| Metric | 11395517:btcusd:triple_med_gx:lsma295_115 | 11395517:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 38.21% | 177.29% |
| Max Drawdown | -29.78% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.22 | 1.1 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 33.22 | 3.64 |
| Outlier Loss Ratio | 4.05 | 3.54 |
| Volatility (ann.) | 11.61% | 25.8% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.35 | 0.55 |
| Skew | 1.43 | 0.17 |
| Kurtosis | 55.03 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.58% |
| Expected Yearly % | 8.43% | 29.04% |
| Kelly Criterion | 2.93% | 4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.19% |
| Expected Shortfall (cVaR) | -0.99% | -2.19% |
| Year | 11395517:BTCUSD | 11395517:btcusd:triple_med_gx:lsma295_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.95 | -3.03 | 0.05 | + |
| 2023 | 155.54 | 32.23 | 0.21 | - |
| 2024 | 121.00 | 6.86 | 0.06 | - |
| 2025 | 16.76 | 0.87 | 0.05 | - |
| Metric | 11395517:btcusd:triple_med_gx:lsma295_115 | 11395517:BTCUSD |
|---|---|---|
| MTD | -0.65% | 4.16% |
| 3M | 2.55% | 31.46% |
| 6M | 0.87% | 12.77% |
| YTD | 0.87% | 16.76% |
| 1Y | 3.38% | 56.84% |
| 3Y (ann.) | 12.96% | 55.31% |
| 5Y (ann.) | 10.49% | 36.95% |
| Metric | 11395517:btcusd:triple_med_gx:lsma295_115 | 11395517:BTCUSD |
|---|---|---|
| Max Drawdown | -29.78% | -67.18% |
| Longest DD Days | 453.0 | 683.0 |
| Avg. Drawdown | -6.39% | -5.79% |
| Avg. Drawdown Days | 77.0 | 32.0 |
| Recovery Factor | 1.28 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2023-06-21 | -29.78 | 453 |
| 2024-03-21 | 2025-05-18 | -29.45 | 423 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-07-14 | 2023-10-23 | -6.19 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-03-03 | -4.55 | 108 |
| 2025-05-19 | 2025-06-11 | -4.12 | 23 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-13 | -2.26 | 21 |
| Metric | 11395517:btcusd:triple_med_gx:lsma295_115 | 11395517: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 | -22.29% | -37.12% |
| Best Year | 32.23% | 155.54% |
| Worst Year | -3.03% | -57.95% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 4.06% | 6.67% |
| Avg. Down Week | -3.15% | -5.23% |
| Avg. Up Month | 6.0% | 15.35% |
| Avg. Down Month | -6.54% | -11.22% |
| Win Days % | 48.95% | 51.26% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 52.7% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |