| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 59.77% | 162.58% |
| Max Drawdown | -17.72% | -67.18% |
| Sharpe | 0.47 | 0.41 |
| Sortino | 0.74 | 0.59 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 50.92 | 3.25 |
| Outlier Loss Ratio | 3.9 | 3.1 |
| Volatility (ann.) | 8.25% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.85 | 0.5 |
| Skew | 2.17 | 0.18 |
| Kurtosis | 73.29 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.38% |
| Expected Yearly % | 12.43% | 27.3% |
| Kelly Criterion | 7.25% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11385230:BTCUSD | 11385230:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.97 | -0.17 | + |
| 2023 | 155.54 | 7.91 | 0.05 | - |
| 2024 | 121.00 | 37.48 | 0.31 | - |
| 2025 | 17.02 | -2.07 | -0.12 | - |
| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.37% | 31.76% |
| 6M | -9.28% | 12.25% |
| YTD | -2.07% | 17.02% |
| 1Y | 16.03% | 57.19% |
| 3Y (ann.) | 14.51% | 55.42% |
| 5Y (ann.) | 15.02% | 33.42% |
| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| Max Drawdown | -17.72% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -2.78% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 3.37 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -17.72 | 175 |
| 2022-04-28 | 2022-10-04 | -12.91 | 159 |
| 2022-10-05 | 2023-12-05 | -11.11 | 426 |
| 2022-03-09 | 2022-03-28 | -8.42 | 18 |
| 2024-04-08 | 2024-05-03 | -5.18 | 25 |
| 2024-05-05 | 2024-08-20 | -3.81 | 106 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -3.18 | 20 |
| 2024-08-22 | 2024-09-17 | -1.92 | 25 |
| 2024-11-12 | 2024-12-17 | -1.91 | 35 |
| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.52% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 14.52% | 43.77% |
| Worst Month | -7.36% | -37.12% |
| Best Year | 37.48% | 155.54% |
| Worst Year | -2.07% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.54% | 8.17% |
| Avg. Down Week | -3.04% | -4.78% |
| Avg. Up Month | 6.32% | 18.81% |
| Avg. Down Month | -1.9% | -16.32% |
| Win Days % | 49.32% | 51.28% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 60.34% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |