| Metric | 11395491:btcusd:triple_med_gx:lsma170_115 | 11395491:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.0% | 156.91% |
| Max Drawdown | -31.48% | -67.18% |
| Sharpe | 0.09 | 0.4 |
| Sortino | 0.13 | 0.58 |
| Payoff Ratio | 0.98 | 0.91 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.51 | 0.5 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 45.13 | 3.35 |
| Outlier Loss Ratio | 3.42 | 3.35 |
| Volatility (ann.) | 10.49% | 26.25% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.05 | 0.49 |
| Skew | 0.35 | 0.18 |
| Kurtosis | 77.54 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.33% |
| Expected Yearly % | 1.23% | 26.6% |
| Kelly Criterion | -1.34% | -2.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11395491:BTCUSD | 11395491:btcusd:triple_med_gx:lsma170_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 8.17 | -0.13 | + |
| 2023 | 155.54 | 15.87 | 0.10 | - |
| 2024 | 121.00 | -10.55 | -0.09 | - |
| 2025 | 16.76 | -6.35 | -0.38 | - |
| Metric | 11395491:btcusd:triple_med_gx:lsma170_115 | 11395491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.17% | 31.46% |
| 6M | -6.35% | 12.77% |
| YTD | -6.35% | 16.76% |
| 1Y | -18.81% | 56.84% |
| 3Y (ann.) | 4.95% | 55.31% |
| 5Y (ann.) | 1.48% | 32.77% |
| Metric | 11395491:btcusd:triple_med_gx:lsma170_115 | 11395491:BTCUSD |
|---|---|---|
| Max Drawdown | -31.48% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -7.29% | -7.07% |
| Avg. Drawdown Days | 76.0 | 37.0 |
| Recovery Factor | 0.16 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -31.48 | 391 |
| 2022-03-25 | 2022-09-27 | -20.30 | 185 |
| 2022-02-19 | 2022-03-25 | -14.04 | 34 |
| 2023-02-02 | 2023-10-23 | -8.31 | 263 |
| 2024-03-05 | 2024-05-15 | -8.30 | 71 |
| 2022-09-27 | 2022-11-10 | -7.06 | 43 |
| 2023-12-22 | 2024-03-04 | -5.99 | 73 |
| 2023-11-11 | 2023-12-20 | -4.39 | 39 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395491:btcusd:triple_med_gx:lsma170_115 | 11395491:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -16.55% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -21.83% | -37.12% |
| Best Year | 15.87% | 155.54% |
| Worst Year | -10.55% | -61.04% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.91% | -1.0% |
| Avg. Up Week | 3.88% | 6.47% |
| Avg. Down Week | -3.55% | -5.88% |
| Avg. Up Month | 5.17% | 12.52% |
| Avg. Down Month | -5.38% | -13.82% |
| Win Days % | 49.77% | 51.26% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 49.21% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |