| Metric | 11395452:btcusd:triple_med_gx:lsma250_115 | 11395452:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 34.35% | 161.59% |
| Max Drawdown | -27.47% | -67.18% |
| Sharpe | 0.25 | 0.41 |
| Sortino | 0.38 | 0.6 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 34.84 | 3.58 |
| Outlier Loss Ratio | 3.8 | 3.49 |
| Volatility (ann.) | 11.46% | 25.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.34 | 0.51 |
| Skew | 0.87 | 0.16 |
| Kurtosis | 56.19 | 6.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.43% |
| Expected Yearly % | 7.66% | 27.18% |
| Kelly Criterion | 3.62% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11395452:BTCUSD | 11395452:btcusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | 5.68 | -0.09 | + |
| 2023 | 155.54 | 27.65 | 0.18 | - |
| 2024 | 121.00 | -2.15 | -0.02 | - |
| 2025 | 16.76 | 1.78 | 0.11 | - |
| Metric | 11395452:btcusd:triple_med_gx:lsma250_115 | 11395452:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 1.78% | 12.77% |
| YTD | 1.78% | 16.76% |
| 1Y | -4.52% | 56.84% |
| 3Y (ann.) | 16.33% | 55.31% |
| 5Y (ann.) | 9.44% | 34.14% |
| Metric | 11395452:btcusd:triple_med_gx:lsma250_115 | 11395452:BTCUSD |
|---|---|---|
| Max Drawdown | -27.47% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.2% | -6.76% |
| Avg. Drawdown Days | 58.0 | 35.0 |
| Recovery Factor | 1.25 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2022-10-04 | -27.47 | 214 |
| 2024-03-05 | 2025-06-11 | -24.40 | 463 |
| 2023-02-02 | 2023-07-13 | -10.43 | 161 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-11-16 | 2024-03-04 | -6.24 | 109 |
| 2023-07-14 | 2023-10-04 | -4.94 | 82 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -4.62 | 82 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| Metric | 11395452:btcusd:triple_med_gx:lsma250_115 | 11395452:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -14.21% | -37.12% |
| Best Year | 27.65% | 155.54% |
| Worst Year | -2.15% | -60.33% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.93% | 6.13% |
| Avg. Down Week | -2.83% | -4.97% |
| Avg. Up Month | 5.85% | 15.47% |
| Avg. Down Month | -5.06% | -12.37% |
| Win Days % | 49.89% | 51.26% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.31% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |