| Metric | 11395286:btcusd:triple_med_gx:lsma250_115 | 11395286:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 20.49% | 161.59% |
| Max Drawdown | -34.87% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.27 | 0.6 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 37.46 | 3.55 |
| Outlier Loss Ratio | 3.86 | 3.46 |
| Volatility (ann.) | 11.09% | 25.96% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.17 | 0.51 |
| Skew | 0.36 | 0.16 |
| Kurtosis | 60.64 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.43% |
| Expected Yearly % | 4.77% | 27.18% |
| Kelly Criterion | 2.35% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11395286:BTCUSD | 11395286:btcusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | -0.96 | 0.02 | + |
| 2023 | 155.54 | 19.45 | 0.13 | - |
| 2024 | 121.00 | -7.03 | -0.06 | - |
| 2025 | 16.76 | 9.55 | 0.57 | - |
| Metric | 11395286:btcusd:triple_med_gx:lsma250_115 | 11395286:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.25% | 31.46% |
| 6M | 9.55% | 12.77% |
| YTD | 9.55% | 16.76% |
| 1Y | -13.3% | 56.84% |
| 3Y (ann.) | 9.7% | 55.31% |
| 5Y (ann.) | 5.86% | 34.14% |
| Metric | 11395286:btcusd:triple_med_gx:lsma250_115 | 11395286:BTCUSD |
|---|---|---|
| Max Drawdown | -34.87% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.0% | -6.76% |
| Avg. Drawdown Days | 71.0 | 35.0 |
| Recovery Factor | 0.59 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -34.87 | 450 |
| 2022-04-07 | 2022-11-10 | -28.03 | 217 |
| 2023-02-02 | 2023-10-16 | -9.99 | 255 |
| 2023-11-16 | 2024-02-26 | -5.08 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -3.16 | 82 |
| 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 | 11395286:btcusd:triple_med_gx:lsma250_115 | 11395286: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 | 19.45% | 155.54% |
| Worst Year | -7.03% | -60.33% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 3.87% | 6.16% |
| Avg. Down Week | -3.71% | -4.97% |
| Avg. Up Month | 7.08% | 20.4% |
| Avg. Down Month | -5.73% | -11.34% |
| Win Days % | 49.12% | 51.26% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 56.45% | 50.86% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |