| Metric | 11381444:btcusd:triple_med_gx:lsma115_65 | 11381444:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 32.73% | 154.86% |
| Max Drawdown | -23.39% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.46 | 0.58 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 0.77 | 0.99 |
| Outlier Win Ratio | 53.77 | 3.28 |
| Outlier Loss Ratio | 3.9 | 3.11 |
| Volatility (ann.) | 8.0% | 26.25% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.38 | 0.48 |
| Skew | 1.22 | 0.18 |
| Kurtosis | 66.62 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.31% |
| Expected Yearly % | 7.34% | 26.35% |
| Kelly Criterion | 4.38% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11381444:BTCUSD | 11381444:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 11.32 | -0.18 | + |
| 2023 | 155.54 | 15.06 | 0.10 | - |
| 2024 | 121.00 | 20.57 | 0.17 | - |
| 2025 | 17.02 | -14.06 | -0.83 | - |
| Metric | 11381444:btcusd:triple_med_gx:lsma115_65 | 11381444:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.1% | 31.76% |
| 6M | -14.06% | 12.25% |
| YTD | -14.06% | 17.02% |
| 1Y | -0.43% | 57.19% |
| 3Y (ann.) | 10.32% | 55.42% |
| 5Y (ann.) | 8.87% | 32.42% |
| Metric | 11381444:btcusd:triple_med_gx:lsma115_65 | 11381444:BTCUSD |
|---|---|---|
| Max Drawdown | -23.39% | -67.18% |
| Longest DD Days | 265.0 | 683.0 |
| Avg. Drawdown | -2.99% | -7.12% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 1.4 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -23.39 | 233 |
| 2022-03-09 | 2022-11-30 | -15.76 | 265 |
| 2023-05-05 | 2023-08-08 | -9.99 | 94 |
| 2023-01-11 | 2023-03-17 | -6.83 | 65 |
| 2023-08-09 | 2023-12-04 | -4.18 | 116 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-12-05 | 2024-02-02 | -3.35 | 59 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11381444:btcusd:triple_med_gx:lsma115_65 | 11381444:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -11.38% | -29.64% |
| Best Month | 16.72% | 43.77% |
| Worst Month | -11.38% | -37.12% |
| Best Year | 20.57% | 155.54% |
| Worst Year | -14.06% | -61.44% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.52% | 8.62% |
| Avg. Down Week | -3.75% | -4.72% |
| Avg. Up Month | 4.82% | 16.17% |
| Avg. Down Month | -4.6% | -13.86% |
| Win Days % | 49.17% | 51.28% |
| Win Month % | 55.17% | 60.98% |
| Win Week % | 54.9% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |