| Metric | 11395393:btcusd:triple_med_gx:lsma240_115 | 11395393:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 36.86% | 145.27% |
| Max Drawdown | -29.73% | -67.18% |
| Sharpe | 0.27 | 0.39 |
| Sortino | 0.41 | 0.57 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.33 | 1.05 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 37.56 | 3.55 |
| Outlier Loss Ratio | 3.89 | 3.4 |
| Volatility (ann.) | 10.97% | 25.96% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.34 | 0.47 |
| Skew | 0.83 | 0.16 |
| Kurtosis | 63.28 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.27% |
| Expected Yearly % | 8.16% | 25.14% |
| Kelly Criterion | 3.61% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11395393:BTCUSD | 11395393:btcusd:triple_med_gx:lsma240_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | 7.34 | -0.12 | + |
| 2023 | 155.54 | 37.04 | 0.24 | - |
| 2024 | 121.00 | -10.52 | -0.09 | - |
| 2025 | 16.76 | 3.98 | 0.24 | - |
| Metric | 11395393:btcusd:triple_med_gx:lsma240_115 | 11395393:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.54% | 31.46% |
| 6M | 3.98% | 12.77% |
| YTD | 3.98% | 16.76% |
| 1Y | -14.68% | 56.84% |
| 3Y (ann.) | 14.07% | 55.31% |
| 5Y (ann.) | 10.04% | 31.47% |
| Metric | 11395393:btcusd:triple_med_gx:lsma240_115 | 11395393:BTCUSD |
|---|---|---|
| Max Drawdown | -29.73% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.2% |
| Avg. Drawdown Days | 45.0 | 39.0 |
| Recovery Factor | 1.24 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.73 | 463 |
| 2022-04-07 | 2022-10-26 | -26.40 | 201 |
| 2023-02-02 | 2023-10-01 | -10.82 | 241 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-11-11 | 2023-02-01 | -3.73 | 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 | 11395393:btcusd:triple_med_gx:lsma240_115 | 11395393: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 | 37.04% | 155.54% |
| Worst Year | -10.52% | -62.8% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.56% | 7.03% |
| Avg. Down Week | -3.01% | -5.47% |
| Avg. Up Month | 5.99% | 17.48% |
| Avg. Down Month | -7.52% | -12.87% |
| Win Days % | 49.59% | 51.23% |
| Win Month % | 56.67% | 60.0% |
| Win Week % | 52.38% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |