| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 37.86% | 222.44% |
| Max Drawdown | -17.62% | -67.18% |
| Sharpe | 0.3 | 0.45 |
| Sortino | 0.45 | 0.66 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.84 | 1.08 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.63 | 1.0 |
| Outlier Win Ratio | 38.87 | 3.32 |
| Outlier Loss Ratio | 4.27 | 3.29 |
| Volatility (ann.) | 9.21% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.55 | 0.6 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 52.51 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.76% |
| Expected Yearly % | 8.36% | 34.0% |
| Kelly Criterion | 0.92% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11379668:BTCUSD | 11379668:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 28.72 | -0.51 | + |
| 2023 | 155.54 | -9.51 | -0.06 | - |
| 2024 | 121.00 | 24.77 | 0.20 | - |
| 2025 | 30.14 | -5.14 | -0.17 | - |
| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.18% | 45.08% |
| 6M | -5.76% | 28.47% |
| YTD | -5.14% | 30.14% |
| 1Y | 11.42% | 105.13% |
| 3Y (ann.) | 5.93% | 81.7% |
| 5Y (ann.) | 9.74% | 40.34% |
| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| Max Drawdown | -17.62% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.36% |
| Avg. Drawdown Days | 56.0 | 32.0 |
| Recovery Factor | 2.15 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-04-04 | -17.62 | 516 |
| 2022-03-09 | 2022-07-16 | -15.01 | 128 |
| 2025-01-25 | 2025-07-14 | -14.51 | 169 |
| 2024-04-04 | 2024-11-19 | -13.15 | 228 |
| 2022-07-20 | 2022-11-05 | -11.41 | 107 |
| 2024-12-17 | 2025-01-14 | -4.81 | 27 |
| 2022-02-16 | 2022-03-09 | -3.33 | 21 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-11-23 | 2024-12-15 | -1.61 | 22 |
| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 27.55% | 43.77% |
| Worst Month | -9.69% | -37.12% |
| Best Year | 28.72% | 155.54% |
| Worst Year | -9.51% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.84% | 6.38% |
| Avg. Down Week | -2.87% | -5.39% |
| Avg. Up Month | 5.23% | 15.19% |
| Avg. Down Month | -3.74% | -13.59% |
| Win Days % | 47.14% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 52.17% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |