| Metric | 11395337:btcusd:triple_med_gx:lsma235_115 | 11395337:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 23.82% | 163.01% |
| Max Drawdown | -33.91% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.29 | 0.6 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 38.28 | 3.57 |
| Outlier Loss Ratio | 3.77 | 3.42 |
| Volatility (ann.) | 11.02% | 25.97% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.2 | 0.51 |
| Skew | -0.01 | 0.16 |
| Kurtosis | 61.74 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.39% |
| Expected Yearly % | 5.49% | 27.35% |
| Kelly Criterion | 1.81% | 2.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11395337:BTCUSD | 11395337:btcusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 4.47 | -0.07 | + |
| 2023 | 155.54 | 16.30 | 0.10 | - |
| 2024 | 121.00 | -4.80 | -0.04 | - |
| 2025 | 16.76 | 7.04 | 0.42 | - |
| Metric | 11395337:btcusd:triple_med_gx:lsma235_115 | 11395337:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.97% | 31.46% |
| 6M | 7.04% | 12.77% |
| YTD | 7.04% | 16.76% |
| 1Y | -14.74% | 56.84% |
| 3Y (ann.) | 9.86% | 55.31% |
| 5Y (ann.) | 6.72% | 34.23% |
| Metric | 11395337:btcusd:triple_med_gx:lsma235_115 | 11395337:BTCUSD |
|---|---|---|
| Max Drawdown | -33.91% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.11% | -7.2% |
| Avg. Drawdown Days | 62.0 | 39.0 |
| Recovery Factor | 0.7 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -33.91 | 450 |
| 2022-04-07 | 2022-10-26 | -29.33 | 201 |
| 2023-02-02 | 2023-10-23 | -14.23 | 262 |
| 2022-10-26 | 2022-11-10 | -6.50 | 14 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-27 | 2023-02-01 | -2.52 | 36 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395337:btcusd:triple_med_gx:lsma235_115 | 11395337: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 | 16.3% | 155.54% |
| Worst Year | -4.8% | -60.11% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.75% | 6.6% |
| Avg. Down Week | -3.61% | -4.98% |
| Avg. Up Month | 6.08% | 18.09% |
| Avg. Down Month | -6.57% | -11.48% |
| Win Days % | 50.0% | 51.28% |
| Win Month % | 58.62% | 60.98% |
| Win Week % | 48.39% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |