| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 0.82% | 220.31% |
| Max Drawdown | -34.11% | -67.18% |
| Sharpe | 0.06 | 0.45 |
| Sortino | 0.09 | 0.66 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 32.96 | 3.49 |
| Outlier Loss Ratio | 4.0 | 3.44 |
| Volatility (ann.) | 10.57% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.01 | 0.6 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 37.79 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.74% |
| Expected Yearly % | 0.2% | 33.78% |
| Kelly Criterion | -2.0% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11375592:BTCUSD | 11375592:btcusd:triple_med_gx:lsma115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 5.79 | -0.10 | + |
| 2023 | 155.54 | 15.44 | 0.10 | - |
| 2024 | 121.00 | 10.37 | 0.09 | - |
| 2025 | 30.14 | -25.21 | -0.84 | - |
| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -1.25% | 45.08% |
| 6M | -22.28% | 28.47% |
| YTD | -25.21% | 30.14% |
| 1Y | -3.25% | 105.13% |
| 3Y (ann.) | 2.08% | 81.7% |
| 5Y (ann.) | 0.24% | 40.11% |
| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| Max Drawdown | -34.11% | -67.18% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -5.05% | -6.34% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 0.02 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -34.11 | 208 |
| 2022-03-02 | 2023-02-18 | -20.05 | 353 |
| 2024-04-01 | 2024-10-18 | -19.37 | 200 |
| 2023-04-14 | 2023-06-23 | -12.15 | 70 |
| 2023-08-29 | 2023-12-05 | -10.18 | 98 |
| 2023-12-06 | 2024-03-06 | -8.20 | 91 |
| 2023-02-19 | 2023-03-17 | -7.48 | 26 |
| 2023-06-23 | 2023-08-08 | -2.72 | 45 |
| 2023-03-17 | 2023-04-14 | -2.48 | 27 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| Metric | 11375592:btcusd:triple_med_gx:lsma115_40 | 11375592:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 12.75% | 43.77% |
| Worst Month | -17.53% | -37.12% |
| Best Year | 15.44% | 155.54% |
| Worst Year | -25.21% | -56.42% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.78% | 8.57% |
| Avg. Down Week | -3.12% | -3.56% |
| Avg. Up Month | 4.82% | 16.89% |
| Avg. Down Month | -6.97% | -14.4% |
| Win Days % | 47.68% | 51.32% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 43.02% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |