| Metric | 11395292:btcusd:triple_med_gx:lsma280_115 | 11395292:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 21.78% | 181.37% |
| Max Drawdown | -31.54% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.63 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.09 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 34.42 | 3.59 |
| Outlier Loss Ratio | 3.97 | 3.53 |
| Volatility (ann.) | 11.47% | 25.8% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.2 | 0.56 |
| Skew | 0.5 | 0.16 |
| Kurtosis | 54.66 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.62% |
| Expected Yearly % | 5.05% | 29.52% |
| Kelly Criterion | 2.26% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.19% |
| Expected Shortfall (cVaR) | -0.98% | -2.19% |
| Year | 11395292:BTCUSD | 11395292:btcusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -10.36 | 0.18 | + |
| 2023 | 155.54 | 28.16 | 0.18 | - |
| 2024 | 121.00 | 1.02 | 0.01 | - |
| 2025 | 16.76 | 4.93 | 0.29 | - |
| Metric | 11395292:btcusd:triple_med_gx:lsma280_115 | 11395292:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.94% | 31.46% |
| 6M | 4.93% | 12.77% |
| YTD | 4.93% | 16.76% |
| 1Y | -17.18% | 56.84% |
| 3Y (ann.) | 10.92% | 55.31% |
| 5Y (ann.) | 6.25% | 37.45% |
| Metric | 11395292:btcusd:triple_med_gx:lsma280_115 | 11395292:BTCUSD |
|---|---|---|
| Max Drawdown | -31.54% | -67.18% |
| Longest DD Days | 558.0 | 683.0 |
| Avg. Drawdown | -4.76% | -5.8% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | 0.69 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.54 | 369 |
| 2022-03-22 | 2023-10-02 | -28.94 | 558 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.64 | 102 |
| 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 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11395292:btcusd:triple_med_gx:lsma280_115 | 11395292:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.49% | 35.75% |
| Worst Week | -19.46% | -29.64% |
| Best Month | 18.03% | 43.77% |
| Worst Month | -19.46% | -37.12% |
| Best Year | 28.16% | 155.54% |
| Worst Year | -10.36% | -57.33% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 4.25% | 6.08% |
| Avg. Down Week | -3.94% | -5.1% |
| Avg. Up Month | 6.9% | 18.86% |
| Avg. Down Month | -6.78% | -13.72% |
| Win Days % | 48.59% | 51.26% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 55.38% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |