| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 83.27% | 183.93% |
| Max Drawdown | -20.81% | -67.18% |
| Sharpe | 0.51 | 0.43 |
| Sortino | 0.82 | 0.62 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 38.11 | 3.35 |
| Outlier Loss Ratio | 3.99 | 3.28 |
| Volatility (ann.) | 9.73% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.95 | 0.54 |
| Skew | 2.13 | 0.2 |
| Kurtosis | 50.01 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.58% |
| Expected Yearly % | 16.35% | 29.81% |
| Kelly Criterion | 7.2% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11382505:BTCUSD | 11382505:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 22.15 | -0.39 | + |
| 2023 | 155.54 | 18.22 | 0.12 | - |
| 2024 | 121.00 | 20.07 | 0.17 | - |
| 2025 | 17.02 | 5.69 | 0.33 | - |
| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.2% | 31.76% |
| 6M | -1.94% | 12.25% |
| YTD | 5.69% | 17.02% |
| 1Y | 7.71% | 57.19% |
| 3Y (ann.) | 15.32% | 55.42% |
| 5Y (ann.) | 19.76% | 36.44% |
| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| Max Drawdown | -20.81% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -3.57% | -6.73% |
| Avg. Drawdown Days | 44.0 | 34.0 |
| Recovery Factor | 4.0 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-16 | -20.81 | 324 |
| 2024-12-17 | 2025-06-11 | -14.12 | 175 |
| 2023-03-18 | 2023-12-05 | -13.73 | 262 |
| 2024-05-19 | 2024-11-10 | -12.55 | 175 |
| 2023-12-06 | 2024-05-03 | -10.70 | 149 |
| 2022-02-08 | 2022-03-09 | -5.25 | 28 |
| 2024-11-12 | 2024-12-17 | -3.44 | 35 |
| 2022-03-29 | 2022-04-25 | -2.86 | 27 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.52% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 20.23% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 22.15% | 155.54% |
| Worst Year | 5.69% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 4.43% | 8.5% |
| Avg. Down Week | -2.82% | -5.54% |
| Avg. Up Month | 6.46% | 15.73% |
| Avg. Down Month | -4.32% | -13.47% |
| Win Days % | 49.43% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 47.95% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |