| Metric | 11395392:btcusd:triple_med_gx:lsma235_115 | 11395392:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.78% | 163.01% |
| Max Drawdown | -34.09% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.34 | 0.6 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 37.56 | 3.59 |
| Outlier Loss Ratio | 3.8 | 3.41 |
| Volatility (ann.) | 11.06% | 25.97% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.23 | 0.51 |
| Skew | 0.8 | 0.16 |
| Kurtosis | 61.28 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.39% |
| Expected Yearly % | 6.53% | 27.35% |
| Kelly Criterion | 3.18% | 3.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11395392:BTCUSD | 11395392:btcusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 8.02 | -0.13 | + |
| 2023 | 155.54 | 37.00 | 0.24 | - |
| 2024 | 121.00 | -16.24 | -0.13 | - |
| 2025 | 16.76 | 3.89 | 0.23 | - |
| Metric | 11395392:btcusd:triple_med_gx:lsma235_115 | 11395392:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.46% | 31.46% |
| 6M | 3.89% | 12.77% |
| YTD | 3.89% | 16.76% |
| 1Y | -20.2% | 56.84% |
| 3Y (ann.) | 11.78% | 55.31% |
| 5Y (ann.) | 8.0% | 34.23% |
| Metric | 11395392:btcusd:triple_med_gx:lsma235_115 | 11395392:BTCUSD |
|---|---|---|
| Max Drawdown | -34.09% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.1% | -7.2% |
| Avg. Drawdown Days | 45.0 | 39.0 |
| Recovery Factor | 0.84 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -34.09 | 463 |
| 2022-04-07 | 2022-10-26 | -26.40 | 201 |
| 2023-02-02 | 2023-10-01 | -10.13 | 241 |
| 2023-11-16 | 2023-12-20 | -4.89 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -3.77 | 82 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| 2023-12-22 | 2024-02-28 | -1.53 | 68 |
| Metric | 11395392:btcusd:triple_med_gx:lsma235_115 | 11395392: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 | 37.0% | 155.54% |
| Worst Year | -16.24% | -60.11% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.55% | 7.16% |
| Avg. Down Week | -3.35% | -5.47% |
| Avg. Up Month | 5.48% | 19.38% |
| Avg. Down Month | -8.11% | -12.87% |
| Win Days % | 49.77% | 51.28% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 53.97% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |