| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 84.48% | 208.37% |
| Max Drawdown | -19.83% | -67.18% |
| Sharpe | 0.53 | 0.44 |
| Sortino | 0.85 | 0.64 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.91 | 1.07 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.51 | 1.0 |
| Outlier Win Ratio | 42.37 | 3.33 |
| Outlier Loss Ratio | 3.98 | 3.23 |
| Volatility (ann.) | 9.25% | 26.11% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.98 | 0.57 |
| Skew | 2.55 | 0.2 |
| Kurtosis | 57.98 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.72% |
| Expected Yearly % | 16.54% | 32.52% |
| Kelly Criterion | 7.47% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11385162:BTCUSD | 11385162:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 32.11 | -0.56 | + |
| 2023 | 155.54 | 17.45 | 0.11 | - |
| 2024 | 121.00 | 25.82 | 0.21 | - |
| 2025 | 27.10 | -5.51 | -0.20 | - |
| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| MTD | 2.33% | 10.71% |
| 3M | 5.9% | 41.88% |
| 6M | 3.07% | 22.91% |
| YTD | -5.51% | 27.1% |
| 1Y | 7.17% | 82.29% |
| 3Y (ann.) | 16.74% | 77.48% |
| 5Y (ann.) | 19.38% | 38.5% |
| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| Max Drawdown | -19.83% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.54% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 4.26 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -19.83 | 211 |
| 2022-04-26 | 2022-09-10 | -16.28 | 136 |
| 2024-05-19 | 2024-11-11 | -12.92 | 175 |
| 2023-03-18 | 2023-12-05 | -10.72 | 262 |
| 2023-12-06 | 2024-04-08 | -9.65 | 124 |
| 2022-10-05 | 2023-03-17 | -7.41 | 163 |
| 2022-02-08 | 2022-03-09 | -3.26 | 28 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-04-08 | 2024-05-02 | -1.92 | 24 |
| Metric | 11385162:btcusd:triple_med_gx:lsma115_80 | 11385162:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.36% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 23.71% | 43.77% |
| Worst Month | -8.77% | -37.12% |
| Best Year | 32.11% | 155.54% |
| Worst Year | -5.51% | -57.04% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 4.17% | 7.99% |
| Avg. Down Week | -2.73% | -5.91% |
| Avg. Up Month | 6.32% | 16.02% |
| Avg. Down Month | -3.36% | -12.99% |
| Win Days % | 49.1% | 51.32% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 48.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |