| Metric | 11383881:btcusd:triple_med_gx:lsma115_75 | 11383881:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 54.11% | 162.58% |
| Max Drawdown | -18.98% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.67 | 0.59 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 47.83 | 3.25 |
| Outlier Loss Ratio | 3.93 | 3.15 |
| Volatility (ann.) | 8.49% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.73 | 0.5 |
| Skew | 2.14 | 0.18 |
| Kurtosis | 67.89 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.38% |
| Expected Yearly % | 11.42% | 27.3% |
| Kelly Criterion | 6.13% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11383881:BTCUSD | 11383881:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.23 | -0.24 | + |
| 2023 | 155.54 | 6.38 | 0.04 | - |
| 2024 | 121.00 | 27.85 | 0.23 | - |
| 2025 | 17.02 | -0.81 | -0.05 | - |
| Metric | 11383881:btcusd:triple_med_gx:lsma115_75 | 11383881:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.22% | 31.76% |
| 6M | -8.72% | 12.25% |
| YTD | -0.81% | 17.02% |
| 1Y | 14.24% | 57.19% |
| 3Y (ann.) | 12.27% | 55.42% |
| 5Y (ann.) | 13.79% | 33.42% |
| Metric | 11383881:btcusd:triple_med_gx:lsma115_75 | 11383881:BTCUSD |
|---|---|---|
| Max Drawdown | -18.98% | -67.18% |
| Longest DD Days | 271.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 2.85 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -18.98 | 211 |
| 2023-04-19 | 2024-01-15 | -14.20 | 271 |
| 2022-04-28 | 2022-09-10 | -12.90 | 134 |
| 2022-10-05 | 2023-03-19 | -9.35 | 165 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-05-05 | 2024-09-17 | -5.66 | 134 |
| 2024-04-08 | 2024-05-03 | -5.18 | 25 |
| 2024-02-03 | 2024-04-07 | -4.11 | 63 |
| 2024-10-21 | 2024-11-10 | -2.99 | 20 |
| 2023-04-17 | 2023-04-18 | -2.10 | 1 |
| Metric | 11383881:btcusd:triple_med_gx:lsma115_75 | 11383881:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 15.0% | 43.77% |
| Worst Month | -7.98% | -37.12% |
| Best Year | 27.85% | 155.54% |
| Worst Year | -0.81% | -60.27% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 3.75% | 8.17% |
| Avg. Down Week | -3.36% | -4.49% |
| Avg. Up Month | 6.83% | 18.81% |
| Avg. Down Month | -2.67% | -15.99% |
| Win Days % | 49.53% | 51.28% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 56.9% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |