| Metric | 11395510:btcusd:triple_med_gx:lsma270_115 | 11395510:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 55.62% | 158.52% |
| Max Drawdown | -31.53% | -67.18% |
| Sharpe | 0.34 | 0.41 |
| Sortino | 0.52 | 0.59 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 31.54 | 3.67 |
| Outlier Loss Ratio | 4.07 | 3.65 |
| Volatility (ann.) | 11.98% | 25.87% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.46 | 0.5 |
| Skew | 1.21 | 0.14 |
| Kurtosis | 51.74 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.4% |
| Expected Yearly % | 11.69% | 26.8% |
| Kelly Criterion | 4.47% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.2% |
| Expected Shortfall (cVaR) | -1.02% | -2.2% |
| Year | 11395510:BTCUSD | 11395510:btcusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 12.22 | -0.20 | + |
| 2023 | 155.54 | 40.97 | 0.26 | - |
| 2024 | 121.00 | -1.59 | -0.01 | - |
| 2025 | 16.76 | -0.04 | -0.00 | - |
| Metric | 11395510:btcusd:triple_med_gx:lsma270_115 | 11395510:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.96% | 31.46% |
| 6M | -0.04% | 12.77% |
| YTD | -0.04% | 16.76% |
| 1Y | -3.3% | 56.84% |
| 3Y (ann.) | 16.14% | 55.31% |
| 5Y (ann.) | 14.53% | 33.82% |
| Metric | 11395510:btcusd:triple_med_gx:lsma270_115 | 11395510:BTCUSD |
|---|---|---|
| Max Drawdown | -31.53% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -5.53% | -6.69% |
| Avg. Drawdown Days | 57.0 | 36.0 |
| Recovery Factor | 1.76 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -31.53 | 447 |
| 2022-03-25 | 2022-10-26 | -24.81 | 214 |
| 2022-11-11 | 2023-06-20 | -14.60 | 221 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2023-07-14 | 2023-10-23 | -4.37 | 101 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| Metric | 11395510:btcusd:triple_med_gx:lsma270_115 | 11395510: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 | 40.97% | 155.54% |
| Worst Year | -1.59% | -60.79% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.06% | 6.23% |
| Avg. Down Week | -3.11% | -5.52% |
| Avg. Up Month | 6.14% | 14.86% |
| Avg. Down Month | -7.46% | -13.4% |
| Win Days % | 49.8% | 51.24% |
| Win Month % | 67.74% | 60.0% |
| Win Week % | 57.53% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |