaR) | -0.59% | -2.21% |
| Year | 11381537:BTCUSD | 11381537:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 15.55 | -0.25 | + |
| 2023 | 155.54 | 19.96 | 0.13 | - |
| 2024 | 121.00 | 14.96 | 0.12 | - |
| 2025 | 27.10 | 11.82 | 0.44 | - |
| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.05% | 41.88% |
| 6M | 19.05% | 22.91% |
| YTD | 11.82% | 27.1% |
| 1Y | 27.58% | 82.29% |
| 3Y (ann.) | 18.99% | 77.48% |
| 5Y (ann.) | 18.41% | 34.98% |
| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| Max Drawdown | -14.73% | -67.18% |
| Longest DD Days | 223.0 | 683.0 |
| Avg. Drawdown | -2.62% | -6.99% |
| Avg. Drawdown Days | 28.0 | 37.0 |
| Recovery Factor | 5.31 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-03-19 | -14.73 | 149 |
| 2024-01-11 | 2024-08-21 | -9.49 | 223 |
| 2023-05-06 | 2023-06-21 | -8.10 | 46 |
| 2022-10-05 | 2023-01-11 | -6.47 | 98 |
| 2023-02-23 | 2023-03-17 | -5.95 | 22 |
| 2022-06-29 | 2022-07-04 | -5.47 | 5 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2025-03-20 | 2025-04-21 | -3.97 | 32 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-05-19 | 2025-07-17 | -3.29 | 59 |
| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 15.52% | 43.77% |
| Worst Month | -6.29% | -37.12% |
| Best Year | 19.96% | 155.54% |
| Worst Year | 11.82% | -61.15% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 4.43% | 8.76% |
| Avg. Down Week | -2.84% | -4.71% |
| Avg. Up Month | 5.62% | 16.99% |
| Avg. Down Month | -2.03% | -14.78% |
| Win Days % | 49.81% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 56.82% | 51.1% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 100.0% | 75.0% |