| Metric | 11395347:btcusd:triple_med_gx:lsma285_115 | 11395347:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 47.54% | 178.58% |
| Max Drawdown | -29.94% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.63 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.4 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 33.19 | 3.64 |
| Outlier Loss Ratio | 4.02 | 3.55 |
| Volatility (ann.) | 11.82% | 25.81% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.42 | 0.55 |
| Skew | 0.75 | 0.16 |
| Kurtosis | 54.16 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.59% |
| Expected Yearly % | 10.21% | 29.19% |
| Kelly Criterion | 3.89% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.19% |
| Expected Shortfall (cVaR) | -1.01% | -2.19% |
| Year | 11395347:BTCUSD | 11395347:btcusd:triple_med_gx:lsma285_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | -4.47 | 0.08 | + |
| 2023 | 155.54 | 27.35 | 0.18 | - |
| 2024 | 121.00 | 18.50 | 0.15 | - |
| 2025 | 16.76 | 2.34 | 0.14 | - |
| Metric | 11395347:btcusd:triple_med_gx:lsma285_115 | 11395347:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.58% | 31.46% |
| 6M | 2.34% | 12.77% |
| YTD | 2.34% | 16.76% |
| 1Y | -4.08% | 56.84% |
| 3Y (ann.) | 16.67% | 55.31% |
| 5Y (ann.) | 12.72% | 37.07% |
| Metric | 11395347:btcusd:triple_med_gx:lsma285_115 | 11395347:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -67.18% |
| Longest DD Days | 439.0 | 683.0 |
| Avg. Drawdown | -4.56% | -5.8% |
| Avg. Drawdown Days | 47.0 | 31.0 |
| Recovery Factor | 1.59 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-21 | -29.94 | 439 |
| 2024-06-07 | 2025-05-10 | -26.21 | 337 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 2025-05-19 | 2025-06-11 | -8.95 | 23 |
| 2023-07-14 | 2023-10-01 | -5.78 | 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 |
| 2025-05-11 | 2025-05-18 | -2.32 | 7 |
| Metric | 11395347:btcusd:triple_med_gx:lsma285_115 | 11395347: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 | 27.35% | 155.54% |
| Worst Year | -4.47% | -57.75% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.05% | 6.77% |
| Avg. Down Week | -3.85% | -5.35% |
| Avg. Up Month | 7.31% | 18.23% |
| Avg. Down Month | -7.12% | -13.15% |
| Win Days % | 49.26% | 51.26% |
| Win Month % | 60.71% | 60.0% |
| Win Week % | 52.24% | 51.45% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |