| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 58.77% | 188.04% |
| Max Drawdown | -21.32% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.65 | 0.63 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 2.01 | 1.06 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 1.7 | 0.99 |
| Outlier Win Ratio | 39.66 | 3.36 |
| Outlier Loss Ratio | 4.03 | 3.28 |
| Volatility (ann.) | 9.42% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.69 | 0.55 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 44.48 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.55% |
| Expected Yearly % | 12.25% | 30.28% |
| Kelly Criterion | 4.14% | 9.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11383793:BTCUSD | 11383793:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 13.83 | -0.25 | + |
| 2023 | 155.54 | 9.68 | 0.06 | - |
| 2024 | 121.00 | 35.11 | 0.29 | - |
| 2025 | 17.02 | -5.88 | -0.35 | - |
| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.05% | 31.76% |
| 6M | -10.24% | 12.25% |
| YTD | -5.88% | 17.02% |
| 1Y | 9.04% | 57.19% |
| 3Y (ann.) | 14.07% | 55.42% |
| 5Y (ann.) | 14.74% | 36.99% |
| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.29% | -6.61% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 2.76 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -21.32 | 175 |
| 2022-04-26 | 2023-03-17 | -18.86 | 325 |
| 2023-03-17 | 2023-12-05 | -11.62 | 263 |
| 2024-05-30 | 2024-09-17 | -10.80 | 109 |
| 2023-12-06 | 2024-04-08 | -10.52 | 124 |
| 2022-03-06 | 2022-03-24 | -4.49 | 18 |
| 2024-05-01 | 2024-05-03 | -4.26 | 2 |
| 2022-03-29 | 2022-04-25 | -2.86 | 27 |
| 2024-09-20 | 2024-11-10 | -2.81 | 50 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793: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 | 13.43% | 43.77% |
| Worst Month | -8.36% | -37.12% |
| Best Year | 35.11% | 155.54% |
| Worst Year | -5.88% | -56.42% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.24% | 8.7% |
| Avg. Down Week | -2.42% | -5.34% |
| Avg. Up Month | 5.39% | 16.65% |
| Avg. Down Month | -3.86% | -14.47% |
| Win Days % | 47.59% | 51.3% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 46.05% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |