| Metric | 11395336:btcusd:triple_med_gx:lsma230_115 | 11395336:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 26.54% | 175.9% |
| Max Drawdown | -34.18% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.32 | 0.62 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 38.96 | 3.55 |
| Outlier Loss Ratio | 3.79 | 3.4 |
| Volatility (ann.) | 10.86% | 26.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.22 | 0.54 |
| Skew | 0.03 | 0.2 |
| Kurtosis | 63.96 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.51% |
| Expected Yearly % | 6.06% | 28.88% |
| Kelly Criterion | 1.92% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.21% |
| Expected Shortfall (cVaR) | -0.93% | -2.21% |
| Year | 11395336:BTCUSD | 11395336:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 2.51 | -0.04 | + |
| 2023 | 155.54 | 21.67 | 0.14 | - |
| 2024 | 121.00 | -5.83 | -0.05 | - |
| 2025 | 16.76 | 7.74 | 0.46 | - |
| Metric | 11395336:btcusd:triple_med_gx:lsma230_115 | 11395336:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.93% | 31.46% |
| 6M | 7.74% | 12.77% |
| YTD | 7.74% | 16.76% |
| 1Y | -14.97% | 56.84% |
| 3Y (ann.) | 10.05% | 55.31% |
| 5Y (ann.) | 7.42% | 36.16% |
| Metric | 11395336:btcusd:triple_med_gx:lsma230_115 | 11395336:BTCUSD |
|---|---|---|
| Max Drawdown | -34.18% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.15% | -7.12% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 0.78 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -34.18 | 450 |
| 2022-04-07 | 2022-10-26 | -29.33 | 202 |
| 2023-02-02 | 2023-10-02 | -9.90 | 241 |
| 2022-10-26 | 2022-11-10 | -6.50 | 14 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.49 | 34 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2022-12-27 | 2023-02-01 | -2.52 | 36 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395336:btcusd:triple_med_gx:lsma230_115 | 11395336:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -21.39% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -21.39% | -37.12% |
| Best Year | 21.67% | 155.54% |
| Worst Year | -5.83% | -58.16% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.51% | 6.58% |
| Avg. Down Week | -3.54% | -5.21% |
| Avg. Up Month | 5.65% | 17.18% |
| Avg. Down Month | -8.07% | -12.21% |
| Win Days % | 50.06% | 51.29% |
| Win Month % | 65.52% | 60.98% |
| Win Week % | 51.61% | 50.86% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |