| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.54% | 175.9% |
| Max Drawdown | -36.04% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 39.7 | 3.43 |
| Outlier Loss Ratio | 3.86 | 3.39 |
| Volatility (ann.) | 10.49% | 26.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.15 | 0.54 |
| Skew | 0.17 | 0.2 |
| Kurtosis | 68.49 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.51% |
| Expected Yearly % | 4.56% | 28.88% |
| Kelly Criterion | 2.22% | 2.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11395282:BTCUSD | 11395282:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -5.15 | 0.09 | + |
| 2023 | 155.54 | 24.59 | 0.16 | - |
| 2024 | 121.00 | -8.35 | -0.07 | - |
| 2025 | 16.76 | 10.37 | 0.62 | - |
| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.53% | 31.46% |
| 6M | 10.37% | 12.77% |
| YTD | 10.37% | 16.76% |
| 1Y | -15.96% | 56.84% |
| 3Y (ann.) | 7.39% | 55.31% |
| 5Y (ann.) | 5.58% | 36.16% |
| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| Max Drawdown | -36.04% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.49% | -7.12% |
| Avg. Drawdown Days | 72.0 | 38.0 |
| Recovery Factor | 0.54 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -36.04 | 450 |
| 2022-04-07 | 2022-09-22 | -23.00 | 168 |
| 2022-09-27 | 2023-10-20 | -14.23 | 387 |
| 2023-11-16 | 2023-12-20 | -5.74 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-09-23 | 2022-09-27 | -3.26 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| 2024-02-25 | 2024-02-26 | -1.43 | 0 |
| 2022-03-22 | 2022-04-07 | -1.33 | 15 |
| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -19.46% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -19.46% | -37.12% |
| Best Year | 24.59% | 155.54% |
| Worst Year | -8.35% | -58.16% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.76% | 5.82% |
| Avg. Down Week | -3.44% | -6.14% |
| Avg. Up Month | 6.47% | 19.75% |
| Avg. Down Month | -5.27% | -12.55% |
| Win Days % | 49.32% | 51.29% |
| Win Month % | 46.88% | 60.98% |
| Win Week % | 56.45% | 50.86% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |