| Metric | 11395295:btcusd:triple_med_gx:lsma290_115 | 11395295:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 43.06% | 180.16% |
| Max Drawdown | -30.94% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.28 | 1.1 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 32.32 | 3.61 |
| Outlier Loss Ratio | 3.92 | 3.56 |
| Volatility (ann.) | 11.91% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.38 | 0.56 |
| Skew | 0.93 | 0.17 |
| Kurtosis | 52.83 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.61% |
| Expected Yearly % | 9.37% | 29.38% |
| Kelly Criterion | 4.36% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11395295:BTCUSD | 11395295:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | -3.30 | 0.06 | + |
| 2023 | 155.54 | 28.67 | 0.18 | - |
| 2024 | 121.00 | 8.72 | 0.07 | - |
| 2025 | 16.76 | 5.76 | 0.34 | - |
| Metric | 11395295:btcusd:triple_med_gx:lsma290_115 | 11395295:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.79% | 31.46% |
| 6M | 5.76% | 12.77% |
| YTD | 5.76% | 16.76% |
| 1Y | -8.04% | 56.84% |
| 3Y (ann.) | 14.46% | 55.31% |
| 5Y (ann.) | 11.66% | 37.34% |
| Metric | 11395295:btcusd:triple_med_gx:lsma290_115 | 11395295:BTCUSD |
|---|---|---|
| Max Drawdown | -30.94% | -67.18% |
| Longest DD Days | 455.0 | 683.0 |
| Avg. Drawdown | -4.44% | -5.72% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 1.39 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -30.94 | 369 |
| 2022-03-22 | 2023-06-21 | -27.28 | 455 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 2023-07-14 | 2023-10-02 | -5.40 | 80 |
| 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 |
| 2023-07-06 | 2023-07-07 | -1.48 | 1 |
| Metric | 11395295:btcusd:triple_med_gx:lsma290_115 | 11395295: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 | 28.67% | 155.54% |
| Worst Year | -3.3% | -57.51% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 4.33% | 5.75% |
| Avg. Down Week | -3.77% | -5.23% |
| Avg. Up Month | 7.25% | 18.74% |
| Avg. Down Month | -6.17% | -13.72% |
| Win Days % | 49.31% | 51.25% |
| Win Month % | 56.67% | 60.0% |
| Win Week % | 59.38% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |