| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 52.59% | 188.04% |
| Max Drawdown | -19.59% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.56 | 0.63 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.62 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.41 | 0.99 |
| Outlier Win Ratio | 35.73 | 3.41 |
| Outlier Loss Ratio | 3.99 | 3.35 |
| Volatility (ann.) | 9.97% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.68 | 0.55 |
| Skew | 1.43 | 0.2 |
| Kurtosis | 37.76 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.55% |
| Expected Yearly % | 11.14% | 30.28% |
| Kelly Criterion | 2.86% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11381221:BTCUSD | 11381221:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.55 | -0.12 | + |
| 2023 | 155.54 | 11.62 | 0.07 | - |
| 2024 | 121.00 | 30.48 | 0.25 | - |
| 2025 | 17.02 | -1.67 | -0.10 | - |
| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.3% | 31.76% |
| 6M | -8.18% | 12.25% |
| YTD | -1.67% | 17.02% |
| 1Y | 11.23% | 57.19% |
| 3Y (ann.) | 14.41% | 55.42% |
| 5Y (ann.) | 13.39% | 36.99% |
| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.61% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 2.68 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.59 | 175 |
| 2022-04-26 | 2023-03-17 | -19.38 | 324 |
| 2023-03-17 | 2023-12-05 | -13.23 | 263 |
| 2023-12-06 | 2024-05-03 | -11.52 | 149 |
| 2024-05-18 | 2024-08-23 | -10.96 | 97 |
| 2022-03-03 | 2022-03-28 | -10.96 | 24 |
| 2024-08-24 | 2024-09-17 | -3.35 | 24 |
| 2024-09-20 | 2024-10-18 | -2.64 | 28 |
| 2022-03-29 | 2022-04-25 | -2.55 | 27 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -7.93% | -29.64% |
| Best Month | 14.55% | 43.77% |
| Worst Month | -9.38% | -37.12% |
| Best Year | 30.48% | 155.54% |
| Worst Year | -1.67% | -56.42% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.41% | 8.32% |
| Avg. Down Week | -3.06% | -5.11% |
| Avg. Up Month | 6.28% | 17.44% |
| Avg. Down Month | -4.15% | -14.15% |
| Win Days % | 48.45% | 51.3% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 49.37% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |