| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 64.01% | 208.04% |
| Max Drawdown | -22.21% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.69 | 0.64 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 2.05 | 1.07 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.7 | 1.0 |
| Outlier Win Ratio | 42.44 | 3.31 |
| Outlier Loss Ratio | 4.02 | 3.19 |
| Volatility (ann.) | 9.17% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.69 | 0.57 |
| Skew | 1.9 | 0.2 |
| Kurtosis | 62.93 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.71% |
| Expected Yearly % | 13.17% | 32.48% |
| Kelly Criterion | 5.36% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11383835:BTCUSD | 11383835:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 20.01 | -0.35 | + |
| 2023 | 155.54 | 18.80 | 0.12 | - |
| 2024 | 121.00 | 28.64 | 0.24 | - |
| 2025 | 27.10 | -10.57 | -0.39 | - |
| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| MTD | 1.28% | 10.71% |
| 3M | 2.07% | 41.88% |
| 6M | -1.53% | 22.91% |
| YTD | -10.57% | 27.1% |
| 1Y | -0.55% | 82.29% |
| 3Y (ann.) | 13.68% | 77.48% |
| 5Y (ann.) | 15.41% | 38.53% |
| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| Max Drawdown | -22.21% | -67.18% |
| Longest DD Days | 260.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.7% |
| Avg. Drawdown Days | 45.0 | 34.0 |
| Recovery Factor | 2.88 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-17 | -22.21 | 247 |
| 2022-04-26 | 2022-10-04 | -14.24 | 161 |
| 2023-03-18 | 2023-12-04 | -11.55 | 260 |
| 2024-05-19 | 2024-11-10 | -10.07 | 174 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-10-05 | 2023-03-17 | -7.32 | 163 |
| 2024-01-31 | 2024-04-04 | -3.81 | 63 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-05 | 2024-05-19 | -3.39 | 13 |
| 2024-04-08 | 2024-05-03 | -3.06 | 24 |
| Metric | 11383835:btcusd:triple_med_gx:lsma115_75 | 11383835:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 14.74% | 43.77% |
| Worst Month | -11.91% | -37.12% |
| Best Year | 28.64% | 155.54% |
| Worst Year | -10.57% | -57.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.47% | 8.17% |
| Avg. Down Week | -3.21% | -4.33% |
| Avg. Up Month | 5.04% | 16.05% |
| Avg. Down Month | -3.47% | -14.55% |
| Win Days % | 48.87% | 51.33% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 56.16% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |