| Metric | 11395284:btcusd:triple_med_gx:lsma240_115 | 11395284:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 20.75% | 145.27% |
| Max Drawdown | -34.19% | -67.18% |
| Sharpe | 0.19 | 0.39 |
| Sortino | 0.27 | 0.57 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.35 | 1.05 |
| CPC Index | 0.58 | 0.54 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 38.37 | 3.42 |
| Outlier Loss Ratio | 3.85 | 3.39 |
| Volatility (ann.) | 10.7% | 25.96% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.17 | 0.47 |
| Skew | 0.27 | 0.16 |
| Kurtosis | 67.13 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.27% |
| Expected Yearly % | 4.83% | 25.14% |
| Kelly Criterion | 2.37% | 2.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.21% |
| Expected Shortfall (cVaR) | -0.92% | -2.21% |
| Year | 11395284:BTCUSD | 11395284:btcusd:triple_med_gx:lsma240_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | -3.03 | 0.05 | + |
| 2023 | 155.54 | 19.57 | 0.13 | - |
| 2024 | 121.00 | -5.70 | -0.05 | - |
| 2025 | 16.76 | 10.43 | 0.62 | - |
| Metric | 11395284:btcusd:triple_med_gx:lsma240_115 | 11395284:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.59% | 31.46% |
| 6M | 10.43% | 12.77% |
| YTD | 10.43% | 16.76% |
| 1Y | -15.99% | 56.84% |
| 3Y (ann.) | 9.14% | 55.31% |
| 5Y (ann.) | 5.92% | 31.47% |
| Metric | 11395284:btcusd:triple_med_gx:lsma240_115 | 11395284:BTCUSD |
|---|---|---|
| Max Drawdown | -34.19% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.9% | -7.2% |
| Avg. Drawdown Days | 78.0 | 39.0 |
| Recovery Factor | 0.61 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -34.19 | 450 |
| 2022-03-03 | 2022-09-27 | -25.89 | 207 |
| 2023-02-02 | 2023-10-16 | -12.24 | 255 |
| 2022-09-27 | 2023-02-01 | -11.61 | 127 |
| 2023-11-16 | 2024-02-26 | -4.84 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11395284:btcusd:triple_med_gx:lsma240_115 | 11395284: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 | 19.57% | 155.54% |
| Worst Year | -5.7% | -62.8% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.87% | 5.85% |
| Avg. Down Week | -3.26% | -5.28% |
| Avg. Up Month | 5.58% | 18.22% |
| Avg. Down Month | -5.51% | -11.34% |
| Win Days % | 49.45% | 51.23% |
| Win Month % | 54.84% | 60.0% |
| Win Week % | 54.1% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |