| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 4.18% | 222.44% |
| Max Drawdown | -29.43% | -67.18% |
| Sharpe | 0.08 | 0.45 |
| Sortino | 0.12 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 41.58 | 3.34 |
| Outlier Loss Ratio | 3.93 | 3.24 |
| Volatility (ann.) | 9.48% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.04 | 0.6 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 69.91 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.76% |
| Expected Yearly % | 1.03% | 34.0% |
| Kelly Criterion | -1.74% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11371175:BTCUSD | 11371175:btcusd:triple_med_gx:lsma80_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -1.63 | 0.03 | + |
| 2023 | 155.54 | 25.30 | 0.16 | - |
| 2024 | 121.00 | 2.08 | 0.02 | - |
| 2025 | 30.14 | -17.20 | -0.57 | - |
| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| MTD | -0.37% | 13.36% |
| 3M | -3.76% | 45.08% |
| 6M | -21.13% | 28.47% |
| YTD | -17.2% | 30.14% |
| 1Y | -9.84% | 105.13% |
| 3Y (ann.) | 0.27% | 81.7% |
| 5Y (ann.) | 1.19% | 40.34% |
| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| Max Drawdown | -29.43% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.56% | -6.36% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | 0.14 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -29.43 | 469 |
| 2022-02-27 | 2023-03-14 | -14.95 | 379 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2023-04-30 | 2023-06-20 | -6.38 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-07-31 | 2023-08-29 | -5.04 | 29 |
| 2023-10-21 | 2023-12-02 | -3.90 | 42 |
| 2023-03-14 | 2023-04-30 | -3.66 | 46 |
| 2024-01-09 | 2024-01-30 | -3.62 | 21 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11371175:btcusd:triple_med_gx:lsma80_15 | 11371175:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 11.81% | 43.77% |
| Worst Month | -16.46% | -37.12% |
| Best Year | 25.3% | 155.54% |
| Worst Year | -17.2% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.91% | 7.99% |
| Avg. Down Week | -2.56% | -2.41% |
| Avg. Up Month | 4.37% | 15.83% |
| Avg. Down Month | -5.42% | -9.96% |
| Win Days % | 47.39% | 51.29% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 48.75% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |