| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 18.27% | 189.95% |
| Max Drawdown | -19.64% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.47 | 1.06 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 0.43 | 0.99 |
| Outlier Win Ratio | 57.12 | 3.18 |
| Outlier Loss Ratio | 4.07 | 3.08 |
| Volatility (ann.) | 7.73% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.26 | 0.55 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 87.07 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.57% |
| Expected Yearly % | 4.28% | 30.49% |
| Kelly Criterion | -0.25% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11383216:BTCUSD | 11383216:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 31.43 | -0.56 | + |
| 2023 | 155.54 | -13.50 | -0.09 | - |
| 2024 | 121.00 | 18.86 | 0.16 | - |
| 2025 | 17.02 | -12.48 | -0.73 | - |
| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.19% | 31.76% |
| 6M | -7.05% | 12.25% |
| YTD | -12.48% | 17.02% |
| 1Y | 5.77% | 57.19% |
| 3Y (ann.) | 0.93% | 55.42% |
| 5Y (ann.) | 5.11% | 37.22% |
| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| Max Drawdown | -19.64% | -67.18% |
| Longest DD Days | 878.0 | 683.0 |
| Avg. Drawdown | -5.43% | -6.63% |
| Avg. Drawdown Days | 98.0 | 33.0 |
| Recovery Factor | 0.93 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-26 | 2024-12-20 | -19.64 | 878 |
| 2025-01-10 | 2025-06-11 | -16.40 | 151 |
| 2022-03-09 | 2022-06-07 | -10.70 | 90 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-07-04 | -3.80 | 26 |
| 2022-02-16 | 2022-03-09 | -2.97 | 21 |
| 2022-07-14 | 2022-07-18 | -2.41 | 4 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-13 | 2022-02-14 | -1.35 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -8.35% | -29.64% |
| Best Month | 15.34% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 31.43% | 155.54% |
| Worst Year | -13.5% | -56.13% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.64% | 5.51% |
| Avg. Down Week | -2.02% | -5.02% |
| Avg. Up Month | 4.22% | 19.62% |
| Avg. Down Month | -3.21% | -11.52% |
| Win Days % | 46.77% | 51.26% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 43.06% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |