| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 35.6% | 215.41% |
| Max Drawdown | -21.38% | -67.18% |
| Sharpe | 0.27 | 0.45 |
| Sortino | 0.41 | 0.65 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 36.54 | 3.36 |
| Outlier Loss Ratio | 3.87 | 3.31 |
| Volatility (ann.) | 9.96% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.43 | 0.59 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 48.15 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.77% |
| Expected Yearly % | 7.91% | 33.27% |
| Kelly Criterion | 2.32% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11380043:BTCUSD | 11380043:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.61 | -0.17 | + |
| 2023 | 155.54 | 23.25 | 0.15 | - |
| 2024 | 121.00 | 13.84 | 0.11 | - |
| 2025 | 30.14 | -11.83 | -0.39 | - |
| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| MTD | 1.28% | 13.36% |
| 3M | -6.17% | 45.08% |
| 6M | -8.15% | 28.47% |
| YTD | -11.83% | 30.14% |
| 1Y | 4.16% | 105.13% |
| 3Y (ann.) | 11.39% | 81.7% |
| 5Y (ann.) | 9.24% | 39.55% |
| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -67.18% |
| Longest DD Days | 208.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.6% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 1.66 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.38 | 208 |
| 2022-05-23 | 2022-10-04 | -16.12 | 134 |
| 2024-05-19 | 2024-09-19 | -10.83 | 123 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2023-03-18 | 2023-06-21 | -9.42 | 94 |
| 2023-08-09 | 2023-12-05 | -8.85 | 118 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-10-05 | 2023-03-17 | -5.10 | 163 |
| 2023-12-06 | 2024-03-31 | -4.16 | 116 |
| Metric | 11380043:btcusd:triple_med_gx:lsma115_60 | 11380043:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 15.54% | 43.77% |
| Worst Month | -8.03% | -37.12% |
| Best Year | 23.25% | 155.54% |
| Worst Year | -11.83% | -57.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.62% | 8.18% |
| Avg. Down Week | -3.13% | -3.93% |
| Avg. Up Month | 4.74% | 16.78% |
| Avg. Down Month | -3.19% | -15.35% |
| Win Days % | 49.72% | 51.34% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 52.63% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |