| Metric | 11395287:btcusd:triple_med_gx:lsma260_115 | 11395287:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.83% | 183.58% |
| Max Drawdown | -33.89% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 36.93 | 3.56 |
| Outlier Loss Ratio | 3.96 | 3.44 |
| Volatility (ann.) | 10.95% | 25.93% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.2 | 0.56 |
| Skew | 0.59 | 0.17 |
| Kurtosis | 59.9 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.64% |
| Expected Yearly % | 5.49% | 29.77% |
| Kelly Criterion | 2.64% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.2% |
| Expected Shortfall (cVaR) | -0.94% | -2.2% |
| Year | 11395287:BTCUSD | 11395287:btcusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 1.14 | -0.02 | + |
| 2023 | 155.54 | 20.86 | 0.13 | - |
| 2024 | 121.00 | -5.28 | -0.04 | - |
| 2025 | 16.76 | 6.95 | 0.41 | - |
| Metric | 11395287:btcusd:triple_med_gx:lsma260_115 | 11395287:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.02% | 31.46% |
| 6M | 6.95% | 12.77% |
| YTD | 6.95% | 16.76% |
| 1Y | -16.25% | 56.84% |
| 3Y (ann.) | 11.13% | 55.31% |
| 5Y (ann.) | 6.76% | 37.6% |
| Metric | 11395287:btcusd:triple_med_gx:lsma260_115 | 11395287:BTCUSD |
|---|---|---|
| Max Drawdown | -33.89% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.22% |
| Avg. Drawdown Days | 54.0 | 33.0 |
| Recovery Factor | 0.7 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -33.89 | 450 |
| 2022-04-07 | 2022-10-26 | -25.68 | 202 |
| 2023-02-02 | 2023-07-13 | -10.17 | 161 |
| 2022-11-09 | 2022-11-10 | -6.25 | 1 |
| 2023-11-16 | 2024-02-26 | -5.56 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -4.68 | 79 |
| 2022-11-11 | 2023-02-01 | -3.16 | 82 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-16 | -2.83 | 13 |
| Metric | 11395287:btcusd:triple_med_gx:lsma260_115 | 11395287:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -16.83% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -16.83% | -37.12% |
| Best Year | 20.86% | 155.54% |
| Worst Year | -5.28% | -56.99% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 3.93% | 5.99% |
| Avg. Down Week | -3.4% | -5.23% |
| Avg. Up Month | 6.2% | 20.1% |
| Avg. Down Month | -5.51% | -11.34% |
| Win Days % | 48.57% | 51.28% |
| Win Month % | 48.39% | 60.0% |
| Win Week % | 53.97% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |