| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 45.84% | 177.29% |
| Max Drawdown | -29.38% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.46 | 0.63 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.3 | 1.1 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 31.93 | 3.62 |
| Outlier Loss Ratio | 3.97 | 3.56 |
| Volatility (ann.) | 11.93% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.42 | 0.55 |
| Skew | 0.94 | 0.17 |
| Kurtosis | 52.5 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.58% |
| Expected Yearly % | 9.89% | 29.04% |
| Kelly Criterion | 4.45% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11395296:BTCUSD | 11395296:btcusd:triple_med_gx:lsma295_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.95 | -2.92 | 0.05 | + |
| 2023 | 155.54 | 25.86 | 0.17 | - |
| 2024 | 121.00 | 12.59 | 0.10 | - |
| 2025 | 16.76 | 6.01 | 0.36 | - |
| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.05% | 31.46% |
| 6M | 6.01% | 12.77% |
| YTD | 6.01% | 16.76% |
| 1Y | -5.89% | 56.84% |
| 3Y (ann.) | 14.98% | 55.31% |
| 5Y (ann.) | 12.34% | 36.95% |
| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| Max Drawdown | -29.38% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.42% | -5.79% |
| Avg. Drawdown Days | 52.0 | 32.0 |
| Recovery Factor | 1.56 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.38 | 369 |
| 2022-03-22 | 2023-07-12 | -27.28 | 476 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-07-14 | 2023-10-16 | -6.26 | 94 |
| 2023-11-16 | 2024-02-26 | -4.73 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-21 | 2023-11-07 | -2.12 | 17 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296: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 | 25.86% | 155.54% |
| Worst Year | -2.92% | -57.95% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.22% | 5.77% |
| Avg. Down Week | -4.01% | -5.1% |
| Avg. Up Month | 7.31% | 18.66% |
| Avg. Down Month | -6.29% | -13.72% |
| Win Days % | 49.11% | 51.26% |
| Win Month % | 56.67% | 60.0% |
| Win Week % | 60.61% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |