| Metric | 11385142:btcusd:triple_med_gx:lsma115_80 | 11385142:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 65.04% | 188.04% |
| Max Drawdown | -22.36% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.72 | 0.63 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.6 | 0.99 |
| Outlier Win Ratio | 42.5 | 3.35 |
| Outlier Loss Ratio | 4.03 | 3.22 |
| Volatility (ann.) | 9.17% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.72 | 0.55 |
| Skew | 2.03 | 0.2 |
| Kurtosis | 50.94 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.55% |
| Expected Yearly % | 13.34% | 30.28% |
| Kelly Criterion | 5.1% | 10.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11385142:BTCUSD | 11385142:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 4.37 | -0.08 | + |
| 2023 | 155.54 | 7.26 | 0.05 | - |
| 2024 | 121.00 | 58.33 | 0.48 | - |
| 2025 | 17.02 | -6.88 | -0.40 | - |
| Metric | 11385142:btcusd:triple_med_gx:lsma115_80 | 11385142:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.34% | 31.76% |
| 6M | -12.19% | 12.25% |
| YTD | -6.88% | 17.02% |
| 1Y | 9.92% | 57.19% |
| 3Y (ann.) | 14.43% | 55.42% |
| 5Y (ann.) | 16.07% | 36.99% |
| Metric | 11385142:btcusd:triple_med_gx:lsma115_80 | 11385142:BTCUSD |
|---|---|---|
| Max Drawdown | -22.36% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -2.5% | -6.61% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 2.91 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.36 | 175 |
| 2022-04-26 | 2024-04-08 | -20.59 | 713 |
| 2024-05-30 | 2024-08-23 | -9.51 | 85 |
| 2022-03-06 | 2022-03-24 | -3.80 | 17 |
| 2022-03-29 | 2022-04-25 | -3.24 | 27 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-20 | 2024-10-18 | -2.10 | 28 |
| 2024-08-24 | 2024-09-17 | -2.09 | 24 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11385142:btcusd:triple_med_gx:lsma115_80 | 11385142:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 13.36% | 35.75% |
| Worst Week | -7.2% | -29.64% |
| Best Month | 19.0% | 43.77% |
| Worst Month | -7.23% | -37.12% |
| Best Year | 58.33% | 155.54% |
| Worst Year | -6.88% | -56.42% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.67% | 8.84% |
| Avg. Down Week | -2.59% | -5.35% |
| Avg. Up Month | 6.54% | 18.24% |
| Avg. Down Month | -4.3% | -14.47% |
| Win Days % | 47.41% | 51.3% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 42.67% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |