| Metric | 11385365:btcusd:triple_med_gx:lsma115_80 | 11385365:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.6% | 154.86% |
| Max Drawdown | -15.07% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.31 | 0.58 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.89 | 3.06 |
| Outlier Loss Ratio | 3.94 | 3.0 |
| Volatility (ann.) | 6.65% | 26.25% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.33 | 0.48 |
| Skew | -0.62 | 0.18 |
| Kurtosis | 68.17 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.31% |
| Expected Yearly % | 4.14% | 26.35% |
| Kelly Criterion | 2.31% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11385365:BTCUSD | 11385365:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 2.82 | -0.05 | + |
| 2023 | 155.54 | 8.56 | 0.06 | - |
| 2024 | 121.00 | 12.30 | 0.10 | - |
| 2025 | 17.02 | -6.18 | -0.36 | - |
| Metric | 11385365:btcusd:triple_med_gx:lsma115_80 | 11385365:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.5% | 31.76% |
| 6M | -6.18% | 12.25% |
| YTD | -6.18% | 17.02% |
| 1Y | 1.77% | 57.19% |
| 3Y (ann.) | 7.92% | 55.42% |
| 5Y (ann.) | 4.99% | 32.42% |
| Metric | 11385365:btcusd:triple_med_gx:lsma115_80 | 11385365:BTCUSD |
|---|---|---|
| Max Drawdown | -15.07% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -3.42% | -7.12% |
| Avg. Drawdown Days | 56.0 | 37.0 |
| Recovery Factor | 1.17 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -15.07 | 264 |
| 2022-03-09 | 2022-09-12 | -10.10 | 186 |
| 2022-10-05 | 2023-01-09 | -9.02 | 96 |
| 2023-05-29 | 2024-02-07 | -6.32 | 254 |
| 2023-01-11 | 2023-03-18 | -6.15 | 66 |
| 2024-05-05 | 2024-08-23 | -3.36 | 109 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-08-25 | 2024-09-18 | -2.20 | 24 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11385365:btcusd:triple_med_gx:lsma115_80 | 11385365:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -12.5% | -29.64% |
| Best Month | 8.76% | 43.77% |
| Worst Month | -12.5% | -37.12% |
| Best Year | 12.3% | 155.54% |
| Worst Year | -6.18% | -61.44% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 2.83% | 9.43% |
| Avg. Down Week | -3.67% | -4.41% |
| Avg. Up Month | 3.67% | 17.03% |
| Avg. Down Month | -5.05% | -10.89% |
| Win Days % | 48.59% | 51.28% |
| Win Month % | 58.62% | 60.98% |
| Win Week % | 57.45% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |