| Metric | 11395327:btcusd:triple_med_gx:lsma185_115 | 11395327:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 33.01% | 147.16% |
| Max Drawdown | -26.14% | -67.18% |
| Sharpe | 0.27 | 0.39 |
| Sortino | 0.4 | 0.57 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 45.3 | 3.38 |
| Outlier Loss Ratio | 3.67 | 3.2 |
| Volatility (ann.) | 9.77% | 26.27% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.34 | 0.47 |
| Skew | 0.7 | 0.18 |
| Kurtosis | 65.26 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.23% |
| Expected Yearly % | 7.39% | 25.39% |
| Kelly Criterion | 3.22% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11395327:BTCUSD | 11395327:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -3.06 | 0.05 | + |
| 2023 | 155.54 | 13.05 | 0.08 | - |
| 2024 | 121.00 | 21.15 | 0.17 | - |
| 2025 | 16.76 | 0.18 | 0.01 | - |
| Metric | 11395327:btcusd:triple_med_gx:lsma185_115 | 11395327:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.67% | 31.46% |
| 6M | 0.18% | 12.77% |
| YTD | 0.18% | 16.76% |
| 1Y | -5.59% | 56.84% |
| 3Y (ann.) | 12.35% | 55.31% |
| 5Y (ann.) | 8.98% | 31.36% |
| Metric | 11395327:btcusd:triple_med_gx:lsma185_115 | 11395327:BTCUSD |
|---|---|---|
| Max Drawdown | -26.14% | -67.18% |
| Longest DD Days | 378.0 | 683.0 |
| Avg. Drawdown | -5.05% | -7.67% |
| Avg. Drawdown Days | 74.0 | 38.0 |
| Recovery Factor | 1.26 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2022-10-26 | -26.14 | 249 |
| 2024-06-07 | 2025-06-11 | -21.63 | 369 |
| 2022-10-26 | 2023-11-09 | -12.39 | 378 |
| 2024-03-18 | 2024-06-04 | -6.34 | 78 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-11 | 2023-12-18 | -0.93 | 37 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| Metric | 11395327:btcusd:triple_med_gx:lsma185_115 | 11395327:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -17.78% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -17.78% | -37.12% |
| Best Year | 21.15% | 155.54% |
| Worst Year | -3.06% | -62.52% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 5.21% | 7.13% |
| Avg. Down Week | -3.99% | -6.41% |
| Avg. Up Month | 7.28% | 17.18% |
| Avg. Down Month | -4.73% | -11.42% |
| Win Days % | 49.78% | 51.25% |
| Win Month % | 56.25% | 58.54% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |