| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 19.78% | 220.31% |
| Max Drawdown | -22.99% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.26 | 0.66 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 34.78 | 3.44 |
| Outlier Loss Ratio | 3.99 | 3.43 |
| Volatility (ann.) | 10.26% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.23 | 0.6 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 36.87 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.74% |
| Expected Yearly % | 4.62% | 33.78% |
| Kelly Criterion | -0.18% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11380002:BTCUSD | 11380002:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.45 | -0.03 | + |
| 2023 | 155.54 | 7.52 | 0.05 | - |
| 2024 | 121.00 | 22.11 | 0.18 | - |
| 2025 | 30.14 | -10.07 | -0.33 | - |
| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | 2.49% | 45.08% |
| 6M | -6.54% | 28.47% |
| YTD | -10.07% | 30.14% |
| 1Y | 13.39% | 105.13% |
| 3Y (ann.) | 10.88% | 81.7% |
| 5Y (ann.) | 5.37% | 40.11% |
| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| Max Drawdown | -22.99% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.34% |
| Avg. Drawdown Days | 58.0 | 32.0 |
| Recovery Factor | 0.86 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-03-17 | -22.99 | 379 |
| 2024-12-17 | 2025-07-14 | -22.85 | 208 |
| 2023-03-17 | 2024-05-15 | -13.66 | 425 |
| 2024-05-18 | 2024-08-23 | -11.48 | 97 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-20 | 2024-10-18 | -2.10 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11380002:btcusd:triple_med_gx:lsma115_60 | 11380002:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 22.11% | 155.54% |
| Worst Year | -10.07% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.0% | 8.13% |
| Avg. Down Week | -3.04% | -4.54% |
| Avg. Up Month | 5.72% | 17.94% |
| Avg. Down Month | -4.63% | -14.23% |
| Win Days % | 48.29% | 51.32% |
| Win Month % | 47.37% | 62.79% |
| Win Week % | 45.24% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |