| Metric | 11395391:btcusd:triple_med_gx:lsma230_115 | 11395391:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 27.42% | 175.9% |
| Max Drawdown | -36.75% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.33 | 0.62 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 38.08 | 3.55 |
| Outlier Loss Ratio | 3.78 | 3.41 |
| Volatility (ann.) | 10.98% | 26.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.21 | 0.54 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 62.81 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.51% |
| Expected Yearly % | 6.25% | 28.88% |
| Kelly Criterion | 2.96% | 2.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11395391:BTCUSD | 11395391:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 10.11 | -0.17 | + |
| 2023 | 155.54 | 37.05 | 0.24 | - |
| 2024 | 121.00 | -19.62 | -0.16 | - |
| 2025 | 16.76 | 5.04 | 0.30 | - |
| Metric | 11395391:btcusd:triple_med_gx:lsma230_115 | 11395391:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.57% | 31.46% |
| 6M | 5.04% | 12.77% |
| YTD | 5.04% | 16.76% |
| 1Y | -20.27% | 56.84% |
| 3Y (ann.) | 11.21% | 55.31% |
| 5Y (ann.) | 7.65% | 36.16% |
| Metric | 11395391:btcusd:triple_med_gx:lsma230_115 | 11395391:BTCUSD |
|---|---|---|
| Max Drawdown | -36.75% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.92% | -7.12% |
| Avg. Drawdown Days | 40.0 | 38.0 |
| Recovery Factor | 0.75 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -36.75 | 463 |
| 2022-04-07 | 2022-10-26 | -27.45 | 202 |
| 2023-02-02 | 2023-10-01 | -9.77 | 241 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-27 | 2023-02-01 | -2.52 | 36 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| Metric | 11395391:btcusd:triple_med_gx:lsma230_115 | 11395391:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -18.95% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -18.95% | -37.12% |
| Best Year | 37.05% | 155.54% |
| Worst Year | -19.62% | -58.16% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.69% | 7.16% |
| Avg. Down Week | -3.71% | -5.52% |
| Avg. Up Month | 5.51% | 17.48% |
| Avg. Down Month | -8.11% | -12.87% |
| Win Days % | 50.18% | 51.29% |
| Win Month % | 63.33% | 60.98% |
| Win Week % | 54.84% | 50.86% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |