| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 29.32% | 183.93% |
| Max Drawdown | -20.55% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.37 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 0.32 | 0.99 |
| Outlier Win Ratio | 54.62 | 3.21 |
| Outlier Loss Ratio | 3.67 | 3.1 |
| Volatility (ann.) | 8.5% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.39 | 0.54 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 78.13 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.58% |
| Expected Yearly % | 6.64% | 29.81% |
| Kelly Criterion | 1.92% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11387986:BTCUSD | 11387986:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 12.35 | -0.22 | + |
| 2023 | 155.54 | 19.10 | 0.12 | - |
| 2024 | 121.00 | -7.06 | -0.06 | - |
| 2025 | 17.02 | 3.99 | 0.23 | - |
| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.6% | 31.76% |
| 6M | -5.44% | 12.25% |
| YTD | 3.99% | 17.02% |
| 1Y | -3.51% | 57.19% |
| 3Y (ann.) | 4.21% | 55.42% |
| 5Y (ann.) | 7.95% | 36.44% |
| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| Max Drawdown | -20.55% | -67.18% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.73% |
| Avg. Drawdown Days | 75.0 | 34.0 |
| Recovery Factor | 1.43 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-03-17 | -20.55 | 353 |
| 2024-11-12 | 2025-06-11 | -15.55 | 211 |
| 2024-04-08 | 2024-11-11 | -11.76 | 217 |
| 2023-12-06 | 2024-04-08 | -10.21 | 124 |
| 2023-03-18 | 2023-10-16 | -6.03 | 211 |
| 2022-02-08 | 2022-03-08 | -2.42 | 28 |
| 2023-10-17 | 2023-12-04 | -1.00 | 48 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 13.06% | 35.75% |
| Worst Week | -9.07% | -29.64% |
| Best Month | 17.66% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 19.1% | 155.54% |
| Worst Year | -7.06% | -57.04% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.41% | 7.8% |
| Avg. Down Week | -2.84% | -6.26% |
| Avg. Up Month | 5.05% | 16.31% |
| Avg. Down Month | -4.3% | -13.47% |
| Win Days % | 47.43% | 51.31% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 46.97% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |