| Metric | 11384016:btcusd:triple_med_gx:lsma115_75 | 11384016:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 23.44% | 154.86% |
| Max Drawdown | -18.04% | -67.18% |
| Sharpe | 0.26 | 0.4 |
| Sortino | 0.38 | 0.58 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.73 | 1.06 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 0.65 | 0.99 |
| Outlier Win Ratio | 60.4 | 3.19 |
| Outlier Loss Ratio | 3.93 | 3.04 |
| Volatility (ann.) | 7.13% | 26.25% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.36 | 0.48 |
| Skew | 0.2 | 0.18 |
| Kurtosis | 61.05 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.31% |
| Expected Yearly % | 5.41% | 26.35% |
| Kelly Criterion | 3.09% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11384016:BTCUSD | 11384016:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 4.05 | -0.07 | + |
| 2023 | 155.54 | 10.91 | 0.07 | - |
| 2024 | 121.00 | 17.04 | 0.14 | - |
| 2025 | 17.02 | -8.61 | -0.51 | - |
| Metric | 11384016:btcusd:triple_med_gx:lsma115_75 | 11384016:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.47% | 31.76% |
| 6M | -8.61% | 12.25% |
| YTD | -8.61% | 17.02% |
| 1Y | 5.16% | 57.19% |
| 3Y (ann.) | 10.26% | 55.42% |
| 5Y (ann.) | 6.52% | 32.42% |
| Metric | 11384016:btcusd:triple_med_gx:lsma115_75 | 11384016:BTCUSD |
|---|---|---|
| Max Drawdown | -18.04% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -2.96% | -7.12% |
| Avg. Drawdown Days | 40.0 | 37.0 |
| Recovery Factor | 1.3 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -18.04 | 264 |
| 2022-03-09 | 2022-10-03 | -10.92 | 208 |
| 2022-10-05 | 2023-01-09 | -6.47 | 96 |
| 2023-02-23 | 2023-03-19 | -5.78 | 24 |
| 2023-05-29 | 2023-06-22 | -4.42 | 24 |
| 2023-05-07 | 2023-05-28 | -3.86 | 21 |
| 2023-08-09 | 2023-12-04 | -3.17 | 116 |
| 2024-05-05 | 2024-08-21 | -3.10 | 107 |
| 2023-12-05 | 2024-01-10 | -1.96 | 36 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11384016:btcusd:triple_med_gx:lsma115_75 | 11384016:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.39% | 35.75% |
| Worst Week | -11.14% | -29.64% |
| Best Month | 8.35% | 43.77% |
| Worst Month | -11.14% | -37.12% |
| Best Year | 17.04% | 155.54% |
| Worst Year | -8.61% | -61.44% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.01% | 9.08% |
| Avg. Down Week | -3.59% | -4.84% |
| Avg. Up Month | 3.58% | 16.18% |
| Avg. Down Month | -2.67% | -9.85% |
| Win Days % | 48.81% | 51.28% |
| Win Month % | 53.33% | 60.98% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |