| Metric | 11395401:btcusd:triple_med_gx:lsma275_115 | 11395401:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.21% | 178.19% |
| Max Drawdown | -28.35% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.2 | 1.09 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 33.84 | 3.61 |
| Outlier Loss Ratio | 4.07 | 3.66 |
| Volatility (ann.) | 11.74% | 25.82% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.24 | 0.55 |
| Skew | 0.62 | 0.16 |
| Kurtosis | 52.96 | 6.38 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.59% |
| Expected Yearly % | 5.57% | 29.15% |
| Kelly Criterion | 2.12% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.19% |
| Expected Shortfall (cVaR) | -1.0% | -2.19% |
| Year | 11395401:BTCUSD | 11395401:btcusd:triple_med_gx:lsma275_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -6.95 | 0.12 | + |
| 2023 | 155.54 | 38.43 | 0.25 | - |
| 2024 | 121.00 | -3.89 | -0.03 | - |
| 2025 | 16.76 | 0.34 | 0.02 | - |
| Metric | 11395401:btcusd:triple_med_gx:lsma275_115 | 11395401:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.98% | 31.46% |
| 6M | 0.34% | 12.77% |
| YTD | 0.34% | 16.76% |
| 1Y | -14.72% | 56.84% |
| 3Y (ann.) | 8.93% | 55.31% |
| 5Y (ann.) | 6.88% | 36.9% |
| Metric | 11395401:btcusd:triple_med_gx:lsma275_115 | 11395401:BTCUSD |
|---|---|---|
| Max Drawdown | -28.35% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -4.52% | -5.83% |
| Avg. Drawdown Days | 66.0 | 31.0 |
| Recovery Factor | 0.85 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.35 | 463 |
| 2022-04-07 | 2023-10-20 | -26.44 | 560 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 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 | 11395401:btcusd:triple_med_gx:lsma275_115 | 11395401:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -18.95% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -18.95% | -37.12% |
| Best Year | 38.43% | 155.54% |
| Worst Year | -6.95% | -57.81% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.08% | 7.28% |
| Avg. Down Week | -3.76% | -5.28% |
| Avg. Up Month | 6.32% | 18.44% |
| Avg. Down Month | -7.18% | -11.9% |
| Win Days % | 48.82% | 51.25% |
| Win Month % | 62.07% | 60.0% |
| Win Week % | 54.55% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |