| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 57.19% | 180.16% |
| Max Drawdown | -29.39% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.54 | 0.63 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.34 | 1.1 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 32.3 | 3.66 |
| Outlier Loss Ratio | 4.05 | 3.67 |
| Volatility (ann.) | 11.95% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.51 | 0.56 |
| Skew | 1.25 | 0.17 |
| Kurtosis | 52.57 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.61% |
| Expected Yearly % | 11.97% | 29.38% |
| Kelly Criterion | 5.19% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11395459:BTCUSD | 11395459:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | 9.09 | -0.16 | + |
| 2023 | 155.54 | 42.40 | 0.27 | - |
| 2024 | 121.00 | 0.11 | 0.00 | - |
| 2025 | 16.76 | 1.08 | 0.06 | - |
| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.18% | 31.46% |
| 6M | 1.08% | 12.77% |
| YTD | 1.08% | 16.76% |
| 1Y | 1.9% | 56.84% |
| 3Y (ann.) | 16.33% | 55.31% |
| 5Y (ann.) | 14.95% | 37.34% |
| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| Max Drawdown | -29.39% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.58% | -5.72% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 1.95 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.39 | 463 |
| 2022-03-25 | 2022-10-26 | -22.98 | 215 |
| 2023-02-02 | 2023-04-14 | -13.01 | 70 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-07-14 | 2023-10-20 | -6.27 | 98 |
| 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 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459: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 | 42.4% | 155.54% |
| Worst Year | 0.11% | -57.51% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.15% | 6.16% |
| Avg. Down Week | -3.92% | -5.59% |
| Avg. Up Month | 7.13% | 15.81% |
| Avg. Down Month | -5.79% | -13.72% |
| Win Days % | 50.05% | 51.25% |
| Win Month % | 62.07% | 60.0% |
| Win Week % | 59.7% | 51.45% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |