| Metric | 11395383:btcusd:triple_med_gx:lsma195_115 | 11395383:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 21.99% | 172.16% |
| Max Drawdown | -30.99% | -67.18% |
| Sharpe | 0.19 | 0.42 |
| Sortino | 0.28 | 0.61 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 41.75 | 3.54 |
| Outlier Loss Ratio | 3.74 | 3.38 |
| Volatility (ann.) | 10.99% | 26.26% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.2 | 0.53 |
| Skew | 0.59 | 0.19 |
| Kurtosis | 70.13 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.47% |
| Expected Yearly % | 5.09% | 28.44% |
| Kelly Criterion | 2.19% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11395383:BTCUSD | 11395383:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.27 | -0.07 | + |
| 2023 | 155.54 | 22.22 | 0.14 | - |
| 2024 | 121.00 | -3.34 | -0.03 | - |
| 2025 | 16.76 | -0.97 | -0.06 | - |
| Metric | 11395383:btcusd:triple_med_gx:lsma195_115 | 11395383:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.18% | 31.46% |
| 6M | -0.97% | 12.77% |
| YTD | -0.97% | 16.76% |
| 1Y | -20.22% | 56.84% |
| 3Y (ann.) | 10.26% | 55.31% |
| 5Y (ann.) | 6.18% | 35.29% |
| Metric | 11395383:btcusd:triple_med_gx:lsma195_115 | 11395383:BTCUSD |
|---|---|---|
| Max Drawdown | -30.99% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.38% | -7.19% |
| Avg. Drawdown Days | 60.0 | 37.0 |
| Recovery Factor | 0.71 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -30.99 | 369 |
| 2022-02-19 | 2022-11-10 | -27.27 | 264 |
| 2023-02-02 | 2023-10-23 | -13.89 | 263 |
| 2024-03-05 | 2024-05-15 | -9.57 | 71 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-11-11 | 2023-12-18 | -2.16 | 37 |
| 2022-12-21 | 2023-01-31 | -1.81 | 41 |
| Metric | 11395383:btcusd:triple_med_gx:lsma195_115 | 11395383:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -19.46% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -20.73% | -37.12% |
| Best Year | 22.22% | 155.54% |
| Worst Year | -3.34% | -58.73% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.53% | 8.07% |
| Avg. Down Week | -4.5% | -5.74% |
| Avg. Up Month | 5.8% | 16.79% |
| Avg. Down Month | -7.24% | -14.14% |
| Win Days % | 48.68% | 51.29% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 54.1% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |