| Metric | 11395341:btcusd:triple_med_gx:lsma255_115 | 11395341:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 34.44% | 176.19% |
| Max Drawdown | -29.46% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 36.14 | 3.6 |
| Outlier Loss Ratio | 3.93 | 3.48 |
| Volatility (ann.) | 11.27% | 25.94% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.32 | 0.54 |
| Skew | 0.22 | 0.17 |
| Kurtosis | 57.84 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.57% |
| Expected Yearly % | 7.68% | 28.92% |
| Kelly Criterion | 2.89% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.2% |
| Expected Shortfall (cVaR) | -0.96% | -2.2% |
| Year | 11395341:BTCUSD | 11395341:btcusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | 5.62 | -0.10 | + |
| 2023 | 155.54 | 17.11 | 0.11 | - |
| 2024 | 121.00 | 1.74 | 0.01 | - |
| 2025 | 16.76 | 6.82 | 0.41 | - |
| Metric | 11395341:btcusd:triple_med_gx:lsma255_115 | 11395341:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.75% | 31.46% |
| 6M | 6.82% | 12.77% |
| YTD | 6.82% | 16.76% |
| 1Y | -11.16% | 56.84% |
| 3Y (ann.) | 12.99% | 55.31% |
| 5Y (ann.) | 9.47% | 36.42% |
| Metric | 11395341:btcusd:triple_med_gx:lsma255_115 | 11395341:BTCUSD |
|---|---|---|
| Max Drawdown | -29.46% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.66% | -6.42% |
| Avg. Drawdown Days | 64.0 | 34.0 |
| Recovery Factor | 1.17 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-10-25 | -29.46 | 201 |
| 2024-03-18 | 2025-06-11 | -29.36 | 450 |
| 2023-02-02 | 2023-10-20 | -12.65 | 259 |
| 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 |
| 2022-11-11 | 2023-02-01 | -3.73 | 82 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2024-02-27 | -2.62 | 69 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| Metric | 11395341:btcusd:triple_med_gx:lsma255_115 | 11395341:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -22.05% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -22.05% | -37.12% |
| Best Year | 17.11% | 155.54% |
| Worst Year | 1.74% | -58.11% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.83% | 6.6% |
| Avg. Down Week | -3.44% | -5.21% |
| Avg. Up Month | 6.8% | 19.59% |
| Avg. Down Month | -7.59% | -12.87% |
| Win Days % | 49.6% | 51.27% |
| Win Month % | 58.62% | 60.0% |
| Win Week % | 48.44% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |