| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 25.23% | 154.97% |
| Max Drawdown | -23.59% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.37 | 0.58 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.82 | 3.1 |
| Outlier Loss Ratio | 3.48 | 3.01 |
| Volatility (ann.) | 8.44% | 26.3% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.3 | 0.48 |
| Skew | 1.86 | 0.18 |
| Kurtosis | 76.93 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.31% |
| Expected Yearly % | 5.79% | 26.36% |
| Kelly Criterion | 2.73% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11395376:BTCUSD | 11395376:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | -1.14 | 0.02 | + |
| 2023 | 155.54 | 30.13 | 0.19 | - |
| 2024 | 121.00 | 1.00 | 0.01 | - |
| 2025 | 16.76 | -3.62 | -0.22 | - |
| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.16% | 31.46% |
| 6M | -3.62% | 12.77% |
| YTD | -3.62% | 16.76% |
| 1Y | -15.32% | 56.84% |
| 3Y (ann.) | 12.13% | 55.31% |
| 5Y (ann.) | 6.96% | 32.32% |
| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| Max Drawdown | -23.59% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.56% | -7.64% |
| Avg. Drawdown Days | 50.0 | 40.0 |
| Recovery Factor | 1.07 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -23.59 | 463 |
| 2022-04-07 | 2023-02-02 | -22.96 | 300 |
| 2022-02-19 | 2022-03-24 | -8.89 | 33 |
| 2023-03-06 | 2023-10-01 | -5.66 | 209 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-02-28 | -3.13 | 50 |
| 2023-12-19 | 2024-01-08 | -2.62 | 20 |
| 2023-10-08 | 2023-10-20 | -1.86 | 12 |
| 2023-10-05 | 2023-10-06 | -1.35 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11395376:btcusd:triple_med_gx:lsma150_115 | 11395376:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -10.57% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -10.57% | -37.12% |
| Best Year | 30.13% | 155.54% |
| Worst Year | -3.62% | -61.33% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.81% | -0.91% |
| Avg. Up Week | 4.92% | 7.63% |
| Avg. Down Week | -2.77% | -6.03% |
| Avg. Up Month | 5.48% | 14.98% |
| Avg. Down Month | -3.47% | -12.3% |
| Win Days % | 47.36% | 51.27% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |