| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.27% | 154.97% |
| Max Drawdown | -24.84% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.27 | 0.58 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.39 | 1.06 |
| CPC Index | 0.58 | 0.54 |
| Tail Ratio | 0.36 | 0.99 |
| Outlier Win Ratio | 54.52 | 3.21 |
| Outlier Loss Ratio | 3.35 | 3.15 |
| Volatility (ann.) | 8.9% | 26.3% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.48 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 68.73 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.31% |
| Expected Yearly % | 4.06% | 26.36% |
| Kelly Criterion | 1.18% | 1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11395432:BTCUSD | 11395432:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 5.72 | -0.09 | + |
| 2023 | 155.54 | 28.95 | 0.19 | - |
| 2024 | 121.00 | -6.71 | -0.06 | - |
| 2025 | 16.76 | -7.80 | -0.47 | - |
| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.8% | 31.46% |
| 6M | -7.8% | 12.77% |
| YTD | -7.8% | 16.76% |
| 1Y | -14.96% | 56.84% |
| 3Y (ann.) | 8.79% | 55.31% |
| 5Y (ann.) | 4.88% | 32.32% |
| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| Max Drawdown | -24.84% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.64% |
| Avg. Drawdown Days | 50.0 | 40.0 |
| Recovery Factor | 0.69 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -24.84 | 463 |
| 2022-03-25 | 2022-07-28 | -19.45 | 125 |
| 2022-07-30 | 2023-02-01 | -10.81 | 186 |
| 2022-02-19 | 2022-03-24 | -8.89 | 33 |
| 2023-06-09 | 2023-10-01 | -4.45 | 114 |
| 2024-01-09 | 2024-03-04 | -3.92 | 55 |
| 2023-11-11 | 2023-12-20 | -2.73 | 39 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| 2023-02-02 | 2023-04-04 | -2.17 | 60 |
| 2023-10-05 | 2023-10-06 | -1.35 | 1 |
| Metric | 11395432:btcusd:triple_med_gx:lsma150_115 | 11395432:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -8.94% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -8.94% | -37.12% |
| Best Year | 28.95% | 155.54% |
| Worst Year | -7.8% | -61.33% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.88% | -0.98% |
| Avg. Up Week | 4.14% | 6.13% |
| Avg. Down Week | -3.58% | -6.08% |
| Avg. Up Month | 5.6% | 11.52% |
| Avg. Down Month | -4.33% | -15.97% |
| Win Days % | 48.65% | 51.27% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 50.91% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |