| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.79% | 161.95% |
| Max Drawdown | -25.2% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 57.87 | 3.16 |
| Outlier Loss Ratio | 3.46 | 3.02 |
| Volatility (ann.) | 8.51% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.26 | 0.5 |
| Skew | 1.75 | 0.18 |
| Kurtosis | 75.19 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.38% |
| Expected Yearly % | 5.48% | 27.22% |
| Kelly Criterion | 1.61% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11395377:BTCUSD | 11395377:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.35 | 0.07 | + |
| 2023 | 155.54 | 29.26 | 0.19 | - |
| 2024 | 121.00 | 4.09 | 0.03 | - |
| 2025 | 16.76 | -3.81 | -0.23 | - |
| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.81% | 31.46% |
| 6M | -3.81% | 12.77% |
| YTD | -3.81% | 16.76% |
| 1Y | -14.05% | 56.84% |
| 3Y (ann.) | 12.55% | 55.31% |
| 5Y (ann.) | 6.59% | 33.36% |
| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| Max Drawdown | -25.2% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -5.06% | -7.17% |
| Avg. Drawdown Days | 81.0 | 37.0 |
| Recovery Factor | 0.94 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -25.20 | 463 |
| 2022-04-07 | 2023-10-20 | -24.02 | 560 |
| 2022-02-19 | 2022-03-24 | -8.89 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-02-28 | -3.13 | 50 |
| 2023-12-19 | 2024-01-08 | -2.62 | 19 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| Metric | 11395377:btcusd:triple_med_gx:lsma145_115 | 11395377:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -11.2% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 29.26% | 155.54% |
| Worst Year | -4.35% | -60.27% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.83% | -0.92% |
| Avg. Up Week | 4.76% | 7.64% |
| Avg. Down Week | -3.02% | -6.03% |
| Avg. Up Month | 5.96% | 14.98% |
| Avg. Down Month | -3.73% | -11.82% |
| Win Days % | 46.04% | 51.28% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 43.64% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |