| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 30.14% | 183.63% |
| Max Drawdown | -27.11% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 0.72 | 0.99 |
| Outlier Win Ratio | 51.9 | 3.17 |
| Outlier Loss Ratio | 3.68 | 3.07 |
| Volatility (ann.) | 8.56% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.3 | 0.54 |
| Skew | 1.67 | 0.2 |
| Kurtosis | 82.81 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.58% |
| Expected Yearly % | 6.81% | 29.77% |
| Kelly Criterion | 2.23% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11386573:BTCUSD | 11386573:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 24.37 | -0.43 | + |
| 2023 | 155.54 | 13.28 | 0.09 | - |
| 2024 | 121.00 | 14.92 | 0.12 | - |
| 2025 | 17.02 | -19.62 | -1.15 | - |
| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.98% | 31.76% |
| 6M | -24.15% | 12.25% |
| YTD | -19.62% | 17.02% |
| 1Y | -12.63% | 57.19% |
| 3Y (ann.) | 4.99% | 55.42% |
| 5Y (ann.) | 8.17% | 36.43% |
| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| Max Drawdown | -27.11% | -67.18% |
| Longest DD Days | 211.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.9% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 1.11 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -27.11 | 175 |
| 2022-03-29 | 2022-07-19 | -8.75 | 112 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2022-09-11 | 2023-03-17 | -7.69 | 187 |
| 2024-04-08 | 2024-09-17 | -6.91 | 162 |
| 2023-03-18 | 2023-10-16 | -6.66 | 211 |
| 2022-07-20 | 2022-09-09 | -4.62 | 50 |
| 2024-01-05 | 2024-04-07 | -3.93 | 93 |
| 2024-09-20 | 2024-11-11 | -2.40 | 51 |
| 2023-10-16 | 2023-12-05 | -2.27 | 50 |
| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -7.96% | -29.64% |
| Best Month | 13.26% | 43.77% |
| Worst Month | -9.79% | -37.12% |
| Best Year | 24.37% | 155.54% |
| Worst Year | -19.62% | -57.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.61% | 8.7% |
| Avg. Down Week | -2.14% | -4.63% |
| Avg. Up Month | 4.14% | 16.47% |
| Avg. Down Month | -3.13% | -11.64% |
| Win Days % | 49.24% | 51.32% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 45.59% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |