| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 48.21% | 222.44% |
| Max Drawdown | -19.17% | -67.18% |
| Sharpe | 0.34 | 0.45 |
| Sortino | 0.51 | 0.66 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.73 | 1.08 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 35.51 | 3.4 |
| Outlier Loss Ratio | 4.31 | 3.32 |
| Volatility (ann.) | 9.73% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.63 | 0.6 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 44.63 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.76% |
| Expected Yearly % | 10.34% | 34.0% |
| Kelly Criterion | 1.51% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11379724:BTCUSD | 11379724:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 31.65 | -0.56 | + |
| 2023 | 155.54 | -7.46 | -0.05 | - |
| 2024 | 121.00 | 22.18 | 0.18 | - |
| 2025 | 30.14 | -0.43 | -0.01 | - |
| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.92% | 45.08% |
| 6M | 1.59% | 28.47% |
| YTD | -0.43% | 30.14% |
| 1Y | 11.22% | 105.13% |
| 3Y (ann.) | 8.09% | 81.7% |
| 5Y (ann.) | 12.06% | 40.34% |
| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| Max Drawdown | -19.17% | -67.18% |
| Longest DD Days | 569.0 | 683.0 |
| Avg. Drawdown | -3.26% | -6.36% |
| Avg. Drawdown Days | 39.0 | 32.0 |
| Recovery Factor | 2.51 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-05-27 | -19.17 | 569 |
| 2024-11-23 | 2025-07-14 | -18.73 | 233 |
| 2022-03-09 | 2022-07-07 | -11.74 | 120 |
| 2022-07-20 | 2022-11-04 | -11.16 | 107 |
| 2022-02-16 | 2022-03-09 | -6.66 | 21 |
| 2024-08-22 | 2024-11-10 | -5.53 | 79 |
| 2024-05-27 | 2024-07-25 | -4.73 | 59 |
| 2024-07-29 | 2024-08-20 | -4.11 | 21 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 26.76% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 31.65% | 155.54% |
| Worst Year | -7.46% | -56.13% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.61% | 6.53% |
| Avg. Down Week | -2.82% | -5.2% |
| Avg. Up Month | 5.77% | 15.47% |
| Avg. Down Month | -4.07% | -12.9% |
| Win Days % | 46.53% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 52.63% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |