| Metric | 11395511:btcusd:triple_med_gx:lsma265_115 | 11395511:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 32.22% | 184.2% |
| Max Drawdown | -31.71% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.36 | 0.64 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.09 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 33.06 | 3.67 |
| Outlier Loss Ratio | 4.01 | 3.65 |
| Volatility (ann.) | 11.88% | 25.94% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.28 | 0.56 |
| Skew | 1.14 | 0.17 |
| Kurtosis | 53.14 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.65% |
| Expected Yearly % | 7.23% | 29.84% |
| Kelly Criterion | 2.71% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.2% |
| Expected Shortfall (cVaR) | -1.01% | -2.2% |
| Year | 11395511:BTCUSD | 11395511:btcusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 2.24 | -0.04 | + |
| 2023 | 155.54 | 33.48 | 0.22 | - |
| 2024 | 121.00 | -2.18 | -0.02 | - |
| 2025 | 16.76 | -0.96 | -0.06 | - |
| Metric | 11395511:btcusd:triple_med_gx:lsma265_115 | 11395511:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.99% | 31.46% |
| 6M | -0.96% | 12.77% |
| YTD | -0.96% | 16.76% |
| 1Y | -5.73% | 56.84% |
| 3Y (ann.) | 13.07% | 55.31% |
| 5Y (ann.) | 8.94% | 37.73% |
| Metric | 11395511:btcusd:triple_med_gx:lsma265_115 | 11395511:BTCUSD |
|---|---|---|
| Max Drawdown | -31.71% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -7.32% | -6.52% |
| Avg. Drawdown Days | 82.0 | 35.0 |
| Recovery Factor | 1.02 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -31.71 | 447 |
| 2022-03-20 | 2022-11-10 | -26.87 | 235 |
| 2022-11-11 | 2023-06-21 | -14.43 | 222 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-16 | 2024-03-03 | -5.53 | 108 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-23 | -4.62 | 101 |
| 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 | 11395511:btcusd:triple_med_gx:lsma265_115 | 11395511: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 | 33.48% | 155.54% |
| Worst Year | -2.18% | -56.9% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.01% | 6.29% |
| Avg. Down Week | -3.0% | -5.3% |
| Avg. Up Month | 6.03% | 15.32% |
| Avg. Down Month | -6.84% | -12.23% |
| Win Days % | 49.27% | 51.27% |
| Win Month % | 61.29% | 60.0% |
| Win Week % | 50.68% | 51.72% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |