| Metric | 11382550:btcusd:triple_med_gx:lsma115_70 | 11382550:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 62.8% | 196.5% |
| Max Drawdown | -24.39% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.7 | 0.64 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.95 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.61 | 0.99 |
| Outlier Win Ratio | 43.26 | 3.28 |
| Outlier Loss Ratio | 3.92 | 3.19 |
| Volatility (ann.) | 9.01% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.64 | 0.57 |
| Skew | 1.56 | 0.2 |
| Kurtosis | 58.69 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.69% |
| Expected Yearly % | 12.96% | 31.22% |
| Kelly Criterion | 6.07% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11382550:BTCUSD | 11382550:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -0.21 | 0.00 | + |
| 2023 | 155.54 | 27.44 | 0.18 | - |
| 2024 | 121.00 | 27.79 | 0.23 | - |
| 2025 | 17.02 | 0.18 | 0.01 | - |
| Metric | 11382550:btcusd:triple_med_gx:lsma115_70 | 11382550:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.31% | 31.76% |
| 6M | -8.91% | 12.25% |
| YTD | 0.18% | 17.02% |
| 1Y | 13.36% | 57.19% |
| 3Y (ann.) | 17.23% | 55.42% |
| 5Y (ann.) | 15.66% | 38.32% |
| Metric | 11382550:btcusd:triple_med_gx:lsma115_70 | 11382550:BTCUSD |
|---|---|---|
| Max Drawdown | -24.39% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 2.58 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -24.39 | 325 |
| 2024-11-12 | 2025-06-11 | -18.34 | 211 |
| 2023-04-19 | 2023-06-21 | -8.83 | 63 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2024-04-08 | 2024-05-03 | -5.36 | 25 |
| 2023-08-09 | 2023-12-04 | -4.72 | 116 |
| 2024-05-04 | 2024-08-20 | -4.65 | 107 |
| 2024-08-22 | 2024-09-17 | -3.81 | 26 |
| 2024-01-31 | 2024-04-04 | -3.81 | 63 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| Metric | 11382550:btcusd:triple_med_gx:lsma115_70 | 11382550:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -9.07% | -29.64% |
| Best Month | 13.58% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 27.79% | 155.54% |
| Worst Year | -0.21% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.73% | 8.16% |
| Avg. Down Week | -3.27% | -3.93% |
| Avg. Up Month | 5.41% | 16.23% |
| Avg. Down Month | -4.41% | -15.7% |
| Win Days % | 49.21% | 51.33% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 59.02% | 50.84% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |