| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 38.8% | 222.44% |
| Max Drawdown | -21.46% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.46 | 0.66 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.99 | 1.08 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.76 | 1.0 |
| Outlier Win Ratio | 41.9 | 3.33 |
| Outlier Loss Ratio | 4.17 | 3.29 |
| Volatility (ann.) | 9.09% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.46 | 0.6 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 55.74 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.76% |
| Expected Yearly % | 8.54% | 34.0% |
| Kelly Criterion | 1.79% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11380843:BTCUSD | 11380843:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 26.28 | -0.47 | + |
| 2023 | 155.54 | -7.31 | -0.05 | - |
| 2024 | 121.00 | 24.18 | 0.20 | - |
| 2025 | 30.14 | -4.50 | -0.15 | - |
| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 10.56% | 45.08% |
| 6M | -4.8% | 28.47% |
| YTD | -4.5% | 30.14% |
| 1Y | 22.5% | 105.13% |
| 3Y (ann.) | 5.85% | 81.7% |
| 5Y (ann.) | 9.96% | 40.34% |
| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| Max Drawdown | -21.46% | -67.18% |
| Longest DD Days | 852.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.36% |
| Avg. Drawdown Days | 64.0 | 32.0 |
| Recovery Factor | 1.81 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-11-18 | -21.46 | 852 |
| 2025-01-25 | 2025-07-14 | -16.16 | 169 |
| 2022-03-09 | 2022-07-07 | -12.86 | 119 |
| 2024-12-17 | 2025-01-14 | -5.15 | 27 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-11-23 | 2024-12-16 | -2.80 | 23 |
| 2022-02-16 | 2022-03-09 | -2.47 | 21 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-16 | -1.92 | 8 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 27.15% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 26.28% | 155.54% |
| Worst Year | -7.31% | -56.13% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 4.54% | 7.19% |
| Avg. Down Week | -3.04% | -5.75% |
| Avg. Up Month | 4.8% | 14.64% |
| Avg. Down Month | -4.1% | -14.08% |
| Win Days % | 47.16% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 49.4% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |