| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 28.68% | 215.74% |
| Max Drawdown | -22.67% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.32 | 0.65 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 29.7 | 3.49 |
| Outlier Loss Ratio | 4.13 | 3.55 |
| Volatility (ann.) | 11.04% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.33 | 0.59 |
| Skew | 0.68 | 0.2 |
| Kurtosis | 35.79 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.78% |
| Expected Yearly % | 6.51% | 33.3% |
| Kelly Criterion | 0.32% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11371223:BTCUSD | 11371223:btcusd:triple_med_gx:lsma115_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -0.01 | 0.00 | + |
| 2023 | 155.54 | 18.69 | 0.12 | - |
| 2024 | 121.00 | 20.32 | 0.17 | - |
| 2025 | 30.14 | -9.88 | -0.33 | - |
| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| MTD | 1.99% | 13.36% |
| 3M | 4.12% | 45.08% |
| 6M | -6.0% | 28.47% |
| YTD | -9.88% | 30.14% |
| 1Y | 17.5% | 105.13% |
| 3Y (ann.) | 14.75% | 81.7% |
| 5Y (ann.) | 7.58% | 39.56% |
| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| Max Drawdown | -22.67% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -5.1% | -6.45% |
| Avg. Drawdown Days | 56.0 | 33.0 |
| Recovery Factor | 1.27 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -22.67 | 377 |
| 2024-05-19 | 2024-11-10 | -20.86 | 174 |
| 2025-01-07 | 2025-07-14 | -18.89 | 188 |
| 2023-04-14 | 2023-12-05 | -14.67 | 235 |
| 2023-12-06 | 2024-05-15 | -7.58 | 161 |
| 2024-12-17 | 2025-01-06 | -6.87 | 20 |
| 2023-03-14 | 2023-03-17 | -5.30 | 2 |
| 2022-02-08 | 2022-03-01 | -2.35 | 21 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-15 | -2.26 | 33 |
| Metric | 11371223:btcusd:triple_med_gx:lsma115_15 | 11371223:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 16.03% | 43.77% |
| Worst Month | -9.83% | -37.12% |
| Best Year | 20.32% | 155.54% |
| Worst Year | -9.88% | -57.04% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.08% | 7.61% |
| Avg. Down Week | -3.11% | -3.28% |
| Avg. Up Month | 6.38% | 16.25% |
| Avg. Down Month | -4.71% | -12.96% |
| Win Days % | 49.12% | 51.33% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 44.68% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |