| Metric | 11395447:btcusd:triple_med_gx:lsma225_115 | 11395447:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 53.36% | 179.26% |
| Max Drawdown | -30.65% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.52 | 0.62 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 36.17 | 3.59 |
| Outlier Loss Ratio | 3.72 | 3.45 |
| Volatility (ann.) | 11.39% | 26.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.45 | 0.55 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 61.14 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.54% |
| Expected Yearly % | 11.28% | 29.27% |
| Kelly Criterion | 5.31% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395447:BTCUSD | 11395447:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 16.32 | -0.28 | + |
| 2023 | 155.54 | 42.57 | 0.27 | - |
| 2024 | 121.00 | -11.28 | -0.09 | - |
| 2025 | 16.76 | 4.23 | 0.25 | - |
| Metric | 11395447:btcusd:triple_med_gx:lsma225_115 | 11395447:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.63% | 31.46% |
| 6M | 4.23% | 12.77% |
| YTD | 4.23% | 16.76% |
| 1Y | -5.78% | 56.84% |
| 3Y (ann.) | 19.07% | 55.31% |
| 5Y (ann.) | 13.88% | 36.63% |
| Metric | 11395447:btcusd:triple_med_gx:lsma225_115 | 11395447:BTCUSD |
|---|---|---|
| Max Drawdown | -30.65% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.74% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 1.74 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -30.65 | 463 |
| 2022-03-25 | 2022-09-27 | -23.80 | 185 |
| 2023-04-05 | 2023-06-21 | -7.42 | 77 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-02-02 | 2023-04-05 | -4.75 | 61 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-12-22 | 2024-03-04 | -3.67 | 72 |
| 2022-12-27 | 2023-02-02 | -3.26 | 37 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| Metric | 11395447:btcusd:triple_med_gx:lsma225_115 | 11395447:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 42.57% | 155.54% |
| Worst Year | -11.28% | -57.65% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.2% | 6.28% |
| Avg. Down Week | -3.87% | -5.61% |
| Avg. Up Month | 6.18% | 12.37% |
| Avg. Down Month | -6.24% | -13.56% |
| Win Days % | 50.71% | 51.28% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 58.73% | 51.43% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |