| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.22% | 188.04% |
| Max Drawdown | -19.55% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.37 | 0.63 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.4 | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 0.36 | 0.99 |
| Outlier Win Ratio | 53.22 | 3.25 |
| Outlier Loss Ratio | 3.92 | 3.15 |
| Volatility (ann.) | 8.27% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.34 | 0.55 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 64.11 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.55% |
| Expected Yearly % | 5.57% | 30.28% |
| Kelly Criterion | 0.33% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11387967:BTCUSD | 11387967:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.38 | 0.01 | + |
| 2023 | 155.54 | 14.29 | 0.09 | - |
| 2024 | 121.00 | 9.93 | 0.08 | - |
| 2025 | 17.02 | -0.76 | -0.04 | - |
| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.65% | 31.76% |
| 6M | -7.87% | 12.25% |
| YTD | -0.76% | 17.02% |
| 1Y | 10.94% | 57.19% |
| 3Y (ann.) | 7.29% | 55.42% |
| 5Y (ann.) | 6.66% | 36.99% |
| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| Max Drawdown | -19.55% | -67.18% |
| Longest DD Days | 616.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.61% |
| Avg. Drawdown Days | 79.0 | 33.0 |
| Recovery Factor | 1.24 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-12-05 | -19.55 | 616 |
| 2024-12-17 | 2025-06-11 | -17.97 | 175 |
| 2024-01-02 | 2024-09-17 | -12.31 | 259 |
| 2022-03-06 | 2022-03-27 | -3.98 | 21 |
| 2024-09-20 | 2024-11-11 | -2.54 | 51 |
| 2023-12-06 | 2024-01-02 | -2.36 | 27 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -7.16% | -29.64% |
| Best Month | 12.88% | 43.77% |
| Worst Month | -8.69% | -37.12% |
| Best Year | 14.29% | 155.54% |
| Worst Year | -0.76% | -56.42% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.8% | 8.82% |
| Avg. Down Week | -2.62% | -4.79% |
| Avg. Up Month | 4.03% | 16.75% |
| Avg. Down Month | -4.78% | -14.47% |
| Win Days % | 45.44% | 51.3% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 43.24% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |