| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 23.31% | 189.95% |
| Max Drawdown | -19.94% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.63 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 52.6 | 3.18 |
| Outlier Loss Ratio | 4.21 | 3.11 |
| Volatility (ann.) | 7.84% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.32 | 0.55 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 81.99 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.57% |
| Expected Yearly % | 5.38% | 30.49% |
| Kelly Criterion | 0.73% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11381949:BTCUSD | 11381949:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 33.68 | -0.60 | + |
| 2023 | 155.54 | -14.10 | -0.09 | - |
| 2024 | 121.00 | 14.17 | 0.12 | - |
| 2025 | 17.02 | -5.94 | -0.35 | - |
| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.44% | 31.76% |
| 6M | -4.84% | 12.25% |
| YTD | -5.94% | 17.02% |
| 1Y | 7.93% | 57.19% |
| 3Y (ann.) | 2.17% | 55.42% |
| 5Y (ann.) | 6.43% | 37.22% |
| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| Max Drawdown | -19.94% | -67.18% |
| Longest DD Days | 867.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.63% |
| Avg. Drawdown Days | 80.0 | 33.0 |
| Recovery Factor | 1.17 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2025-06-11 | -19.94 | 867 |
| 2022-03-09 | 2022-06-07 | -10.26 | 90 |
| 2022-07-26 | 2022-12-13 | -5.21 | 140 |
| 2022-06-08 | 2022-07-04 | -4.67 | 26 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-01-24 | 2023-01-26 | -2.37 | 1 |
| 2022-02-16 | 2022-03-08 | -2.31 | 20 |
| 2022-07-14 | 2022-07-18 | -2.23 | 4 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-12-14 | 2023-01-24 | -1.96 | 40 |
| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 13.57% | 43.77% |
| Worst Month | -6.53% | -37.12% |
| Best Year | 33.68% | 155.54% |
| Worst Year | -14.1% | -56.13% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.51% | 5.83% |
| Avg. Down Week | -1.81% | -5.54% |
| Avg. Up Month | 3.97% | 19.01% |
| Avg. Down Month | -2.28% | -11.52% |
| Win Days % | 47.63% | 51.26% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 45.57% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |