| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 28.43% | 222.44% |
| Max Drawdown | -21.42% | -67.18% |
| Sharpe | 0.23 | 0.45 |
| Sortino | 0.33 | 0.66 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 34.55 | 3.33 |
| Outlier Loss Ratio | 4.32 | 3.34 |
| Volatility (ann.) | 10.01% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.35 | 0.6 |
| Skew | 0.35 | 0.2 |
| Kurtosis | 53.93 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.76% |
| Expected Yearly % | 6.45% | 34.0% |
| Kelly Criterion | 0.78% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11376266:BTCUSD | 11376266:btcusd:triple_med_gx:lsma115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 30.02 | -0.53 | + |
| 2023 | 155.54 | 0.37 | 0.00 | - |
| 2024 | 121.00 | 5.91 | 0.05 | - |
| 2025 | 30.14 | -7.09 | -0.24 | - |
| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 8.85% | 45.08% |
| 6M | -7.06% | 28.47% |
| YTD | -7.09% | 30.14% |
| 1Y | 1.12% | 105.13% |
| 3Y (ann.) | 3.84% | 81.7% |
| 5Y (ann.) | 7.51% | 40.34% |
| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| Max Drawdown | -21.42% | -67.18% |
| Longest DD Days | 416.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.36% |
| Avg. Drawdown Days | 56.0 | 32.0 |
| Recovery Factor | 1.33 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -21.42 | 233 |
| 2022-06-06 | 2022-12-13 | -19.84 | 189 |
| 2024-03-13 | 2024-11-21 | -16.09 | 252 |
| 2022-04-26 | 2022-06-05 | -11.24 | 40 |
| 2023-01-21 | 2024-03-13 | -9.97 | 416 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-06 | 2022-03-23 | -3.80 | 17 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-25 | -2.59 | 23 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| Metric | 11376266:btcusd:triple_med_gx:lsma115_45 | 11376266:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -9.18% | -29.64% |
| Best Month | 12.91% | 43.77% |
| Worst Month | -11.33% | -37.12% |
| Best Year | 30.02% | 155.54% |
| Worst Year | -7.09% | -56.13% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.2% | 5.29% |
| Avg. Down Week | -2.16% | -4.61% |
| Avg. Up Month | 5.0% | 17.03% |
| Avg. Down Month | -5.46% | -13.92% |
| Win Days % | 47.87% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 46.73% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |