| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 26.71% | 220.31% |
| Max Drawdown | -24.15% | -67.18% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.31 | 0.66 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 29.32 | 3.55 |
| Outlier Loss Ratio | 4.09 | 3.52 |
| Volatility (ann.) | 11.18% | 26.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.29 | 0.6 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 32.23 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.74% |
| Expected Yearly % | 6.1% | 33.78% |
| Kelly Criterion | 0.24% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11372811:BTCUSD | 11372811:btcusd:triple_med_gx:lsma115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 4.89 | -0.09 | + |
| 2023 | 155.54 | 11.45 | 0.07 | - |
| 2024 | 121.00 | 25.18 | 0.21 | - |
| 2025 | 30.14 | -13.41 | -0.44 | - |
| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -0.41% | 45.08% |
| 6M | -11.58% | 28.47% |
| YTD | -13.41% | 30.14% |
| 1Y | 13.92% | 105.13% |
| 3Y (ann.) | 12.57% | 81.7% |
| 5Y (ann.) | 7.1% | 40.11% |
| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| Max Drawdown | -24.15% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.34% |
| Avg. Drawdown Days | 44.0 | 32.0 |
| Recovery Factor | 1.11 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-17 | -24.15 | 380 |
| 2024-12-17 | 2025-07-14 | -23.72 | 208 |
| 2023-03-17 | 2023-12-05 | -17.63 | 263 |
| 2024-06-07 | 2024-09-13 | -11.74 | 98 |
| 2024-04-01 | 2024-06-07 | -9.31 | 67 |
| 2023-12-06 | 2024-03-08 | -9.24 | 93 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-15 | -2.84 | 33 |
| 2024-09-20 | 2024-10-15 | -2.51 | 25 |
| 2024-03-27 | 2024-03-28 | -2.42 | 1 |
| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 15.25% | 43.77% |
| Worst Month | -13.73% | -37.12% |
| Best Year | 25.18% | 155.54% |
| Worst Year | -13.41% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.83% | 7.89% |
| Avg. Down Week | -2.92% | -3.39% |
| Avg. Up Month | 6.07% | 18.56% |
| Avg. Down Month | -4.81% | -12.62% |
| Win Days % | 48.03% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 45.36% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |