| Metric | 11395343:btcusd:triple_med_gx:lsma265_115 | 11395343:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 42.26% | 184.2% |
| Max Drawdown | -29.46% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.44 | 0.64 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 35.78 | 3.61 |
| Outlier Loss Ratio | 4.02 | 3.48 |
| Volatility (ann.) | 11.21% | 25.94% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.39 | 0.56 |
| Skew | 0.57 | 0.17 |
| Kurtosis | 57.21 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.65% |
| Expected Yearly % | 9.21% | 29.84% |
| Kelly Criterion | 3.74% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.2% |
| Expected Shortfall (cVaR) | -0.96% | -2.2% |
| Year | 11395343:BTCUSD | 11395343:btcusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 2.86 | -0.05 | + |
| 2023 | 155.54 | 23.08 | 0.15 | - |
| 2024 | 121.00 | 7.87 | 0.07 | - |
| 2025 | 16.76 | 4.18 | 0.25 | - |
| Metric | 11395343:btcusd:triple_med_gx:lsma265_115 | 11395343:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.1% | 31.46% |
| 6M | 4.18% | 12.77% |
| YTD | 4.18% | 16.76% |
| 1Y | -14.23% | 56.84% |
| 3Y (ann.) | 14.37% | 55.31% |
| 5Y (ann.) | 11.41% | 37.73% |
| Metric | 11395343:btcusd:triple_med_gx:lsma265_115 | 11395343:BTCUSD |
|---|---|---|
| Max Drawdown | -29.46% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.52% |
| Avg. Drawdown Days | 44.0 | 35.0 |
| Recovery Factor | 1.43 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-11-10 | -29.46 | 217 |
| 2024-06-07 | 2025-06-11 | -28.04 | 369 |
| 2023-02-02 | 2023-10-01 | -11.81 | 241 |
| 2024-03-18 | 2024-06-03 | -10.38 | 77 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-11-11 | 2023-02-01 | -3.73 | 82 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| Metric | 11395343:btcusd:triple_med_gx:lsma265_115 | 11395343: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 | 23.08% | 155.54% |
| Worst Year | 2.86% | -56.9% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.95% | 6.98% |
| Avg. Down Week | -3.15% | -5.1% |
| Avg. Up Month | 6.63% | 18.98% |
| Avg. Down Month | -6.3% | -10.55% |
| Win Days % | 49.44% | 51.27% |
| Win Month % | 58.62% | 60.0% |
| Win Week % | 48.44% | 51.72% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |