| Metric | 11395283:btcusd:triple_med_gx:lsma235_115 | 11395283:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 33.56% | 163.01% |
| Max Drawdown | -35.31% | -67.18% |
| Sharpe | 0.26 | 0.41 |
| Sortino | 0.38 | 0.6 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 38.51 | 3.44 |
| Outlier Loss Ratio | 3.85 | 3.36 |
| Volatility (ann.) | 10.62% | 25.97% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.26 | 0.51 |
| Skew | 0.43 | 0.16 |
| Kurtosis | 68.01 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.39% |
| Expected Yearly % | 7.5% | 27.35% |
| Kelly Criterion | 4.04% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.21% |
| Expected Shortfall (cVaR) | -0.91% | -2.21% |
| Year | 11395283:BTCUSD | 11395283:btcusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 1.32 | -0.02 | + |
| 2023 | 155.54 | 28.04 | 0.18 | - |
| 2024 | 121.00 | -7.31 | -0.06 | - |
| 2025 | 16.76 | 11.06 | 0.66 | - |
| Metric | 11395283:btcusd:triple_med_gx:lsma235_115 | 11395283:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 14.24% | 31.46% |
| 6M | 11.06% | 12.77% |
| YTD | 11.06% | 16.76% |
| 1Y | -16.95% | 56.84% |
| 3Y (ann.) | 11.0% | 55.31% |
| 5Y (ann.) | 9.21% | 34.23% |
| Metric | 11395283:btcusd:triple_med_gx:lsma235_115 | 11395283:BTCUSD |
|---|---|---|
| Max Drawdown | -35.31% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.53% | -7.2% |
| Avg. Drawdown Days | 51.0 | 39.0 |
| Recovery Factor | 0.95 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -35.31 | 450 |
| 2022-04-07 | 2022-09-22 | -23.00 | 168 |
| 2022-09-27 | 2023-07-10 | -10.24 | 286 |
| 2023-11-16 | 2024-02-26 | -5.22 | 102 |
| 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 |
| 2023-10-02 | 2023-10-16 | -2.83 | 13 |
| 2023-07-12 | 2023-09-18 | -2.14 | 67 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| Metric | 11395283:btcusd:triple_med_gx:lsma235_115 | 11395283: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 | 28.04% | 155.54% |
| Worst Year | -7.31% | -60.11% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 3.73% | 5.82% |
| Avg. Down Week | -3.39% | -5.33% |
| Avg. Up Month | 5.9% | 18.22% |
| Avg. Down Month | -5.95% | -12.26% |
| Win Days % | 49.82% | 51.28% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 61.67% | 50.86% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |