| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 0.54% | 222.44% |
| Max Drawdown | -30.56% | -67.18% |
| Sharpe | 0.06 | 0.45 |
| Sortino | 0.08 | 0.66 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 31.86 | 3.42 |
| Outlier Loss Ratio | 4.31 | 3.42 |
| Volatility (ann.) | 10.7% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.01 | 0.6 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 41.04 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.76% |
| Expected Yearly % | 0.13% | 34.0% |
| Kelly Criterion | -1.63% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11375120:BTCUSD | 11375120:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.22 | -0.00 | + |
| 2023 | 155.54 | -3.40 | -0.02 | - |
| 2024 | 121.00 | 17.74 | 0.15 | - |
| 2025 | 30.14 | -11.80 | -0.39 | - |
| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 8.79% | 45.08% |
| 6M | -7.28% | 28.47% |
| YTD | -11.8% | 30.14% |
| 1Y | -5.07% | 105.13% |
| 3Y (ann.) | 3.06% | 81.7% |
| 5Y (ann.) | 0.16% | 40.34% |
| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| Max Drawdown | -30.56% | -67.18% |
| Longest DD Days | 752.0 | 683.0 |
| Avg. Drawdown | -6.5% | -6.36% |
| Avg. Drawdown Days | 114.0 | 32.0 |
| Recovery Factor | 0.02 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -30.56 | 469 |
| 2022-02-10 | 2024-03-04 | -24.85 | 752 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-11 | 2024-03-30 | -0.99 | 18 |
| 2024-03-30 | 2024-03-31 | -0.72 | 0 |
| 2022-02-05 | 2022-02-10 | -0.47 | 5 |
| 2024-03-08 | 2024-03-09 | -0.26 | 1 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| Metric | 11375120:btcusd:triple_med_gx:lsma115_40 | 11375120:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.39% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.89% | 43.77% |
| Worst Month | -14.93% | -37.12% |
| Best Year | 17.74% | 155.54% |
| Worst Year | -11.8% | -56.13% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.06% | 6.1% |
| Avg. Down Week | -3.23% | -4.07% |
| Avg. Up Month | 5.49% | 16.79% |
| Avg. Down Month | -7.05% | -12.98% |
| Win Days % | 46.58% | 51.29% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 51.38% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |