| Metric | 11395395:btcusd:triple_med_gx:lsma250_115 | 11395395:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 28.8% | 161.59% |
| Max Drawdown | -30.88% | -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 | 1.07 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 35.82 | 3.57 |
| Outlier Loss Ratio | 3.85 | 3.47 |
| Volatility (ann.) | 11.29% | 25.96% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.26 | 0.51 |
| Skew | 0.75 | 0.16 |
| Kurtosis | 57.63 | 6.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.43% |
| Expected Yearly % | 6.53% | 27.18% |
| Kelly Criterion | 3.0% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395395:BTCUSD | 11395395:btcusd:triple_med_gx:lsma250_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | 2.31 | -0.04 | + |
| 2023 | 155.54 | 33.25 | 0.21 | - |
| 2024 | 121.00 | -8.89 | -0.07 | - |
| 2025 | 16.76 | 3.69 | 0.22 | - |
| Metric | 11395395:btcusd:triple_med_gx:lsma250_115 | 11395395:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.82% | 31.46% |
| 6M | 3.69% | 12.77% |
| YTD | 3.69% | 16.76% |
| 1Y | -14.38% | 56.84% |
| 3Y (ann.) | 14.44% | 55.31% |
| 5Y (ann.) | 8.04% | 34.14% |
| Metric | 11395395:btcusd:triple_med_gx:lsma250_115 | 11395395:BTCUSD |
|---|---|---|
| Max Drawdown | -30.88% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -6.11% | -6.76% |
| Avg. Drawdown Days | 73.0 | 35.0 |
| Recovery Factor | 0.93 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2022-11-10 | -30.88 | 250 |
| 2024-03-05 | 2025-06-11 | -28.44 | 463 |
| 2022-11-11 | 2023-10-20 | -12.29 | 343 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11395395:btcusd:triple_med_gx:lsma250_115 | 11395395: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 | 33.25% | 155.54% |
| Worst Year | -8.89% | -60.33% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.93% | 7.12% |
| Avg. Down Week | -3.03% | -5.14% |
| Avg. Up Month | 6.7% | 20.65% |
| Avg. Down Month | -6.52% | -11.61% |
| Win Days % | 49.66% | 51.26% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 48.44% | 50.86% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |