| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 42.34% | 183.58% |
| Max Drawdown | -27.92% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 33.35 | 3.65 |
| Outlier Loss Ratio | 3.92 | 3.48 |
| Volatility (ann.) | 11.71% | 25.93% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.41 | 0.56 |
| Skew | 1.31 | 0.17 |
| Kurtosis | 55.41 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.64% |
| Expected Yearly % | 9.23% | 29.77% |
| Kelly Criterion | 3.39% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.2% |
| Expected Shortfall (cVaR) | -1.0% | -2.2% |
| Year | 11395509:BTCUSD | 11395509:btcusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 2.28 | -0.04 | + |
| 2023 | 155.54 | 31.36 | 0.20 | - |
| 2024 | 121.00 | 6.49 | 0.05 | - |
| 2025 | 16.76 | -0.52 | -0.03 | - |
| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.44% | 31.46% |
| 6M | -0.52% | 12.77% |
| YTD | -0.52% | 16.76% |
| 1Y | 0.09% | 56.84% |
| 3Y (ann.) | 15.86% | 55.31% |
| 5Y (ann.) | 11.42% | 37.6% |
| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| Max Drawdown | -27.92% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -7.59% | -6.22% |
| Avg. Drawdown Days | 89.0 | 33.0 |
| Recovery Factor | 1.52 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -27.92 | 447 |
| 2022-03-20 | 2022-11-10 | -26.84 | 235 |
| 2022-11-11 | 2023-06-21 | -14.17 | 222 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-16 | 2024-03-03 | -5.75 | 108 |
| 2023-07-14 | 2023-10-23 | -4.83 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-06-22 | 2023-07-13 | -2.26 | 21 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -19.67% | -37.12% |
| Best Year | 31.36% | 155.54% |
| Worst Year | -0.52% | -56.99% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.03% | 6.02% |
| Avg. Down Week | -2.94% | -5.17% |
| Avg. Up Month | 6.1% | 15.32% |
| Avg. Down Month | -6.58% | -12.23% |
| Win Days % | 49.05% | 51.28% |
| Win Month % | 61.29% | 60.0% |
| Win Week % | 53.52% | 51.72% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |