| Metric | 11395516:btcusd:triple_med_gx:lsma280_115 | 11395516:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 50.12% | 181.37% |
| Max Drawdown | -31.56% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.49 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.28 | 1.09 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 31.6 | 3.65 |
| Outlier Loss Ratio | 4.05 | 3.61 |
| Volatility (ann.) | 11.93% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.42 | 0.56 |
| Skew | 1.22 | 0.16 |
| Kurtosis | 52.55 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.62% |
| Expected Yearly % | 10.69% | 29.52% |
| Kelly Criterion | 4.2% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11395516:BTCUSD | 11395516:btcusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 8.98 | -0.16 | + |
| 2023 | 155.54 | 32.07 | 0.21 | - |
| 2024 | 121.00 | 3.25 | 0.03 | - |
| 2025 | 16.76 | 1.02 | 0.06 | - |
| Metric | 11395516:btcusd:triple_med_gx:lsma280_115 | 11395516:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.04% | 31.46% |
| 6M | 1.02% | 12.77% |
| YTD | 1.02% | 16.76% |
| 1Y | 2.93% | 56.84% |
| 3Y (ann.) | 14.85% | 55.31% |
| 5Y (ann.) | 13.31% | 37.45% |
| Metric | 11395516:btcusd:triple_med_gx:lsma280_115 | 11395516:BTCUSD |
|---|---|---|
| Max Drawdown | -31.56% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -6.03% | -5.8% |
| Avg. Drawdown Days | 64.0 | 31.0 |
| Recovery Factor | 1.59 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -31.56 | 447 |
| 2022-03-25 | 2022-10-26 | -24.99 | 215 |
| 2022-11-11 | 2023-06-21 | -14.67 | 222 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-07-14 | 2023-10-23 | -5.10 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-03-03 | -4.55 | 108 |
| 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 | 11395516:btcusd:triple_med_gx:lsma280_115 | 11395516: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 | 32.07% | 155.54% |
| Worst Year | 1.02% | -57.33% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.89% | 5.96% |
| Avg. Down Week | -3.08% | -5.22% |
| Avg. Up Month | 6.03% | 15.46% |
| Avg. Down Month | -6.53% | -12.23% |
| Win Days % | 49.95% | 51.26% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 56.76% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |