| Metric | 11395550:btcusd:triple_med_gx:lsma185_115 | 11395550:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 37.46% | 147.16% |
| Max Drawdown | -23.92% | -67.18% |
| Sharpe | 0.27 | 0.39 |
| Sortino | 0.41 | 0.57 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 39.5 | 3.54 |
| Outlier Loss Ratio | 3.69 | 3.37 |
| Volatility (ann.) | 11.12% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.42 | 0.47 |
| Skew | 1.48 | 0.18 |
| Kurtosis | 70.95 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.23% |
| Expected Yearly % | 8.28% | 25.39% |
| Kelly Criterion | 3.07% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11395550:BTCUSD | 11395550:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -0.71 | 0.01 | + |
| 2023 | 155.54 | 12.34 | 0.08 | - |
| 2024 | 121.00 | 23.60 | 0.20 | - |
| 2025 | 16.76 | -0.29 | -0.02 | - |
| Metric | 11395550:btcusd:triple_med_gx:lsma185_115 | 11395550:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.86% | 31.46% |
| 6M | -0.29% | 12.77% |
| YTD | -0.29% | 16.76% |
| 1Y | 1.18% | 56.84% |
| 3Y (ann.) | 10.66% | 55.31% |
| 5Y (ann.) | 10.06% | 31.36% |
| Metric | 11395550:btcusd:triple_med_gx:lsma185_115 | 11395550:BTCUSD |
|---|---|---|
| Max Drawdown | -23.92% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -4.67% | -7.67% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 1.57 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -23.92 | 164 |
| 2022-04-08 | 2023-10-24 | -15.41 | 564 |
| 2025-01-28 | 2025-06-11 | -14.76 | 134 |
| 2022-02-19 | 2022-03-24 | -13.73 | 32 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2024-03-03 | -5.68 | 113 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-29 | 2024-05-30 | -1.42 | 1 |
| Metric | 11395550:btcusd:triple_med_gx:lsma185_115 | 11395550:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -10.24% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -15.71% | -37.12% |
| Best Year | 23.6% | 155.54% |
| Worst Year | -0.71% | -62.52% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.84% | 8.08% |
| Avg. Down Week | -2.65% | -4.64% |
| Avg. Up Month | 5.51% | 13.14% |
| Avg. Down Month | -5.14% | -12.15% |
| Win Days % | 49.74% | 51.25% |
| Win Month % | 60.61% | 58.54% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |