| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 60.41% | 208.04% |
| Max Drawdown | -28.91% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.69 | 0.64 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 45.76 | 3.28 |
| Outlier Loss Ratio | 3.97 | 3.15 |
| Volatility (ann.) | 8.87% | 26.12% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.51 | 0.57 |
| Skew | 2.25 | 0.2 |
| Kurtosis | 70.16 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.71% |
| Expected Yearly % | 12.54% | 32.48% |
| Kelly Criterion | 5.67% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11385183:BTCUSD | 11385183:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 27.95 | -0.49 | + |
| 2023 | 155.54 | 15.47 | 0.10 | - |
| 2024 | 121.00 | 35.60 | 0.29 | - |
| 2025 | 27.10 | -19.94 | -0.74 | - |
| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| MTD | 1.62% | 10.71% |
| 3M | -1.81% | 41.88% |
| 6M | -9.45% | 22.91% |
| YTD | -19.94% | 27.1% |
| 1Y | -6.87% | 82.29% |
| 3Y (ann.) | 11.61% | 77.48% |
| 5Y (ann.) | 14.67% | 38.53% |
| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| Max Drawdown | -28.91% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.0% | -6.7% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 2.09 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -28.91 | 211 |
| 2023-03-18 | 2023-12-05 | -11.57 | 262 |
| 2022-10-05 | 2023-03-17 | -8.46 | 163 |
| 2022-03-29 | 2022-07-19 | -8.42 | 112 |
| 2024-07-04 | 2024-09-19 | -8.01 | 76 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-07-20 | 2022-09-09 | -4.83 | 50 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-05 | 2024-05-19 | -3.39 | 13 |
| 2024-04-08 | 2024-05-03 | -3.06 | 24 |
| Metric | 11385183:btcusd:triple_med_gx:lsma115_80 | 11385183:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.61% | 35.75% |
| Worst Week | -7.7% | -29.64% |
| Best Month | 14.66% | 43.77% |
| Worst Month | -14.24% | -37.12% |
| Best Year | 35.6% | 155.54% |
| Worst Year | -19.94% | -57.08% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.87% | 8.38% |
| Avg. Down Week | -2.51% | -4.41% |
| Avg. Up Month | 5.34% | 16.34% |
| Avg. Down Month | -2.71% | -11.31% |
| Win Days % | 49.14% | 51.33% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |