| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 55.4% | 172.16% |
| Max Drawdown | -26.58% | -67.18% |
| Sharpe | 0.39 | 0.42 |
| Sortino | 0.6 | 0.61 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 44.21 | 3.4 |
| Outlier Loss Ratio | 3.79 | 3.18 |
| Volatility (ann.) | 9.85% | 26.26% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.54 | 0.53 |
| Skew | 1.85 | 0.19 |
| Kurtosis | 70.75 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.47% |
| Expected Yearly % | 11.65% | 28.44% |
| Kelly Criterion | 6.81% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.23% |
| Expected Shortfall (cVaR) | -0.84% | -2.23% |
| Year | 11395275:BTCUSD | 11395275:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.95 | -0.12 | + |
| 2023 | 155.54 | 11.46 | 0.07 | - |
| 2024 | 121.00 | 15.31 | 0.13 | - |
| 2025 | 16.76 | 13.06 | 0.78 | - |
| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.09% | 31.46% |
| 6M | 13.06% | 12.77% |
| YTD | 13.06% | 16.76% |
| 1Y | 1.34% | 56.84% |
| 3Y (ann.) | 16.97% | 55.31% |
| 5Y (ann.) | 14.23% | 35.29% |
| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| Max Drawdown | -26.58% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.72% | -7.19% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 2.08 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.58 | 369 |
| 2022-03-22 | 2022-09-27 | -19.97 | 188 |
| 2023-02-02 | 2023-10-02 | -9.95 | 241 |
| 2022-02-19 | 2022-03-22 | -8.73 | 30 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-11-09 | 2023-02-01 | -6.25 | 84 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-05-14 | 2024-06-04 | -3.06 | 21 |
| 2023-10-02 | 2023-10-21 | -2.83 | 19 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -13.37% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -13.37% | -37.12% |
| Best Year | 15.31% | 155.54% |
| Worst Year | 6.95% | -58.73% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 3.78% | 6.23% |
| Avg. Down Week | -3.05% | -6.03% |
| Avg. Up Month | 5.91% | 17.25% |
| Avg. Down Month | -4.97% | -15.79% |
| Win Days % | 48.97% | 51.29% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 62.71% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |