| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 15.8% | 220.31% |
| Max Drawdown | -26.21% | -67.18% |
| Sharpe | 0.15 | 0.45 |
| Sortino | 0.23 | 0.66 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 34.79 | 3.46 |
| Outlier Loss Ratio | 4.0 | 3.42 |
| Volatility (ann.) | 10.28% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.17 | 0.6 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 37.3 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.74% |
| Expected Yearly % | 3.74% | 33.78% |
| Kelly Criterion | -0.03% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11378830:BTCUSD | 11378830:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 2.75 | -0.05 | + |
| 2023 | 155.54 | 9.63 | 0.06 | - |
| 2024 | 121.00 | 22.73 | 0.19 | - |
| 2025 | 30.14 | -16.23 | -0.54 | - |
| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -3.1% | 45.08% |
| 6M | -12.95% | 28.47% |
| YTD | -16.23% | 30.14% |
| 1Y | 7.34% | 105.13% |
| 3Y (ann.) | 10.14% | 81.7% |
| 5Y (ann.) | 4.34% | 40.11% |
| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| Max Drawdown | -26.21% | -67.18% |
| Longest DD Days | 379.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.34% |
| Avg. Drawdown Days | 49.0 | 32.0 |
| Recovery Factor | 0.6 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -26.21 | 208 |
| 2022-03-03 | 2023-03-17 | -24.15 | 379 |
| 2023-08-09 | 2024-03-31 | -12.05 | 235 |
| 2024-04-01 | 2024-08-23 | -11.54 | 144 |
| 2023-05-06 | 2023-06-23 | -10.01 | 48 |
| 2024-08-24 | 2024-09-17 | -3.43 | 24 |
| 2023-03-17 | 2023-05-05 | -3.38 | 49 |
| 2023-06-23 | 2023-08-08 | -2.80 | 45 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-20 | 2024-10-15 | -2.10 | 25 |
| Metric | 11378830:btcusd:triple_med_gx:lsma115_55 | 11378830:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -7.75% | -37.12% |
| Best Year | 22.73% | 155.54% |
| Worst Year | -16.23% | -56.42% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.33% | 8.47% |
| Avg. Down Week | -3.12% | -3.37% |
| Avg. Up Month | 5.52% | 17.94% |
| Avg. Down Month | -5.27% | -14.03% |
| Win Days % | 48.37% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 40.48% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |