| Metric | 11395375:btcusd:triple_med_gx:lsma155_115 | 11395375:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.93% | 153.56% |
| Max Drawdown | -24.58% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.29 | 0.57 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.19 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 0.17 | 0.99 |
| Outlier Win Ratio | 55.67 | 3.16 |
| Outlier Loss Ratio | 3.47 | 3.07 |
| Volatility (ann.) | 8.62% | 26.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.22 | 0.48 |
| Skew | 1.54 | 0.18 |
| Kurtosis | 73.0 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.3% |
| Expected Yearly % | 4.43% | 26.19% |
| Kelly Criterion | 1.9% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11395375:BTCUSD | 11395375:btcusd:triple_med_gx:lsma155_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | -2.63 | 0.04 | + |
| 2023 | 155.54 | 29.51 | 0.19 | - |
| 2024 | 121.00 | -1.33 | -0.01 | - |
| 2025 | 16.76 | -4.41 | -0.26 | - |
| Metric | 11395375:btcusd:triple_med_gx:lsma155_115 | 11395375:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.95% | 31.46% |
| 6M | -4.41% | 12.77% |
| YTD | -4.41% | 16.76% |
| 1Y | -18.06% | 56.84% |
| 3Y (ann.) | 10.45% | 55.31% |
| 5Y (ann.) | 5.33% | 32.13% |
| Metric | 11395375:btcusd:triple_med_gx:lsma155_115 | 11395375:BTCUSD |
|---|---|---|
| Max Drawdown | -24.58% | -67.18% |
| Longest DD Days | 562.0 | 683.0 |
| Avg. Drawdown | -5.33% | -7.53% |
| Avg. Drawdown Days | 88.0 | 40.0 |
| Recovery Factor | 0.77 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-21 | -24.58 | 562 |
| 2024-03-05 | 2025-06-11 | -23.67 | 463 |
| 2022-02-19 | 2022-03-24 | -8.89 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-02-28 | -2.78 | 50 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-11 | 2023-12-18 | -1.11 | 37 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| Metric | 11395375:btcusd:triple_med_gx:lsma155_115 | 11395375:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -11.71% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -11.71% | -37.12% |
| Best Year | 29.51% | 155.54% |
| Worst Year | -4.41% | -61.55% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 4.77% | 7.35% |
| Avg. Down Week | -3.0% | -5.86% |
| Avg. Up Month | 5.73% | 16.08% |
| Avg. Down Month | -3.86% | -12.88% |
| Win Days % | 47.58% | 51.28% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 25.0% | 75.0% |