| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 77.08% | 188.04% |
| Max Drawdown | -19.73% | -67.18% |
| Sharpe | 0.53 | 0.43 |
| Sortino | 0.88 | 0.63 |
| Payoff Ratio | 1.31 | 1.24 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.78 | 0.68 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 45.69 | 3.35 |
| Outlier Loss Ratio | 4.04 | 3.18 |
| Volatility (ann.) | 8.75% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.94 | 0.55 |
| Skew | 2.89 | 0.2 |
| Kurtosis | 53.66 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.55% |
| Expected Yearly % | 15.36% | 30.28% |
| Kelly Criterion | 6.78% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11386530:BTCUSD | 11386530:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.04 | -0.18 | + |
| 2023 | 155.54 | 17.19 | 0.11 | - |
| 2024 | 121.00 | 41.94 | 0.35 | - |
| 2025 | 17.02 | -3.26 | -0.19 | - |
| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.49% | 31.76% |
| 6M | -10.81% | 12.25% |
| YTD | -3.26% | 17.02% |
| 1Y | 10.64% | 57.19% |
| 3Y (ann.) | 17.65% | 55.42% |
| 5Y (ann.) | 18.53% | 36.99% |
| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| Max Drawdown | -19.73% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -2.88% | -6.61% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 3.91 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.73 | 175 |
| 2022-04-26 | 2023-03-17 | -13.68 | 325 |
| 2024-05-30 | 2024-09-17 | -10.96 | 109 |
| 2024-01-02 | 2024-04-04 | -10.23 | 93 |
| 2023-03-17 | 2023-12-04 | -9.46 | 262 |
| 2022-03-05 | 2022-03-25 | -3.89 | 19 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-11-12 | 2024-12-16 | -2.93 | 34 |
| 2023-12-06 | 2024-01-01 | -2.36 | 26 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -7.8% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -7.8% | -37.12% |
| Best Year | 41.94% | 155.54% |
| Worst Year | -3.26% | -56.42% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 4.27% | 8.76% |
| Avg. Down Week | -2.46% | -5.27% |
| Avg. Up Month | 5.5% | 18.88% |
| Avg. Down Month | -4.47% | -11.64% |
| Win Days % | 47.22% | 51.3% |
| Win Month % | 61.11% | 61.9% |
| Win Week % | 48.61% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |