| Metric | 11395496:btcusd:triple_med_gx:lsma195_115 | 11395496:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 44.67% | 172.16% |
| Max Drawdown | -26.25% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.46 | 0.61 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 38.06 | 3.6 |
| Outlier Loss Ratio | 3.61 | 3.41 |
| Volatility (ann.) | 11.42% | 26.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.45 | 0.53 |
| Skew | 1.22 | 0.19 |
| Kurtosis | 64.55 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.47% |
| Expected Yearly % | 9.67% | 28.44% |
| Kelly Criterion | 3.99% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11395496:BTCUSD | 11395496:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 13.67 | -0.23 | + |
| 2023 | 155.54 | 25.85 | 0.17 | - |
| 2024 | 121.00 | 0.67 | 0.01 | - |
| 2025 | 16.76 | 0.46 | 0.03 | - |
| Metric | 11395496:btcusd:triple_med_gx:lsma195_115 | 11395496:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.34% | 31.46% |
| 6M | 0.46% | 12.77% |
| YTD | 0.46% | 16.76% |
| 1Y | -7.78% | 56.84% |
| 3Y (ann.) | 13.55% | 55.31% |
| 5Y (ann.) | 11.8% | 35.29% |
| Metric | 11395496:btcusd:triple_med_gx:lsma195_115 | 11395496:BTCUSD |
|---|---|---|
| Max Drawdown | -26.25% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.93% | -7.19% |
| Avg. Drawdown Days | 51.0 | 37.0 |
| Recovery Factor | 1.7 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -26.25 | 391 |
| 2022-03-25 | 2022-10-26 | -18.05 | 215 |
| 2022-02-19 | 2022-03-24 | -14.04 | 33 |
| 2023-02-02 | 2023-06-21 | -9.31 | 138 |
| 2024-03-05 | 2024-05-15 | -8.23 | 71 |
| 2023-11-11 | 2024-03-04 | -6.71 | 114 |
| 2023-10-08 | 2023-10-23 | -3.52 | 15 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-06-22 | 2023-07-13 | -2.26 | 21 |
| Metric | 11395496:btcusd:triple_med_gx:lsma195_115 | 11395496:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.73% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -15.91% | -37.12% |
| Best Year | 25.85% | 155.54% |
| Worst Year | 0.46% | -58.73% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.42% | 7.39% |
| Avg. Down Week | -3.63% | -5.63% |
| Avg. Up Month | 5.8% | 12.98% |
| Avg. Down Month | -4.92% | -12.33% |
| Win Days % | 50.25% | 51.29% |
| Win Month % | 54.84% | 60.98% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |