| Metric | 11395345:btcusd:triple_med_gx:lsma275_115 | 11395345:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 22.98% | 178.19% |
| Max Drawdown | -29.94% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.28 | 0.63 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.26 | 1.09 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 34.62 | 3.61 |
| Outlier Loss Ratio | 4.06 | 3.61 |
| Volatility (ann.) | 11.57% | 25.82% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.22 | 0.55 |
| Skew | 0.31 | 0.16 |
| Kurtosis | 53.56 | 6.38 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.59% |
| Expected Yearly % | 5.31% | 29.15% |
| Kelly Criterion | 1.7% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.19% |
| Expected Shortfall (cVaR) | -0.99% | -2.19% |
| Year | 11395345:BTCUSD | 11395345:btcusd:triple_med_gx:lsma275_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -7.63 | 0.13 | + |
| 2023 | 155.54 | 20.72 | 0.13 | - |
| 2024 | 121.00 | 7.98 | 0.07 | - |
| 2025 | 16.76 | 2.13 | 0.13 | - |
| Metric | 11395345:btcusd:triple_med_gx:lsma275_115 | 11395345:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.05% | 31.46% |
| 6M | 2.13% | 12.77% |
| YTD | 2.13% | 16.76% |
| 1Y | -14.79% | 56.84% |
| 3Y (ann.) | 9.48% | 55.31% |
| 5Y (ann.) | 6.56% | 36.9% |
| Metric | 11395345:btcusd:triple_med_gx:lsma275_115 | 11395345:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -67.18% |
| Longest DD Days | 562.0 | 683.0 |
| Avg. Drawdown | -5.06% | -5.83% |
| Avg. Drawdown Days | 67.0 | 31.0 |
| Recovery Factor | 0.77 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-21 | -29.94 | 562 |
| 2024-06-07 | 2025-06-11 | -27.07 | 369 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 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 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-22 | 2022-03-23 | -0.98 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11395345:btcusd:triple_med_gx:lsma275_115 | 11395345: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 | 20.72% | 155.54% |
| Worst Year | -7.63% | -57.81% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.49% | 6.95% |
| Avg. Down Week | -3.49% | -5.23% |
| Avg. Up Month | 7.05% | 19.41% |
| Avg. Down Month | -6.66% | -11.9% |
| Win Days % | 48.7% | 51.25% |
| Win Month % | 55.17% | 60.0% |
| Win Week % | 50.0% | 51.15% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |