| Metric | 11395288:btcusd:triple_med_gx:lsma255_115 | 11395288:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 26.35% | 176.19% |
| Max Drawdown | -35.74% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.32 | 0.62 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 37.23 | 3.56 |
| Outlier Loss Ratio | 3.88 | 3.41 |
| Volatility (ann.) | 10.91% | 25.94% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.54 |
| Skew | 0.62 | 0.17 |
| Kurtosis | 60.66 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.57% |
| Expected Yearly % | 6.02% | 28.92% |
| Kelly Criterion | 3.21% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.2% |
| Expected Shortfall (cVaR) | -0.93% | -2.2% |
| Year | 11395288:BTCUSD | 11395288:btcusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | -0.24 | 0.00 | + |
| 2023 | 155.54 | 24.76 | 0.16 | - |
| 2024 | 121.00 | -8.27 | -0.07 | - |
| 2025 | 16.76 | 10.67 | 0.64 | - |
| Metric | 11395288:btcusd:triple_med_gx:lsma255_115 | 11395288:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.4% | 31.46% |
| 6M | 10.67% | 12.77% |
| YTD | 10.67% | 16.76% |
| 1Y | -13.59% | 56.84% |
| 3Y (ann.) | 11.88% | 55.31% |
| 5Y (ann.) | 7.41% | 36.42% |
| Metric | 11395288:btcusd:triple_med_gx:lsma255_115 | 11395288:BTCUSD |
|---|---|---|
| Max Drawdown | -35.74% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.42% |
| Avg. Drawdown Days | 57.0 | 34.0 |
| Recovery Factor | 0.74 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -35.74 | 450 |
| 2022-04-07 | 2022-11-10 | -25.68 | 217 |
| 2023-02-02 | 2023-07-13 | -10.35 | 161 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -4.66 | 79 |
| 2023-11-16 | 2024-02-26 | -4.61 | 102 |
| 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 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| Metric | 11395288:btcusd:triple_med_gx:lsma255_115 | 11395288: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 | 24.76% | 155.54% |
| Worst Year | -8.27% | -58.11% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.84% |
| Avg. Up Week | 3.85% | 5.95% |
| Avg. Down Week | -3.47% | -5.41% |
| Avg. Up Month | 6.7% | 19.75% |
| Avg. Down Month | -5.47% | -11.34% |
| Win Days % | 49.01% | 51.27% |
| Win Month % | 48.39% | 60.0% |
| Win Week % | 56.45% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |