| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 27.84% | 233.23% |
| Max Drawdown | -22.31% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.34 | 0.67 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 36.82 | 3.41 |
| Outlier Loss Ratio | 4.0 | 3.28 |
| Volatility (ann.) | 9.91% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.33 | 0.62 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 59.33 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.84% |
| Expected Yearly % | 6.33% | 35.11% |
| Kelly Criterion | 1.05% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11371157:BTCUSD | 11371157:btcusd:triple_med_gx:lsma85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -8.34 | 0.15 | + |
| 2023 | 155.54 | 26.17 | 0.17 | - |
| 2024 | 121.00 | 17.78 | 0.15 | - |
| 2025 | 30.14 | -6.15 | -0.20 | - |
| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -1.49% | 45.08% |
| 6M | -10.55% | 28.47% |
| YTD | -6.15% | 30.14% |
| 1Y | 4.74% | 105.13% |
| 3Y (ann.) | 10.45% | 81.7% |
| 5Y (ann.) | 7.36% | 41.6% |
| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157:BTCUSD |
|---|---|---|
| Max Drawdown | -22.31% | -67.18% |
| Longest DD Days | 623.0 | 683.0 |
| Avg. Drawdown | -4.08% | -6.05% |
| Avg. Drawdown Days | 68.0 | 31.0 |
| Recovery Factor | 1.25 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-21 | -22.31 | 623 |
| 2024-04-01 | 2025-07-14 | -20.77 | 469 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-01-31 | 2024-02-28 | -3.00 | 27 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2023-10-23 | 2023-12-01 | -2.75 | 39 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11371157:btcusd:triple_med_gx:lsma85_15 | 11371157: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 | -11.15% | -37.12% |
| Best Year | 26.17% | 155.54% |
| Worst Year | -8.34% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.34% | 8.39% |
| Avg. Down Week | -2.43% | -2.41% |
| Avg. Up Month | 4.12% | 14.21% |
| Avg. Down Month | -4.07% | -12.59% |
| Win Days % | 48.12% | 51.3% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 47.62% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |