| Metric | 11395346:btcusd:triple_med_gx:lsma280_115 | 11395346:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 27.74% | 181.37% |
| Max Drawdown | -29.94% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.32 | 0.63 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.29 | 1.09 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 34.31 | 3.61 |
| Outlier Loss Ratio | 4.09 | 3.61 |
| Volatility (ann.) | 11.55% | 25.8% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.26 | 0.56 |
| Skew | 0.33 | 0.16 |
| Kurtosis | 53.69 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.62% |
| Expected Yearly % | 6.31% | 29.52% |
| Kelly Criterion | 2.01% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.19% |
| Expected Shortfall (cVaR) | -0.99% | -2.19% |
| Year | 11395346:BTCUSD | 11395346:btcusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -4.05 | 0.07 | + |
| 2023 | 155.54 | 21.33 | 0.14 | - |
| 2024 | 121.00 | 7.92 | 0.07 | - |
| 2025 | 16.76 | 1.68 | 0.10 | - |
| Metric | 11395346:btcusd:triple_med_gx:lsma280_115 | 11395346:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.61% | 31.46% |
| 6M | 1.68% | 12.77% |
| YTD | 1.68% | 16.76% |
| 1Y | -13.5% | 56.84% |
| 3Y (ann.) | 11.11% | 55.31% |
| 5Y (ann.) | 7.82% | 37.45% |
| Metric | 11395346:btcusd:triple_med_gx:lsma280_115 | 11395346:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.5% | -5.8% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | 0.93 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-02-02 | -29.94 | 301 |
| 2024-06-07 | 2025-06-11 | -26.46 | 369 |
| 2023-02-02 | 2023-07-13 | -14.65 | 161 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 2023-07-14 | 2023-10-01 | -5.38 | 79 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2022-03-22 | 2022-03-23 | -1.58 | 1 |
| Metric | 11395346:btcusd:triple_med_gx:lsma280_115 | 11395346: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 | 21.33% | 155.54% |
| Worst Year | -4.05% | -57.33% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.39% | 6.77% |
| Avg. Down Week | -3.76% | -5.35% |
| Avg. Up Month | 6.41% | 18.32% |
| Avg. Down Month | -7.09% | -13.15% |
| Win Days % | 48.93% | 51.26% |
| Win Month % | 60.71% | 60.0% |
| Win Week % | 53.03% | 51.45% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |