| Metric | 11395487:btcusd:triple_med_gx:lsma150_115 | 11395487:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.93% | 154.97% |
| Max Drawdown | -25.13% | -67.18% |
| Sharpe | 0.07 | 0.4 |
| Sortino | 0.1 | 0.58 |
| Payoff Ratio | 1.02 | 0.93 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.4 | 1.06 |
| CPC Index | 0.51 | 0.51 |
| Tail Ratio | 0.39 | 0.99 |
| Outlier Win Ratio | 54.07 | 3.2 |
| Outlier Loss Ratio | 3.33 | 3.17 |
| Volatility (ann.) | 8.9% | 26.3% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.03 | 0.48 |
| Skew | 0.99 | 0.18 |
| Kurtosis | 68.46 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.31% |
| Expected Yearly % | 0.72% | 26.36% |
| Kelly Criterion | -2.16% | -1.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11395487:BTCUSD | 11395487:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 1.19 | -0.02 | + |
| 2023 | 155.54 | 16.25 | 0.10 | - |
| 2024 | 121.00 | -7.19 | -0.06 | - |
| 2025 | 16.76 | -5.73 | -0.34 | - |
| Metric | 11395487:btcusd:triple_med_gx:lsma150_115 | 11395487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.19% | 31.46% |
| 6M | -5.73% | 12.77% |
| YTD | -5.73% | 16.76% |
| 1Y | -19.54% | 56.84% |
| 3Y (ann.) | 4.32% | 55.31% |
| 5Y (ann.) | 0.87% | 32.32% |
| Metric | 11395487:btcusd:triple_med_gx:lsma150_115 | 11395487:BTCUSD |
|---|---|---|
| Max Drawdown | -25.13% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -7.03% | -7.64% |
| Avg. Drawdown Days | 91.0 | 40.0 |
| Recovery Factor | 0.12 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -25.13 | 391 |
| 2022-03-25 | 2022-09-27 | -16.47 | 185 |
| 2022-09-27 | 2022-11-10 | -9.25 | 44 |
| 2022-02-19 | 2022-03-25 | -8.89 | 34 |
| 2024-03-05 | 2024-05-15 | -8.64 | 71 |
| 2023-02-02 | 2023-10-23 | -7.91 | 263 |
| 2024-01-09 | 2024-03-04 | -5.39 | 55 |
| 2022-11-11 | 2023-02-01 | -3.77 | 82 |
| 2023-11-11 | 2023-12-20 | -2.87 | 39 |
| 2023-12-20 | 2024-01-08 | -1.61 | 19 |
| Metric | 11395487:btcusd:triple_med_gx:lsma150_115 | 11395487:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -7.77% | -29.64% |
| Best Month | 12.45% | 43.77% |
| Worst Month | -11.49% | -37.12% |
| Best Year | 16.25% | 155.54% |
| Worst Year | -7.19% | -61.33% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.9% | -1.01% |
| Avg. Up Week | 3.63% | 5.58% |
| Avg. Down Week | -3.13% | -5.82% |
| Avg. Up Month | 4.11% | 12.52% |
| Avg. Down Month | -3.62% | -13.32% |
| Win Days % | 48.43% | 51.27% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 49.15% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |