| Metric | 11395285:btcusd:triple_med_gx:lsma245_115 | 11395285:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 24.59% | 151.49% |
| Max Drawdown | -32.83% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.3 | 0.58 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.41 | 1.05 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 37.5 | 3.54 |
| Outlier Loss Ratio | 3.84 | 3.47 |
| Volatility (ann.) | 11.09% | 25.96% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.48 |
| Skew | 0.32 | 0.16 |
| Kurtosis | 60.98 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.33% |
| Expected Yearly % | 5.65% | 25.93% |
| Kelly Criterion | 2.91% | 2.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11395285:BTCUSD | 11395285:btcusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | -1.31 | 0.02 | + |
| 2023 | 155.54 | 18.74 | 0.12 | - |
| 2024 | 121.00 | -4.13 | -0.03 | - |
| 2025 | 16.76 | 10.90 | 0.65 | - |
| Metric | 11395285:btcusd:triple_med_gx:lsma245_115 | 11395285:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.63% | 31.46% |
| 6M | 10.9% | 12.77% |
| YTD | 10.9% | 16.76% |
| 1Y | -10.05% | 56.84% |
| 3Y (ann.) | 11.6% | 55.31% |
| 5Y (ann.) | 6.94% | 32.51% |
| Metric | 11395285:btcusd:triple_med_gx:lsma245_115 | 11395285:BTCUSD |
|---|---|---|
| Max Drawdown | -32.83% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.47% | -7.13% |
| Avg. Drawdown Days | 65.0 | 39.0 |
| Recovery Factor | 0.75 | 2.26 |
| Ulcer Index | 1.08 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -32.83 | 450 |
| 2022-03-03 | 2022-12-17 | -28.57 | 289 |
| 2023-02-02 | 2023-10-16 | -10.19 | 255 |
| 2023-11-16 | 2024-02-26 | -5.25 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-12-27 | 2023-02-01 | -2.52 | 36 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| 2022-12-21 | 2022-12-26 | -1.81 | 5 |
| Metric | 11395285:btcusd:triple_med_gx:lsma245_115 | 11395285: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 | 18.74% | 155.54% |
| Worst Year | -4.13% | -61.86% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 3.79% | 5.82% |
| Avg. Down Week | -3.36% | -5.18% |
| Avg. Up Month | 7.03% | 20.4% |
| Avg. Down Month | -5.34% | -11.34% |
| Win Days % | 49.7% | 51.27% |
| Win Month % | 45.16% | 60.0% |
| Win Week % | 56.45% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |