| Metric | 11395290:btcusd:triple_med_gx:lsma270_115 | 11395290:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 22.99% | 158.52% |
| Max Drawdown | -33.59% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.29 | 0.59 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 35.62 | 3.57 |
| Outlier Loss Ratio | 3.96 | 3.45 |
| Volatility (ann.) | 11.22% | 25.87% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.2 | 0.5 |
| Skew | 0.57 | 0.14 |
| Kurtosis | 58.06 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.4% |
| Expected Yearly % | 5.31% | 26.8% |
| Kelly Criterion | 2.29% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.2% |
| Expected Shortfall (cVaR) | -0.96% | -2.2% |
| Year | 11395290:BTCUSD | 11395290:btcusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -6.59 | 0.11 | + |
| 2023 | 155.54 | 25.73 | 0.17 | - |
| 2024 | 121.00 | -0.79 | -0.01 | - |
| 2025 | 16.76 | 5.55 | 0.33 | - |
| Metric | 11395290:btcusd:triple_med_gx:lsma270_115 | 11395290:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.57% | 31.46% |
| 6M | 5.55% | 12.77% |
| YTD | 5.55% | 16.76% |
| 1Y | -19.17% | 56.84% |
| 3Y (ann.) | 11.43% | 55.31% |
| 5Y (ann.) | 6.55% | 33.82% |
| Metric | 11395290:btcusd:triple_med_gx:lsma270_115 | 11395290:BTCUSD |
|---|---|---|
| Max Drawdown | -33.59% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.69% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 0.68 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.59 | 369 |
| 2022-03-22 | 2023-07-13 | -26.76 | 478 |
| 2024-03-18 | 2024-06-03 | -10.38 | 77 |
| 2023-07-14 | 2023-10-01 | -4.69 | 79 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 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 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| Metric | 11395290:btcusd:triple_med_gx:lsma270_115 | 11395290: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 | 25.73% | 155.54% |
| Worst Year | -6.59% | -60.79% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 4.12% | 5.91% |
| Avg. Down Week | -3.65% | -5.1% |
| Avg. Up Month | 7.05% | 20.1% |
| Avg. Down Month | -5.2% | -11.61% |
| Win Days % | 48.5% | 51.24% |
| Win Month % | 45.16% | 60.0% |
| Win Week % | 54.69% | 51.15% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |