| Metric | 11383813:btcusd:triple_med_gx:lsma115_75 | 11383813:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 86.58% | 183.93% |
| Max Drawdown | -22.74% | -67.18% |
| Sharpe | 0.54 | 0.43 |
| Sortino | 0.87 | 0.62 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 2.18 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.74 | 0.99 |
| Outlier Win Ratio | 40.43 | 3.34 |
| Outlier Loss Ratio | 4.06 | 3.26 |
| Volatility (ann.) | 9.47% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.9 | 0.54 |
| Skew | 2.47 | 0.2 |
| Kurtosis | 54.24 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.58% |
| Expected Yearly % | 16.87% | 29.81% |
| Kelly Criterion | 7.31% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11383813:BTCUSD | 11383813:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 16.37 | -0.29 | + |
| 2023 | 155.54 | 21.86 | 0.14 | - |
| 2024 | 121.00 | 24.18 | 0.20 | - |
| 2025 | 17.02 | 5.96 | 0.35 | - |
| Metric | 11383813:btcusd:triple_med_gx:lsma115_75 | 11383813:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.48% | 31.76% |
| 6M | -1.7% | 12.25% |
| YTD | 5.96% | 17.02% |
| 1Y | 8.23% | 57.19% |
| 3Y (ann.) | 16.87% | 55.42% |
| 5Y (ann.) | 20.4% | 36.44% |
| Metric | 11383813:btcusd:triple_med_gx:lsma115_75 | 11383813:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.73% |
| Avg. Drawdown Days | 41.0 | 34.0 |
| Recovery Factor | 3.81 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -22.74 | 325 |
| 2024-12-17 | 2025-06-11 | -16.48 | 175 |
| 2024-05-19 | 2024-11-11 | -14.49 | 175 |
| 2023-03-18 | 2023-12-05 | -9.94 | 262 |
| 2023-12-06 | 2024-04-07 | -7.29 | 123 |
| 2022-02-08 | 2022-03-09 | -5.82 | 28 |
| 2024-11-12 | 2024-12-17 | -3.44 | 35 |
| 2022-03-29 | 2022-04-25 | -3.24 | 27 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-04-08 | 2024-05-02 | -1.92 | 24 |
| Metric | 11383813:btcusd:triple_med_gx:lsma115_75 | 11383813:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -10.01% | -37.12% |
| Best Year | 24.18% | 155.54% |
| Worst Year | 5.96% | -57.04% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 4.33% | 8.6% |
| Avg. Down Week | -3.11% | -4.96% |
| Avg. Up Month | 6.29% | 16.33% |
| Avg. Down Month | -4.22% | -14.9% |
| Win Days % | 48.77% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |