| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.04% | 189.95% |
| Max Drawdown | -19.61% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.15 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.43 | 1.06 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 0.41 | 0.99 |
| Outlier Win Ratio | 59.23 | 3.12 |
| Outlier Loss Ratio | 4.1 | 3.04 |
| Volatility (ann.) | 7.4% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.1 | 0.55 |
| Skew | -1.34 | 0.2 |
| Kurtosis | 79.56 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.57% |
| Expected Yearly % | 1.72% | 30.49% |
| Kelly Criterion | -2.38% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11383160:BTCUSD | 11383160:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 8.51 | -0.15 | + |
| 2023 | 155.54 | -8.55 | -0.05 | - |
| 2024 | 121.00 | 23.27 | 0.19 | - |
| 2025 | 17.02 | -12.50 | -0.73 | - |
| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.87% | 31.76% |
| 6M | -16.4% | 12.25% |
| YTD | -12.5% | 17.02% |
| 1Y | -2.55% | 57.19% |
| 3Y (ann.) | 2.14% | 55.42% |
| 5Y (ann.) | 2.04% | 37.22% |
| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| Max Drawdown | -19.61% | -67.18% |
| Longest DD Days | 594.0 | 683.0 |
| Avg. Drawdown | -4.49% | -6.63% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 0.36 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -19.61 | 200 |
| 2022-07-25 | 2024-03-11 | -14.46 | 594 |
| 2022-04-28 | 2022-06-06 | -11.59 | 38 |
| 2022-06-06 | 2022-07-18 | -10.63 | 41 |
| 2024-03-13 | 2024-08-21 | -10.10 | 161 |
| 2024-09-28 | 2024-11-21 | -6.85 | 53 |
| 2022-03-15 | 2022-04-28 | -4.25 | 44 |
| 2022-03-12 | 2022-03-14 | -3.54 | 2 |
| 2024-08-29 | 2024-09-27 | -3.36 | 28 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 11.53% | 43.77% |
| Worst Month | -5.63% | -37.12% |
| Best Year | 23.27% | 155.54% |
| Worst Year | -12.5% | -56.13% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.92% | 5.03% |
| Avg. Down Week | -2.38% | -5.64% |
| Avg. Up Month | 4.03% | 19.62% |
| Avg. Down Month | -3.35% | -13.67% |
| Win Days % | 46.53% | 51.26% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 44.59% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |