| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 47.99% | 178.86% |
| Max Drawdown | -12.58% | -67.18% |
| Sharpe | 0.47 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.3 | 1.27 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.79 | 0.7 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 66.58 | 3.1 |
| Outlier Loss Ratio | 4.34 | 2.98 |
| Volatility (ann.) | 6.48% | 26.04% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.97 | 0.52 |
| Skew | 2.13 | 0.18 |
| Kurtosis | 69.08 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.47% |
| Expected Yearly % | 10.29% | 29.23% |
| Kelly Criterion | 7.45% | 12.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.21% |
| Expected Shortfall (cVaR) | -0.55% | -2.21% |
| Year | 11382802:BTCUSD | 11382802:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 22.49 | -0.37 | + |
| 2023 | 155.54 | 11.49 | 0.07 | - |
| 2024 | 121.00 | 4.15 | 0.03 | - |
| 2025 | 27.10 | 4.04 | 0.15 | - |
| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.56% | 41.88% |
| 6M | 6.65% | 22.91% |
| YTD | 4.04% | 27.1% |
| 1Y | 9.98% | 82.29% |
| 3Y (ann.) | 9.7% | 77.48% |
| 5Y (ann.) | 12.15% | 34.98% |
| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| Max Drawdown | -12.58% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -2.73% | -6.99% |
| Avg. Drawdown Days | 37.0 | 37.0 |
| Recovery Factor | 3.81 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-22 | -12.58 | 214 |
| 2023-12-06 | 2024-08-23 | -9.69 | 261 |
| 2022-10-05 | 2023-01-11 | -6.47 | 98 |
| 2023-05-07 | 2023-05-28 | -5.44 | 21 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2023-05-29 | 2023-12-05 | -4.94 | 190 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2023-02-24 | 2023-03-17 | -3.99 | 21 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 11.38% | 43.77% |
| Worst Month | -7.8% | -37.12% |
| Best Year | 22.49% | 155.54% |
| Worst Year | 4.04% | -61.15% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 4.03% | 9.47% |
| Avg. Down Week | -2.79% | -4.84% |
| Avg. Up Month | 3.63% | 16.52% |
| Avg. Down Month | -2.35% | -6.02% |
| Win Days % | 47.75% | 51.28% |
| Win Month % | 62.96% | 61.9% |
| Win Week % | 56.82% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |