| Metric | 11395342:btcusd:triple_med_gx:lsma260_115 | 11395342:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.82% | 183.58% |
| Max Drawdown | -29.73% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.29 | 0.63 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 36.31 | 3.6 |
| Outlier Loss Ratio | 3.93 | 3.51 |
| Volatility (ann.) | 11.31% | 25.93% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.23 | 0.56 |
| Skew | 0.19 | 0.17 |
| Kurtosis | 57.27 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.64% |
| Expected Yearly % | 5.49% | 29.77% |
| Kelly Criterion | 1.92% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.2% |
| Expected Shortfall (cVaR) | -0.97% | -2.2% |
| Year | 11395342:BTCUSD | 11395342:btcusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 2.33 | -0.04 | + |
| 2023 | 155.54 | 15.35 | 0.10 | - |
| 2024 | 121.00 | 1.22 | 0.01 | - |
| 2025 | 16.76 | 3.64 | 0.22 | - |
| Metric | 11395342:btcusd:triple_med_gx:lsma260_115 | 11395342:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.56% | 31.46% |
| 6M | 3.64% | 12.77% |
| YTD | 3.64% | 16.76% |
| 1Y | -15.26% | 56.84% |
| 3Y (ann.) | 9.93% | 55.31% |
| 5Y (ann.) | 6.76% | 37.6% |
| Metric | 11395342:btcusd:triple_med_gx:lsma260_115 | 11395342:BTCUSD |
|---|---|---|
| Max Drawdown | -29.73% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.97% | -6.22% |
| Avg. Drawdown Days | 67.0 | 33.0 |
| Recovery Factor | 0.8 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -29.73 | 450 |
| 2022-04-07 | 2022-10-26 | -29.46 | 201 |
| 2023-02-02 | 2023-10-20 | -11.66 | 259 |
| 2022-10-26 | 2022-11-10 | -6.50 | 14 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2022-11-11 | 2023-02-01 | -3.73 | 82 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2024-02-27 | -2.97 | 69 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| Metric | 11395342:btcusd:triple_med_gx:lsma260_115 | 11395342: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 | 15.35% | 155.54% |
| Worst Year | 1.22% | -56.99% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.74% | 7.03% |
| Avg. Down Week | -3.36% | -4.82% |
| Avg. Up Month | 6.58% | 19.59% |
| Avg. Down Month | -6.34% | -10.55% |
| Win Days % | 49.44% | 51.28% |
| Win Month % | 51.72% | 60.0% |
| Win Week % | 46.88% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |