| Metric | 11376099:btcusd:triple_med_gx:lsma115_45 | 11376099:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.03% | 222.44% |
| Max Drawdown | -26.14% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.21 | 0.66 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 34.08 | 3.38 |
| Outlier Loss Ratio | 4.44 | 3.34 |
| Volatility (ann.) | 10.11% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.14 | 0.6 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 46.7 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.76% |
| Expected Yearly % | 3.11% | 34.0% |
| Kelly Criterion | -1.17% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11376099:BTCUSD | 11376099:btcusd:triple_med_gx:lsma115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 16.39 | -0.29 | + |
| 2023 | 155.54 | -5.80 | -0.04 | - |
| 2024 | 121.00 | 17.43 | 0.14 | - |
| 2025 | 30.14 | -12.21 | -0.41 | - |
| Metric | 11376099:btcusd:triple_med_gx:lsma115_45 | 11376099:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 4.78% | 45.08% |
| 6M | -8.15% | 28.47% |
| YTD | -12.21% | 30.14% |
| 1Y | -10.26% | 105.13% |
| 3Y (ann.) | 1.72% | 81.7% |
| 5Y (ann.) | 3.61% | 40.34% |
| Metric | 11376099:btcusd:triple_med_gx:lsma115_45 | 11376099:BTCUSD |
|---|---|---|
| Max Drawdown | -26.14% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.21% | -6.36% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | 0.5 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -26.14 | 469 |
| 2023-01-21 | 2024-03-04 | -16.65 | 407 |
| 2022-06-05 | 2023-01-20 | -13.46 | 229 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-05 | 2022-03-24 | -6.25 | 47 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| Metric | 11376099:btcusd:triple_med_gx:lsma115_45 | 11376099:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 18.96% | 43.77% |
| Worst Month | -13.78% | -37.12% |
| Best Year | 17.43% | 155.54% |
| Worst Year | -12.21% | -56.13% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 3.33% | 5.86% |
| Avg. Down Week | -2.87% | -4.46% |
| Avg. Up Month | 4.72% | 16.66% |
| Avg. Down Month | -6.48% | -12.51% |
| Win Days % | 46.45% | 51.29% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 47.75% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |