| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.23% | 157.76% |
| Max Drawdown | -30.89% | -67.18% |
| Sharpe | 0.23 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 45.39 | 3.43 |
| Outlier Loss Ratio | 3.65 | 3.32 |
| Volatility (ann.) | 10.3% | 26.26% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.25 | 0.49 |
| Skew | 1.18 | 0.18 |
| Kurtosis | 66.27 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.34% |
| Expected Yearly % | 6.41% | 26.71% |
| Kelly Criterion | 2.72% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11395381:BTCUSD | 11395381:btcusd:triple_med_gx:lsma175_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | -1.19 | 0.02 | + |
| 2023 | 155.54 | 22.98 | 0.15 | - |
| 2024 | 121.00 | 4.37 | 0.04 | - |
| 2025 | 16.76 | 1.11 | 0.07 | - |
| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.7% | 31.46% |
| 6M | 1.11% | 12.77% |
| YTD | 1.11% | 16.76% |
| 1Y | -6.79% | 56.84% |
| 3Y (ann.) | 15.67% | 55.31% |
| 5Y (ann.) | 7.76% | 32.93% |
| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| Max Drawdown | -30.89% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -7.4% | -6.83% |
| Avg. Drawdown Days | 118.0 | 36.0 |
| Recovery Factor | 0.91 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-02-01 | -30.89 | 347 |
| 2024-03-05 | 2025-06-11 | -22.74 | 463 |
| 2023-02-02 | 2023-10-23 | -10.97 | 263 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2024-02-28 | -1.61 | 69 |
| 2023-11-11 | 2023-12-18 | -0.93 | 37 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2023-11-07 | 2023-11-07 | -0.18 | 0 |
| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -13.37% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -13.37% | -37.12% |
| Best Year | 22.98% | 155.54% |
| Worst Year | -1.19% | -60.91% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.91% |
| Avg. Up Week | 4.46% | 7.49% |
| Avg. Down Week | -4.11% | -6.5% |
| Avg. Up Month | 6.02% | 16.79% |
| Avg. Down Month | -5.34% | -13.99% |
| Win Days % | 48.8% | 51.25% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 54.24% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |