| Metric | 11395335:btcusd:triple_med_gx:lsma225_115 | 11395335:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 38.26% | 179.26% |
| Max Drawdown | -32.65% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 39.57 | 3.54 |
| Outlier Loss Ratio | 3.83 | 3.36 |
| Volatility (ann.) | 10.7% | 26.07% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.32 | 0.55 |
| Skew | 0.14 | 0.2 |
| Kurtosis | 66.56 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.54% |
| Expected Yearly % | 8.44% | 29.27% |
| Kelly Criterion | 3.33% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.21% |
| Expected Shortfall (cVaR) | -0.91% | -2.21% |
| Year | 11395335:BTCUSD | 11395335:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 3.05 | -0.05 | + |
| 2023 | 155.54 | 27.73 | 0.18 | - |
| 2024 | 121.00 | -3.65 | -0.03 | - |
| 2025 | 16.76 | 9.01 | 0.54 | - |
| Metric | 11395335:btcusd:triple_med_gx:lsma225_115 | 11395335:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.2% | 31.46% |
| 6M | 9.01% | 12.77% |
| YTD | 9.01% | 16.76% |
| 1Y | -15.99% | 56.84% |
| 3Y (ann.) | 12.65% | 55.31% |
| 5Y (ann.) | 10.35% | 36.63% |
| Metric | 11395335:btcusd:triple_med_gx:lsma225_115 | 11395335:BTCUSD |
|---|---|---|
| Max Drawdown | -32.65% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.13% | -6.74% |
| Avg. Drawdown Days | 39.0 | 35.0 |
| Recovery Factor | 1.17 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -32.65 | 450 |
| 2022-04-07 | 2022-10-26 | -28.25 | 202 |
| 2023-02-02 | 2023-07-12 | -9.49 | 159 |
| 2022-10-26 | 2022-11-10 | -6.50 | 14 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2022-12-27 | 2023-02-01 | -2.64 | 36 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395335:btcusd:triple_med_gx:lsma225_115 | 11395335:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -22.05% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -22.05% | -37.12% |
| Best Year | 27.73% | 155.54% |
| Worst Year | -3.65% | -57.65% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.7% | 6.95% |
| Avg. Down Week | -3.57% | -5.32% |
| Avg. Up Month | 6.43% | 18.03% |
| Avg. Down Month | -7.88% | -12.21% |
| Win Days % | 50.18% | 51.28% |
| Win Month % | 65.52% | 60.98% |
| Win Week % | 54.1% | 51.43% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |