| Metric | 11382484:btcusd:triple_med_gx:lsma115_70 | 11382484:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 46.98% | 188.04% |
| Max Drawdown | -20.08% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.54 | 0.63 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.7 | 1.06 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.48 | 0.99 |
| Outlier Win Ratio | 38.14 | 3.37 |
| Outlier Loss Ratio | 4.0 | 3.31 |
| Volatility (ann.) | 9.65% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.6 | 0.55 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 41.64 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.55% |
| Expected Yearly % | 10.11% | 30.28% |
| Kelly Criterion | 3.23% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11382484:BTCUSD | 11382484:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 5.66 | -0.10 | + |
| 2023 | 155.54 | 7.06 | 0.05 | - |
| 2024 | 121.00 | 31.26 | 0.26 | - |
| 2025 | 17.02 | -1.01 | -0.06 | - |
| Metric | 11382484:btcusd:triple_med_gx:lsma115_70 | 11382484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.73% | 31.76% |
| 6M | -7.56% | 12.25% |
| YTD | -1.01% | 17.02% |
| 1Y | 12.2% | 57.19% |
| 3Y (ann.) | 12.43% | 55.42% |
| 5Y (ann.) | 12.14% | 36.99% |
| Metric | 11382484:btcusd:triple_med_gx:lsma115_70 | 11382484:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.61% |
| Avg. Drawdown Days | 45.0 | 33.0 |
| Recovery Factor | 2.34 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -20.08 | 325 |
| 2024-12-17 | 2025-06-11 | -19.71 | 175 |
| 2023-03-17 | 2024-05-03 | -13.24 | 413 |
| 2024-05-30 | 2024-08-23 | -9.66 | 85 |
| 2022-03-04 | 2022-03-27 | -7.43 | 23 |
| 2024-09-20 | 2024-11-10 | -3.68 | 50 |
| 2024-08-24 | 2024-09-17 | -3.52 | 24 |
| 2022-03-29 | 2022-04-25 | -3.26 | 27 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| Metric | 11382484:btcusd:triple_med_gx:lsma115_70 | 11382484:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -7.55% | -29.64% |
| Best Month | 14.88% | 43.77% |
| Worst Month | -9.41% | -37.12% |
| Best Year | 31.26% | 155.54% |
| Worst Year | -1.01% | -56.42% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.15% | 8.77% |
| Avg. Down Week | -2.67% | -4.9% |
| Avg. Up Month | 5.92% | 17.44% |
| Avg. Down Month | -4.1% | -14.15% |
| Win Days % | 47.79% | 51.3% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |