| Metric | 11395454:btcusd:triple_med_gx:lsma270_115 | 11395454:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 41.09% | 158.52% |
| Max Drawdown | -28.51% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.42 | 0.59 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 31.8 | 3.63 |
| Outlier Loss Ratio | 4.0 | 3.67 |
| Volatility (ann.) | 12.12% | 25.87% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.39 | 0.5 |
| Skew | 1.0 | 0.14 |
| Kurtosis | 51.99 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.4% |
| Expected Yearly % | 8.99% | 26.8% |
| Kelly Criterion | 3.61% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.2% |
| Expected Shortfall (cVaR) | -1.03% | -2.2% |
| Year | 11395454:BTCUSD | 11395454:btcusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 6.86 | -0.11 | + |
| 2023 | 155.54 | 40.23 | 0.26 | - |
| 2024 | 121.00 | -5.71 | -0.05 | - |
| 2025 | 16.76 | -0.14 | -0.01 | - |
| Metric | 11395454:btcusd:triple_med_gx:lsma270_115 | 11395454:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.12% | 31.46% |
| 6M | -0.14% | 12.77% |
| YTD | -0.14% | 16.76% |
| 1Y | -6.4% | 56.84% |
| 3Y (ann.) | 15.42% | 55.31% |
| 5Y (ann.) | 11.14% | 33.82% |
| Metric | 11395454:btcusd:triple_med_gx:lsma270_115 | 11395454:BTCUSD |
|---|---|---|
| Max Drawdown | -28.51% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.69% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 1.44 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.51 | 463 |
| 2022-03-20 | 2022-10-25 | -25.01 | 219 |
| 2023-02-02 | 2023-06-20 | -12.76 | 138 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-07-14 | 2023-10-04 | -4.90 | 82 |
| 2023-11-16 | 2024-03-04 | -4.88 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -4.62 | 82 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| 2023-06-22 | 2023-07-12 | -1.96 | 19 |
| Metric | 11395454:btcusd:triple_med_gx:lsma270_115 | 11395454:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 40.23% | 155.54% |
| Worst Year | -5.71% | -60.79% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.54% | 6.31% |
| Avg. Down Week | -3.45% | -5.59% |
| Avg. Up Month | 7.78% | 15.79% |
| Avg. Down Month | -6.55% | -15.1% |
| Win Days % | 49.69% | 51.24% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.03% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |