| Metric | 11383857:btcusd:triple_med_gx:lsma115_75 | 11383857:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 62.4% | 196.5% |
| Max Drawdown | -18.81% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.72 | 0.64 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.81 | 1.07 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | 1.48 | 0.99 |
| Outlier Win Ratio | 45.84 | 3.26 |
| Outlier Loss Ratio | 4.02 | 3.15 |
| Volatility (ann.) | 8.69% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.83 | 0.57 |
| Skew | 1.83 | 0.2 |
| Kurtosis | 65.68 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 2.69% |
| Expected Yearly % | 12.89% | 31.22% |
| Kelly Criterion | 6.54% | 8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11383857:BTCUSD | 11383857:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.93 | -0.11 | + |
| 2023 | 155.54 | 21.30 | 0.14 | - |
| 2024 | 121.00 | 31.57 | 0.26 | - |
| 2025 | 17.02 | -3.94 | -0.23 | - |
| Metric | 11383857:btcusd:triple_med_gx:lsma115_75 | 11383857:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.22% | 31.76% |
| 6M | -11.99% | 12.25% |
| YTD | -3.94% | 17.02% |
| 1Y | 9.24% | 57.19% |
| 3Y (ann.) | 16.91% | 55.42% |
| 5Y (ann.) | 15.57% | 38.32% |
| Metric | 11383857:btcusd:triple_med_gx:lsma115_75 | 11383857:BTCUSD |
|---|---|---|
| Max Drawdown | -18.81% | -67.18% |
| Longest DD Days | 352.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 3.32 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -18.81 | 211 |
| 2022-03-29 | 2023-03-17 | -18.03 | 352 |
| 2023-04-19 | 2023-08-08 | -9.76 | 111 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2024-04-08 | 2024-05-03 | -5.36 | 25 |
| 2024-01-31 | 2024-04-04 | -3.98 | 64 |
| 2023-08-09 | 2023-12-04 | -3.88 | 116 |
| 2024-05-05 | 2024-08-20 | -3.57 | 106 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11383857:btcusd:triple_med_gx:lsma115_75 | 11383857:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 12.99% | 43.77% |
| Worst Month | -8.38% | -37.12% |
| Best Year | 31.57% | 155.54% |
| Worst Year | -3.94% | -55.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.86% | 8.17% |
| Avg. Down Week | -2.76% | -4.11% |
| Avg. Up Month | 6.67% | 18.42% |
| Avg. Down Month | -3.56% | -13.76% |
| Win Days % | 49.11% | 51.33% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 54.69% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |