| Metric | 11395387:btcusd:triple_med_gx:lsma205_115 | 11395387:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 59.18% | 177.72% |
| Max Drawdown | -30.03% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 38.27 | 3.59 |
| Outlier Loss Ratio | 3.72 | 3.39 |
| Volatility (ann.) | 11.48% | 26.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.5 | 0.54 |
| Skew | 1.02 | 0.19 |
| Kurtosis | 65.48 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.52% |
| Expected Yearly % | 12.32% | 29.09% |
| Kelly Criterion | 5.81% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11395387:BTCUSD | 11395387:btcusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 18.63 | -0.32 | + |
| 2023 | 155.54 | 35.94 | 0.23 | - |
| 2024 | 121.00 | -6.95 | -0.06 | - |
| 2025 | 16.76 | 6.08 | 0.36 | - |
| Metric | 11395387:btcusd:triple_med_gx:lsma205_115 | 11395387:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.15% | 31.46% |
| 6M | 6.08% | 12.77% |
| YTD | 6.08% | 16.76% |
| 1Y | -11.13% | 56.84% |
| 3Y (ann.) | 17.11% | 55.31% |
| 5Y (ann.) | 15.11% | 36.23% |
| Metric | 11395387:btcusd:triple_med_gx:lsma205_115 | 11395387:BTCUSD |
|---|---|---|
| Max Drawdown | -30.03% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.7% | -7.09% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 1.97 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -30.03 | 463 |
| 2022-04-07 | 2022-09-27 | -21.37 | 172 |
| 2023-02-02 | 2023-10-01 | -11.99 | 241 |
| 2022-02-21 | 2022-03-24 | -11.66 | 31 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-19 | -3.11 | 38 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11395387:btcusd:triple_med_gx:lsma205_115 | 11395387:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -17.86% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -17.86% | -37.12% |
| Best Year | 35.94% | 155.54% |
| Worst Year | -6.95% | -57.88% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.26% | 7.59% |
| Avg. Down Week | -3.52% | -6.02% |
| Avg. Up Month | 6.54% | 17.89% |
| Avg. Down Month | -5.55% | -12.21% |
| Win Days % | 50.0% | 51.32% |
| Win Month % | 60.61% | 60.98% |
| Win Week % | 58.06% | 50.57% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |