| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 6.62% | 220.31% |
| Max Drawdown | -29.09% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.14 | 0.66 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.03 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 30.95 | 3.53 |
| Outlier Loss Ratio | 4.0 | 3.49 |
| Volatility (ann.) | 11.01% | 26.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.06 | 0.6 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 33.8 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.74% |
| Expected Yearly % | 1.62% | 33.78% |
| Kelly Criterion | -1.51% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11373685:BTCUSD | 11373685:btcusd:triple_med_gx:lsma115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -3.34 | 0.06 | + |
| 2023 | 155.54 | 15.09 | 0.10 | - |
| 2024 | 121.00 | 19.06 | 0.16 | - |
| 2025 | 30.14 | -19.50 | -0.65 | - |
| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -0.15% | 45.08% |
| 6M | -17.21% | 28.47% |
| YTD | -19.5% | 30.14% |
| 1Y | 1.61% | 105.13% |
| 3Y (ann.) | 7.02% | 81.7% |
| 5Y (ann.) | 1.88% | 40.11% |
| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685:BTCUSD |
|---|---|---|
| Max Drawdown | -29.09% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -4.8% | -6.34% |
| Avg. Drawdown Days | 55.0 | 32.0 |
| Recovery Factor | 0.23 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -29.09 | 208 |
| 2022-03-02 | 2023-12-05 | -26.32 | 643 |
| 2024-05-18 | 2024-09-17 | -13.35 | 122 |
| 2023-12-06 | 2024-03-27 | -9.24 | 112 |
| 2024-04-01 | 2024-05-18 | -8.69 | 47 |
| 2024-09-20 | 2024-10-16 | -3.18 | 26 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-10-18 | 2024-11-10 | -2.02 | 22 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11373685:btcusd:triple_med_gx:lsma115_30 | 11373685: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 | 12.86% | 43.77% |
| Worst Month | -13.19% | -37.12% |
| Best Year | 19.06% | 155.54% |
| Worst Year | -19.5% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.96% | 8.34% |
| Avg. Down Week | -3.03% | -3.4% |
| Avg. Up Month | 5.74% | 17.05% |
| Avg. Down Month | -5.82% | -13.03% |
| Win Days % | 47.54% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 42.11% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |