| Metric | 11395293:btcusd:triple_med_gx:lsma285_115 | 11395293:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 35.53% | 178.58% |
| Max Drawdown | -31.61% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.63 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.09 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 32.98 | 3.61 |
| Outlier Loss Ratio | 3.96 | 3.56 |
| Volatility (ann.) | 11.83% | 25.81% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.31 | 0.55 |
| Skew | 0.94 | 0.16 |
| Kurtosis | 54.02 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.59% |
| Expected Yearly % | 7.9% | 29.19% |
| Kelly Criterion | 3.76% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.19% |
| Expected Shortfall (cVaR) | -1.01% | -2.19% |
| Year | 11395293:BTCUSD | 11395293:btcusd:triple_med_gx:lsma285_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | -6.52 | 0.11 | + |
| 2023 | 155.54 | 28.34 | 0.18 | - |
| 2024 | 121.00 | 6.14 | 0.05 | - |
| 2025 | 16.76 | 6.43 | 0.38 | - |
| Metric | 11395293:btcusd:triple_med_gx:lsma285_115 | 11395293:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.91% | 31.46% |
| 6M | 6.43% | 12.77% |
| YTD | 6.43% | 16.76% |
| 1Y | -9.95% | 56.84% |
| 3Y (ann.) | 13.28% | 55.31% |
| 5Y (ann.) | 9.81% | 37.07% |
| Metric | 11395293:btcusd:triple_med_gx:lsma285_115 | 11395293:BTCUSD |
|---|---|---|
| Max Drawdown | -31.61% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -5.3% | -5.8% |
| Avg. Drawdown Days | 60.0 | 31.0 |
| Recovery Factor | 1.12 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.61 | 369 |
| 2022-03-22 | 2023-07-13 | -28.94 | 478 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 2023-07-14 | 2023-10-02 | -5.57 | 80 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.64 | 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 | 11395293:btcusd:triple_med_gx:lsma285_115 | 11395293: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 | 28.34% | 155.54% |
| Worst Year | -6.52% | -57.75% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.45% | 5.95% |
| Avg. Down Week | -4.11% | -5.1% |
| Avg. Up Month | 7.21% | 18.7% |
| Avg. Down Month | -6.68% | -13.72% |
| Win Days % | 49.04% | 51.26% |
| Win Month % | 56.67% | 60.0% |
| Win Week % | 58.46% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |