| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 43.33% | 151.49% |
| Max Drawdown | -28.41% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.45 | 0.58 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.36 | 1.05 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 36.47 | 3.57 |
| Outlier Loss Ratio | 3.89 | 3.42 |
| Volatility (ann.) | 11.11% | 25.96% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.41 | 0.48 |
| Skew | 0.85 | 0.16 |
| Kurtosis | 60.72 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.33% |
| Expected Yearly % | 9.42% | 25.93% |
| Kelly Criterion | 4.5% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11395394:BTCUSD | 11395394:btcusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | 10.44 | -0.17 | + |
| 2023 | 155.54 | 36.86 | 0.24 | - |
| 2024 | 121.00 | -9.71 | -0.08 | - |
| 2025 | 16.76 | 5.03 | 0.30 | - |
| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.46% | 31.46% |
| 6M | 5.03% | 12.77% |
| YTD | 5.03% | 16.76% |
| 1Y | -14.07% | 56.84% |
| 3Y (ann.) | 15.6% | 55.31% |
| 5Y (ann.) | 11.61% | 32.51% |
| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| Max Drawdown | -28.41% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.87% | -7.13% |
| Avg. Drawdown Days | 43.0 | 39.0 |
| Recovery Factor | 1.53 | 2.26 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.41 | 463 |
| 2022-04-07 | 2022-10-04 | -25.89 | 180 |
| 2022-11-11 | 2023-10-02 | -12.61 | 325 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-10-05 | 2022-10-17 | -1.97 | 12 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394: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 | 36.86% | 155.54% |
| Worst Year | -9.71% | -61.86% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 4.07% | 6.98% |
| Avg. Down Week | -3.03% | -5.52% |
| Avg. Up Month | 7.27% | 18.98% |
| Avg. Down Month | -7.27% | -12.87% |
| Win Days % | 49.83% | 51.27% |
| Win Month % | 55.17% | 60.0% |
| Win Week % | 50.0% | 50.86% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |