| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 5.03% | 233.23% |
| Max Drawdown | -23.41% | -67.18% |
| Sharpe | 0.08 | 0.46 |
| Sortino | 0.13 | 0.67 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 41.37 | 3.37 |
| Outlier Loss Ratio | 4.04 | 3.28 |
| Volatility (ann.) | 9.48% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.06 | 0.62 |
| Skew | 1.62 | 0.2 |
| Kurtosis | 68.89 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.84% |
| Expected Yearly % | 1.24% | 35.11% |
| Kelly Criterion | -1.74% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11371156:BTCUSD | 11371156:btcusd:triple_med_gx:lsma80_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -5.18 | 0.09 | + |
| 2023 | 155.54 | 17.53 | 0.11 | - |
| 2024 | 121.00 | 9.42 | 0.08 | - |
| 2025 | 30.14 | -13.87 | -0.46 | - |
| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | 0.6% | 45.08% |
| 6M | -15.81% | 28.47% |
| YTD | -13.87% | 30.14% |
| 1Y | -7.25% | 105.13% |
| 3Y (ann.) | 0.04% | 81.7% |
| 5Y (ann.) | 1.43% | 41.6% |
| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -5.13% | -6.05% |
| Avg. Drawdown Days | 86.0 | 31.0 |
| Recovery Factor | 0.21 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -23.41 | 469 |
| 2022-02-27 | 2023-10-21 | -20.50 | 601 |
| 2023-10-21 | 2024-01-08 | -6.51 | 78 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-01-09 | 2024-01-29 | -2.65 | 20 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-01-30 | 2024-02-28 | -1.69 | 28 |
| Metric | 11371156:btcusd:triple_med_gx:lsma80_15 | 11371156:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -11.09% | -29.64% |
| Best Month | 11.33% | 43.77% |
| Worst Month | -13.79% | -37.12% |
| Best Year | 17.53% | 155.54% |
| Worst Year | -13.87% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.26% | 8.83% |
| Avg. Down Week | -2.46% | -1.98% |
| Avg. Up Month | 3.81% | 13.95% |
| Avg. Down Month | -4.06% | -12.59% |
| Win Days % | 46.6% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 45.12% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |