| Metric | 11395140:btcusd:triple_med_gx:lsma80_115 | 11395140:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.7% | 189.3% |
| Max Drawdown | -14.62% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 52.01 | 3.25 |
| Outlier Loss Ratio | 4.11 | 3.1 |
| Volatility (ann.) | 7.92% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.41 | 0.55 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 69.05 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.56% |
| Expected Yearly % | 5.03% | 30.42% |
| Kelly Criterion | 0.17% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11395140:BTCUSD | 11395140:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -9.69 | 0.17 | + |
| 2023 | 155.54 | 21.48 | 0.14 | - |
| 2024 | 121.00 | 16.67 | 0.14 | - |
| 2025 | 16.76 | -4.93 | -0.29 | - |
| Metric | 11395140:btcusd:triple_med_gx:lsma80_115 | 11395140:BTCUSD |
|---|---|---|
| MTD | -1.36% | 4.16% |
| 3M | -5.82% | 31.46% |
| 6M | -0.42% | 12.77% |
| YTD | -4.93% | 16.76% |
| 1Y | 3.82% | 56.84% |
| 3Y (ann.) | 10.74% | 55.31% |
| 5Y (ann.) | 6.01% | 37.09% |
| Metric | 11395140:btcusd:triple_med_gx:lsma80_115 | 11395140:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -3.1% | -6.63% |
| Avg. Drawdown Days | 70.0 | 33.0 |
| Recovery Factor | 1.48 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2024-12-11 | -14.62 | 516 |
| 2022-02-01 | 2023-03-12 | -13.80 | 404 |
| 2025-02-13 | 2025-06-11 | -7.95 | 118 |
| 2023-03-14 | 2023-04-10 | -4.20 | 26 |
| 2023-05-05 | 2023-06-19 | -3.63 | 45 |
| 2023-04-11 | 2023-05-02 | -2.25 | 21 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2025-01-03 | -0.70 | 20 |
| Metric | 11395140:btcusd:triple_med_gx:lsma80_115 | 11395140:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.21% | 35.75% |
| Worst Week | -5.88% | -29.64% |
| Best Month | 12.21% | 43.77% |
| Worst Month | -7.37% | -37.12% |
| Best Year | 21.48% | 155.54% |
| Worst Year | -9.69% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.82% | 8.46% |
| Avg. Down Week | -2.21% | -2.9% |
| Avg. Up Month | 4.68% | 14.72% |
| Avg. Down Month | -3.21% | -12.51% |
| Win Days % | 46.47% | 51.25% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 51.32% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |