| Metric | 11395344:btcusd:triple_med_gx:lsma270_115 | 11395344:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.67% | 158.52% |
| Max Drawdown | -29.46% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.3 | 0.59 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 35.12 | 3.61 |
| Outlier Loss Ratio | 3.98 | 3.51 |
| Volatility (ann.) | 11.43% | 25.87% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.24 | 0.5 |
| Skew | 0.31 | 0.14 |
| Kurtosis | 55.4 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.4% |
| Expected Yearly % | 5.67% | 26.8% |
| Kelly Criterion | 1.81% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.2% |
| Expected Shortfall (cVaR) | -0.98% | -2.2% |
| Year | 11395344:BTCUSD | 11395344:btcusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -4.83 | 0.08 | + |
| 2023 | 155.54 | 15.19 | 0.10 | - |
| 2024 | 121.00 | 11.20 | 0.09 | - |
| 2025 | 16.76 | 2.28 | 0.14 | - |
| Metric | 11395344:btcusd:triple_med_gx:lsma270_115 | 11395344:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.21% | 31.46% |
| 6M | 2.28% | 12.77% |
| YTD | 2.28% | 16.76% |
| 1Y | -12.26% | 56.84% |
| 3Y (ann.) | 9.44% | 55.31% |
| 5Y (ann.) | 7.0% | 33.82% |
| Metric | 11395344:btcusd:triple_med_gx:lsma270_115 | 11395344:BTCUSD |
|---|---|---|
| Max Drawdown | -29.46% | -67.18% |
| Longest DD Days | 563.0 | 683.0 |
| Avg. Drawdown | -5.2% | -6.69% |
| Avg. Drawdown Days | 71.0 | 36.0 |
| Recovery Factor | 0.84 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-23 | -29.46 | 563 |
| 2024-06-07 | 2025-06-11 | -26.41 | 369 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-27 | -4.55 | 103 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11395344:btcusd:triple_med_gx:lsma270_115 | 11395344: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 | 15.19% | 155.54% |
| Worst Year | -4.83% | -60.79% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.26% | 6.73% |
| Avg. Down Week | -3.65% | -5.1% |
| Avg. Up Month | 6.16% | 18.21% |
| Avg. Down Month | -6.29% | -11.9% |
| Win Days % | 49.02% | 51.24% |
| Win Month % | 58.62% | 60.0% |
| Win Week % | 53.03% | 51.15% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |