| Metric | 11395458:btcusd:triple_med_gx:lsma280_115 | 11395458:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 60.09% | 181.37% |
| Max Drawdown | -28.78% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.54 | 0.63 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.39 | 1.09 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 31.1 | 3.65 |
| Outlier Loss Ratio | 4.02 | 3.67 |
| Volatility (ann.) | 12.2% | 25.8% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.54 | 0.56 |
| Skew | 1.05 | 0.16 |
| Kurtosis | 51.0 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.62% |
| Expected Yearly % | 12.48% | 29.52% |
| Kelly Criterion | 5.16% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.19% |
| Expected Shortfall (cVaR) | -1.04% | -2.19% |
| Year | 11395458:BTCUSD | 11395458:btcusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 12.68 | -0.22 | + |
| 2023 | 155.54 | 45.73 | 0.29 | - |
| 2024 | 121.00 | -2.34 | -0.02 | - |
| 2025 | 16.76 | -0.17 | -0.01 | - |
| Metric | 11395458:btcusd:triple_med_gx:lsma280_115 | 11395458:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.09% | 31.46% |
| 6M | -0.17% | 12.77% |
| YTD | -0.17% | 16.76% |
| 1Y | -2.46% | 56.84% |
| 3Y (ann.) | 16.94% | 55.31% |
| 5Y (ann.) | 15.57% | 37.45% |
| Metric | 11395458:btcusd:triple_med_gx:lsma280_115 | 11395458:BTCUSD |
|---|---|---|
| Max Drawdown | -28.78% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.2% | -5.8% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 2.09 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.78 | 463 |
| 2022-03-25 | 2022-08-13 | -22.53 | 140 |
| 2023-02-02 | 2023-04-14 | -13.21 | 70 |
| 2022-08-13 | 2022-10-25 | -9.56 | 73 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-07-14 | 2023-10-04 | -5.04 | 82 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -4.62 | 82 |
| 2023-11-16 | 2024-03-04 | -4.55 | 109 |
| 2023-06-09 | 2023-06-20 | -4.02 | 11 |
| Metric | 11395458:btcusd:triple_med_gx:lsma280_115 | 11395458:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.0% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 45.73% | 155.54% |
| Worst Year | -2.34% | -57.33% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.59% | 6.12% |
| Avg. Down Week | -3.85% | -5.59% |
| Avg. Up Month | 7.76% | 16.2% |
| Avg. Down Month | -5.68% | -13.72% |
| Win Days % | 50.2% | 51.26% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 58.46% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |