| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 69.29% | 183.93% |
| Max Drawdown | -17.29% | -67.18% |
| Sharpe | 0.49 | 0.43 |
| Sortino | 0.8 | 0.62 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 47.91 | 3.27 |
| Outlier Loss Ratio | 3.84 | 3.11 |
| Volatility (ann.) | 8.75% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.98 | 0.54 |
| Skew | 2.89 | 0.2 |
| Kurtosis | 68.11 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.58% |
| Expected Yearly % | 14.07% | 29.81% |
| Kelly Criterion | 7.43% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11386551:BTCUSD | 11386551:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 25.81 | -0.45 | + |
| 2023 | 155.54 | 15.95 | 0.10 | - |
| 2024 | 121.00 | 15.78 | 0.13 | - |
| 2025 | 17.02 | 0.24 | 0.01 | - |
| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.34% | 31.76% |
| 6M | -7.0% | 12.25% |
| YTD | 0.24% | 17.02% |
| 1Y | 3.59% | 57.19% |
| 3Y (ann.) | 12.32% | 55.42% |
| 5Y (ann.) | 16.97% | 36.44% |
| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| Max Drawdown | -17.29% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.03% | -6.73% |
| Avg. Drawdown Days | 38.0 | 34.0 |
| Recovery Factor | 4.01 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-09-09 | -17.29 | 164 |
| 2024-12-17 | 2025-06-11 | -16.12 | 175 |
| 2024-05-19 | 2024-09-19 | -11.11 | 123 |
| 2023-03-18 | 2023-12-05 | -8.80 | 262 |
| 2023-12-06 | 2024-04-04 | -7.00 | 120 |
| 2022-09-10 | 2023-03-17 | -6.54 | 187 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2022-02-08 | 2022-03-09 | -3.46 | 28 |
| 2024-11-12 | 2024-12-17 | -3.44 | 35 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.69% | 35.75% |
| Worst Week | -7.22% | -29.64% |
| Best Month | 20.75% | 43.77% |
| Worst Month | -7.22% | -37.12% |
| Best Year | 25.81% | 155.54% |
| Worst Year | 0.24% | -57.04% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.91% | 8.45% |
| Avg. Down Week | -2.53% | -5.99% |
| Avg. Up Month | 5.11% | 18.01% |
| Avg. Down Month | -4.02% | -14.07% |
| Win Days % | 49.18% | 51.31% |
| Win Month % | 62.16% | 60.98% |
| Win Week % | 48.53% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |