| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 47.37% | 184.2% |
| Max Drawdown | -29.81% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.46 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.09 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 32.37 | 3.63 |
| Outlier Loss Ratio | 3.99 | 3.66 |
| Volatility (ann.) | 12.01% | 25.94% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.42 | 0.56 |
| Skew | 1.06 | 0.17 |
| Kurtosis | 53.39 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.65% |
| Expected Yearly % | 10.18% | 29.84% |
| Kelly Criterion | 4.31% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.2% |
| Expected Shortfall (cVaR) | -1.02% | -2.2% |
| Year | 11395456:BTCUSD | 11395456:btcusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 8.35 | -0.15 | + |
| 2023 | 155.54 | 36.64 | 0.24 | - |
| 2024 | 121.00 | -0.75 | -0.01 | - |
| 2025 | 16.76 | 0.30 | 0.02 | - |
| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.57% | 31.46% |
| 6M | 0.3% | 12.77% |
| YTD | 0.3% | 16.76% |
| 1Y | 0.38% | 56.84% |
| 3Y (ann.) | 16.58% | 55.31% |
| 5Y (ann.) | 12.62% | 37.73% |
| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| Max Drawdown | -29.81% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.52% |
| Avg. Drawdown Days | 48.0 | 35.0 |
| Recovery Factor | 1.59 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.81 | 463 |
| 2022-03-20 | 2022-10-25 | -23.98 | 219 |
| 2023-02-02 | 2023-06-21 | -12.49 | 138 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-07-14 | 2023-10-04 | -4.96 | 82 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -4.62 | 82 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456: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 | 36.64% | 155.54% |
| Worst Year | -0.75% | -56.9% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.26% | 6.12% |
| Avg. Down Week | -3.52% | -5.59% |
| Avg. Up Month | 6.99% | 16.28% |
| Avg. Down Month | -5.78% | -13.72% |
| Win Days % | 49.68% | 51.27% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 57.14% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |