| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 21.64% | 183.63% |
| Max Drawdown | -25.59% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.35 | 0.62 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.02 | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 0.02 | 0.99 |
| Outlier Win Ratio | 58.85 | 3.11 |
| Outlier Loss Ratio | 3.74 | 3.02 |
| Volatility (ann.) | 7.94% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.23 | 0.54 |
| Skew | 2.34 | 0.2 |
| Kurtosis | 98.05 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.58% |
| Expected Yearly % | 5.02% | 29.77% |
| Kelly Criterion | 0.37% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11388008:BTCUSD | 11388008:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 28.12 | -0.49 | + |
| 2023 | 155.54 | 10.45 | 0.07 | - |
| 2024 | 121.00 | 4.96 | 0.04 | - |
| 2025 | 17.02 | -18.10 | -1.06 | - |
| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.8% | 31.76% |
| 6M | -24.45% | 12.25% |
| YTD | -18.1% | 17.02% |
| 1Y | -15.11% | 57.19% |
| 3Y (ann.) | 2.78% | 55.42% |
| 5Y (ann.) | 6.01% | 36.43% |
| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| Max Drawdown | -25.59% | -67.18% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.9% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | 0.85 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.59 | 175 |
| 2022-10-06 | 2023-10-16 | -9.16 | 375 |
| 2022-03-09 | 2022-04-27 | -8.25 | 48 |
| 2022-04-28 | 2022-06-30 | -6.63 | 63 |
| 2022-07-20 | 2022-09-09 | -6.24 | 50 |
| 2023-12-06 | 2024-04-08 | -6.15 | 124 |
| 2024-04-08 | 2024-09-19 | -5.27 | 163 |
| 2022-07-01 | 2022-07-18 | -4.85 | 17 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-11-12 | 2024-12-17 | -1.91 | 35 |
| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 11.45% | 43.77% |
| Worst Month | -8.71% | -37.12% |
| Best Year | 28.12% | 155.54% |
| Worst Year | -18.1% | -57.08% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.27% | 9.15% |
| Avg. Down Week | -2.11% | -5.01% |
| Avg. Up Month | 3.87% | 16.93% |
| Avg. Down Month | -3.67% | -10.64% |
| Win Days % | 47.4% | 51.32% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 48.48% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |