| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 34.47% | 220.31% |
| Max Drawdown | -33.2% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 27.8 | 3.54 |
| Outlier Loss Ratio | 4.16 | 3.57 |
| Volatility (ann.) | 11.62% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.27 | 0.6 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 39.25 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.74% |
| Expected Yearly % | 7.68% | 33.78% |
| Kelly Criterion | 0.24% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.22% |
| Expected Shortfall (cVaR) | -0.99% | -2.22% |
| Year | 11371204:BTCUSD | 11371204:btcusd:triple_med_gx:lsma115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -1.58 | 0.03 | + |
| 2023 | 155.54 | 30.28 | 0.19 | - |
| 2024 | 121.00 | 41.21 | 0.34 | - |
| 2025 | 30.14 | -25.73 | -0.85 | - |
| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -1.09% | 45.08% |
| 6M | -22.72% | 28.47% |
| YTD | -25.73% | 30.14% |
| 1Y | 5.01% | 105.13% |
| 3Y (ann.) | 13.45% | 81.7% |
| 5Y (ann.) | 8.96% | 40.11% |
| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| Max Drawdown | -33.2% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.34% |
| Avg. Drawdown Days | 30.0 | 32.0 |
| Recovery Factor | 1.04 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -33.20 | 208 |
| 2022-03-02 | 2023-03-14 | -21.36 | 377 |
| 2024-06-07 | 2024-09-17 | -14.51 | 102 |
| 2023-04-14 | 2023-06-23 | -12.09 | 70 |
| 2023-08-29 | 2023-12-05 | -10.86 | 97 |
| 2023-12-06 | 2024-03-06 | -8.66 | 91 |
| 2024-04-01 | 2024-05-15 | -8.46 | 44 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2023-06-23 | 2023-08-29 | -5.26 | 66 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| Metric | 11371204:btcusd:triple_med_gx:lsma115_15 | 11371204:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.32% | 35.75% |
| Worst Week | -12.43% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -17.33% | -37.12% |
| Best Year | 41.21% | 155.54% |
| Worst Year | -25.73% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.29% | 8.08% |
| Avg. Down Week | -2.72% | -3.18% |
| Avg. Up Month | 6.73% | 17.69% |
| Avg. Down Month | -4.67% | -10.88% |
| Win Days % | 48.24% | 51.32% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 44.0% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |