| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 35.07% | 178.19% |
| Max Drawdown | -29.44% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.63 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.34 | 1.09 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.21 | 1.02 |
| Outlier Win Ratio | 34.87 | 3.58 |
| Outlier Loss Ratio | 3.95 | 3.46 |
| Volatility (ann.) | 11.3% | 25.82% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.33 | 0.55 |
| Skew | 0.63 | 0.16 |
| Kurtosis | 56.96 | 6.38 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.59% |
| Expected Yearly % | 7.81% | 29.15% |
| Kelly Criterion | 3.72% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.19% |
| Expected Shortfall (cVaR) | -0.97% | -2.19% |
| Year | 11395291:BTCUSD | 11395291:btcusd:triple_med_gx:lsma275_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | -7.35 | 0.13 | + |
| 2023 | 155.54 | 28.78 | 0.19 | - |
| 2024 | 121.00 | 7.41 | 0.06 | - |
| 2025 | 16.76 | 5.39 | 0.32 | - |
| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.41% | 31.46% |
| 6M | 5.39% | 12.77% |
| YTD | 5.39% | 16.76% |
| 1Y | -11.68% | 56.84% |
| 3Y (ann.) | 14.81% | 55.31% |
| 5Y (ann.) | 9.67% | 36.9% |
| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| Max Drawdown | -29.44% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -4.32% | -5.83% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | 1.19 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.44 | 369 |
| 2022-03-22 | 2023-07-13 | -26.63 | 478 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2023-07-14 | 2023-10-01 | -4.45 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-16 | -2.83 | 13 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -16.83% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -16.83% | -37.12% |
| Best Year | 28.78% | 155.54% |
| Worst Year | -7.35% | -57.81% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 4.15% | 5.94% |
| Avg. Down Week | -3.97% | -5.28% |
| Avg. Up Month | 6.7% | 18.86% |
| Avg. Down Month | -6.48% | -13.72% |
| Win Days % | 48.89% | 51.25% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 59.38% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |