| Metric | 11395457:btcusd:triple_med_gx:lsma285_115 | 11395457:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 43.05% | 178.58% |
| Max Drawdown | -29.32% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.43 | 0.63 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 32.15 | 3.63 |
| Outlier Loss Ratio | 4.0 | 3.67 |
| Volatility (ann.) | 12.06% | 25.81% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.4 | 0.55 |
| Skew | 0.99 | 0.16 |
| Kurtosis | 52.65 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.59% |
| Expected Yearly % | 9.36% | 29.19% |
| Kelly Criterion | 4.07% | 4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.19% |
| Expected Shortfall (cVaR) | -1.03% | -2.19% |
| Year | 11395457:BTCUSD | 11395457:btcusd:triple_med_gx:lsma285_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | 2.17 | -0.04 | + |
| 2023 | 155.54 | 42.85 | 0.28 | - |
| 2024 | 121.00 | -2.62 | -0.02 | - |
| 2025 | 16.76 | 0.64 | 0.04 | - |
| Metric | 11395457:btcusd:triple_med_gx:lsma285_115 | 11395457:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.93% | 31.46% |
| 6M | 0.64% | 12.77% |
| YTD | 0.64% | 16.76% |
| 1Y | -0.93% | 56.84% |
| 3Y (ann.) | 12.63% | 55.31% |
| 5Y (ann.) | 11.65% | 37.07% |
| Metric | 11395457:btcusd:triple_med_gx:lsma285_115 | 11395457:BTCUSD |
|---|---|---|
| Max Drawdown | -29.32% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.43% | -5.8% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | 1.47 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.32 | 463 |
| 2022-03-25 | 2022-08-13 | -22.53 | 140 |
| 2022-08-13 | 2023-06-20 | -15.14 | 311 |
| 2023-07-14 | 2023-10-06 | -5.78 | 84 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-03-04 | -4.62 | 109 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-12 | -1.96 | 19 |
| Metric | 11395457:btcusd:triple_med_gx:lsma285_115 | 11395457: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 | 42.85% | 155.54% |
| Worst Year | -2.62% | -57.75% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.42% | 6.23% |
| Avg. Down Week | -3.91% | -5.59% |
| Avg. Up Month | 8.11% | 16.44% |
| Avg. Down Month | -5.82% | -12.54% |
| Win Days % | 49.95% | 51.26% |
| Win Month % | 55.17% | 60.0% |
| Win Week % | 58.46% | 51.45% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |