| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.4% | 147.16% |
| Max Drawdown | -21.83% | -67.18% |
| Sharpe | 0.29 | 0.39 |
| Sortino | 0.43 | 0.57 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 47.63 | 3.3 |
| Outlier Loss Ratio | 3.76 | 3.16 |
| Volatility (ann.) | 9.28% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.43 | 0.47 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 73.11 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.23% |
| Expected Yearly % | 7.67% | 25.39% |
| Kelly Criterion | 4.49% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11395273:BTCUSD | 11395273:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 5.70 | -0.09 | + |
| 2023 | 155.54 | 8.17 | 0.05 | - |
| 2024 | 121.00 | 20.61 | 0.17 | - |
| 2025 | 16.76 | -2.54 | -0.15 | - |
| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.98% | 31.46% |
| 6M | -2.54% | 12.77% |
| YTD | -2.54% | 16.76% |
| 1Y | -8.26% | 56.84% |
| 3Y (ann.) | 12.58% | 55.31% |
| 5Y (ann.) | 9.32% | 31.36% |
| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -5.48% | -7.67% |
| Avg. Drawdown Days | 78.0 | 38.0 |
| Recovery Factor | 1.58 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2022-08-05 | -21.83 | 167 |
| 2024-06-05 | 2025-06-11 | -21.56 | 370 |
| 2023-02-02 | 2023-11-09 | -7.30 | 279 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-11-09 | 2023-02-01 | -6.25 | 84 |
| 2024-03-18 | 2024-06-05 | -5.26 | 78 |
| 2022-08-05 | 2022-09-27 | -3.79 | 52 |
| 2023-12-19 | 2024-02-26 | -3.19 | 69 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-18 | -1.68 | 37 |
| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -10.8% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -10.8% | -37.12% |
| Best Year | 20.61% | 155.54% |
| Worst Year | -2.54% | -62.52% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.84% |
| Avg. Up Week | 3.9% | 6.71% |
| Avg. Down Week | -3.29% | -6.4% |
| Avg. Up Month | 6.72% | 18.05% |
| Avg. Down Month | -4.06% | -13.07% |
| Win Days % | 48.51% | 51.25% |
| Win Month % | 51.52% | 58.54% |
| Win Week % | 56.9% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |