| Metric | 11379444:btcusd:triple_med_gx:lsma115_60 | 11379444:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.54% | 222.44% |
| Max Drawdown | -23.35% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.7 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 43.2 | 3.25 |
| Outlier Loss Ratio | 4.35 | 3.25 |
| Volatility (ann.) | 8.73% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.32 | 0.6 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 54.23 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.76% |
| Expected Yearly % | 6.48% | 34.0% |
| Kelly Criterion | 0.86% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11379444:BTCUSD | 11379444:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 7.20 | -0.13 | + |
| 2023 | 155.54 | -14.95 | -0.10 | - |
| 2024 | 121.00 | 33.17 | 0.27 | - |
| 2025 | 30.14 | 5.87 | 0.19 | - |
| Metric | 11379444:btcusd:triple_med_gx:lsma115_60 | 11379444:BTCUSD |
|---|---|---|
| MTD | 7.29% | 13.36% |
| 3M | 18.59% | 45.08% |
| 6M | 5.2% | 28.47% |
| YTD | 5.87% | 30.14% |
| 1Y | 11.95% | 105.13% |
| 3Y (ann.) | 7.94% | 81.7% |
| 5Y (ann.) | 7.54% | 40.34% |
| Metric | 11379444:btcusd:triple_med_gx:lsma115_60 | 11379444:BTCUSD |
|---|---|---|
| Max Drawdown | -23.35% | -67.18% |
| Longest DD Days | 576.0 | 683.0 |
| Avg. Drawdown | -5.09% | -6.36% |
| Avg. Drawdown Days | 76.0 | 32.0 |
| Recovery Factor | 1.22 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-08-20 | -23.35 | 576 |
| 2024-11-23 | 2025-07-10 | -15.72 | 229 |
| 2022-06-06 | 2023-01-20 | -15.60 | 228 |
| 2022-04-26 | 2022-05-30 | -7.26 | 33 |
| 2024-09-28 | 2024-11-21 | -7.01 | 54 |
| 2022-02-12 | 2022-04-25 | -4.55 | 72 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-09-21 | 2024-09-26 | -2.00 | 5 |
| 2022-05-30 | 2022-06-05 | -0.73 | 6 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11379444:btcusd:triple_med_gx:lsma115_60 | 11379444:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.61% | -29.64% |
| Best Month | 9.9% | 43.77% |
| Worst Month | -6.91% | -37.12% |
| Best Year | 33.17% | 155.54% |
| Worst Year | -14.95% | -56.13% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.64% | 5.51% |
| Avg. Down Week | -2.53% | -4.86% |
| Avg. Up Month | 5.24% | 16.9% |
| Avg. Down Month | -3.56% | -13.18% |
| Win Days % | 47.75% | 51.29% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |