| Metric | 11385206:btcusd:triple_med_gx:lsma115_80 | 11385206:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 63.6% | 196.5% |
| Max Drawdown | -22.63% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.76 | 0.64 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 48.94 | 3.25 |
| Outlier Loss Ratio | 3.94 | 3.1 |
| Volatility (ann.) | 8.43% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.7 | 0.57 |
| Skew | 2.0 | 0.2 |
| Kurtosis | 72.27 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.69% |
| Expected Yearly % | 13.1% | 31.22% |
| Kelly Criterion | 7.47% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11385206:BTCUSD | 11385206:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.78 | -0.20 | + |
| 2023 | 155.54 | 20.03 | 0.13 | - |
| 2024 | 121.00 | 34.00 | 0.28 | - |
| 2025 | 17.02 | -8.18 | -0.48 | - |
| Metric | 11385206:btcusd:triple_med_gx:lsma115_80 | 11385206:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.13% | 31.76% |
| 6M | -15.25% | 12.25% |
| YTD | -8.18% | 17.02% |
| 1Y | 7.96% | 57.19% |
| 3Y (ann.) | 15.81% | 55.42% |
| 5Y (ann.) | 15.82% | 38.32% |
| Metric | 11385206:btcusd:triple_med_gx:lsma115_80 | 11385206:BTCUSD |
|---|---|---|
| Max Drawdown | -22.63% | -67.18% |
| Longest DD Days | 189.0 | 683.0 |
| Avg. Drawdown | -2.94% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 2.81 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.63 | 175 |
| 2022-03-29 | 2022-10-04 | -14.07 | 189 |
| 2022-10-05 | 2023-03-17 | -8.08 | 163 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2023-04-19 | 2023-06-21 | -7.77 | 63 |
| 2024-04-08 | 2024-05-03 | -5.36 | 25 |
| 2023-08-09 | 2023-12-04 | -4.21 | 116 |
| 2024-02-03 | 2024-04-07 | -4.11 | 63 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-05 | 2024-08-19 | -3.32 | 106 |
| Metric | 11385206:btcusd:triple_med_gx:lsma115_80 | 11385206:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.79% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 14.81% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 34.0% | 155.54% |
| Worst Year | -8.18% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.87% | 7.96% |
| Avg. Down Week | -2.68% | -4.26% |
| Avg. Up Month | 6.22% | 17.06% |
| Avg. Down Month | -2.13% | -13.61% |
| Win Days % | 49.11% | 51.33% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 52.38% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |