| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 77.41% | 172.16% |
| Max Drawdown | -24.15% | -67.18% |
| Sharpe | 0.43 | 0.42 |
| Sortino | 0.67 | 0.61 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 35.81 | 3.61 |
| Outlier Loss Ratio | 3.75 | 3.43 |
| Volatility (ann.) | 11.47% | 26.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.78 | 0.53 |
| Skew | 1.32 | 0.19 |
| Kurtosis | 62.53 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 2.47% |
| Expected Yearly % | 15.41% | 28.44% |
| Kelly Criterion | 5.88% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11395552:BTCUSD | 11395552:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 2.26 | -0.04 | + |
| 2023 | 155.54 | 29.44 | 0.19 | - |
| 2024 | 121.00 | 23.71 | 0.20 | - |
| 2025 | 16.76 | 8.34 | 0.50 | - |
| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.16% | 31.46% |
| 6M | 8.34% | 12.77% |
| YTD | 8.34% | 16.76% |
| 1Y | 10.37% | 56.84% |
| 3Y (ann.) | 22.28% | 55.31% |
| 5Y (ann.) | 18.9% | 35.29% |
| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| Max Drawdown | -24.15% | -67.18% |
| Longest DD Days | 439.0 | 683.0 |
| Avg. Drawdown | -3.8% | -7.19% |
| Avg. Drawdown Days | 35.0 | 37.0 |
| Recovery Factor | 3.2 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-11-11 | -24.15 | 164 |
| 2022-04-08 | 2023-06-21 | -17.27 | 439 |
| 2022-02-19 | 2022-03-24 | -13.73 | 32 |
| 2025-01-28 | 2025-05-08 | -12.73 | 99 |
| 2023-07-14 | 2023-10-23 | -7.21 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2025-05-19 | 2025-06-11 | -3.47 | 23 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2023-12-19 | 2023-12-20 | -2.78 | 1 |
| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -13.75% | -37.12% |
| Best Year | 29.44% | 155.54% |
| Worst Year | 2.26% | -58.73% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 5.07% | 6.95% |
| Avg. Down Week | -2.45% | -4.49% |
| Avg. Up Month | 7.28% | 13.79% |
| Avg. Down Month | -5.47% | -11.38% |
| Win Days % | 50.6% | 51.29% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 49.25% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |