| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 18.76% | 177.72% |
| Max Drawdown | -33.45% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 43.66 | 3.39 |
| Outlier Loss Ratio | 3.75 | 3.32 |
| Volatility (ann.) | 10.3% | 26.26% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.16 | 0.54 |
| Skew | 0.32 | 0.19 |
| Kurtosis | 79.75 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.52% |
| Expected Yearly % | 4.39% | 29.09% |
| Kelly Criterion | 2.22% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11395277:BTCUSD | 11395277:btcusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -4.16 | 0.07 | + |
| 2023 | 155.54 | 12.87 | 0.08 | - |
| 2024 | 121.00 | 4.70 | 0.04 | - |
| 2025 | 16.76 | 4.86 | 0.29 | - |
| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.48% | 31.46% |
| 6M | 4.86% | 12.77% |
| YTD | 4.86% | 16.76% |
| 1Y | -14.85% | 56.84% |
| 3Y (ann.) | 9.08% | 55.31% |
| 5Y (ann.) | 5.34% | 36.23% |
| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| Max Drawdown | -33.45% | -67.18% |
| Longest DD Days | 587.0 | 683.0 |
| Avg. Drawdown | -5.08% | -7.09% |
| Avg. Drawdown Days | 79.0 | 36.0 |
| Recovery Factor | 0.56 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.45 | 369 |
| 2022-02-21 | 2023-10-01 | -24.69 | 587 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-05-14 | 2024-06-04 | -3.06 | 21 |
| 2023-10-02 | 2023-11-09 | -2.83 | 37 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| 2023-11-11 | 2023-12-18 | -2.21 | 37 |
| 2024-03-18 | 2024-05-13 | -1.87 | 56 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -16.91% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -18.9% | -37.12% |
| Best Year | 12.87% | 155.54% |
| Worst Year | -4.16% | -57.88% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 3.85% | 6.24% |
| Avg. Down Week | -4.04% | -6.28% |
| Avg. Up Month | 6.76% | 19.32% |
| Avg. Down Month | -5.44% | -14.41% |
| Win Days % | 48.66% | 51.32% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 59.02% | 50.57% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |