| Metric | 11395396:btcusd:triple_med_gx:lsma255_115 | 11395396:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 45.21% | 176.19% |
| Max Drawdown | -26.56% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 35.22 | 3.6 |
| Outlier Loss Ratio | 3.89 | 3.45 |
| Volatility (ann.) | 11.36% | 25.94% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.45 | 0.54 |
| Skew | 1.0 | 0.17 |
| Kurtosis | 57.55 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.57% |
| Expected Yearly % | 9.77% | 28.92% |
| Kelly Criterion | 4.53% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.2% |
| Expected Shortfall (cVaR) | -0.97% | -2.2% |
| Year | 11395396:BTCUSD | 11395396:btcusd:triple_med_gx:lsma255_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | 9.00 | -0.15 | + |
| 2023 | 155.54 | 33.53 | 0.22 | - |
| 2024 | 121.00 | -3.08 | -0.03 | - |
| 2025 | 16.76 | 2.93 | 0.18 | - |
| Metric | 11395396:btcusd:triple_med_gx:lsma255_115 | 11395396:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.54% | 31.46% |
| 6M | 2.93% | 12.77% |
| YTD | 2.93% | 16.76% |
| 1Y | -14.58% | 56.84% |
| 3Y (ann.) | 16.46% | 55.31% |
| 5Y (ann.) | 12.08% | 36.42% |
| Metric | 11395396:btcusd:triple_med_gx:lsma255_115 | 11395396:BTCUSD |
|---|---|---|
| Max Drawdown | -26.56% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.25% | -6.42% |
| Avg. Drawdown Days | 56.0 | 34.0 |
| Recovery Factor | 1.7 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-10-25 | -26.56 | 201 |
| 2024-06-07 | 2025-06-11 | -25.56 | 369 |
| 2023-02-02 | 2023-10-20 | -12.86 | 259 |
| 2024-03-05 | 2024-06-05 | -11.74 | 92 |
| 2022-11-11 | 2023-02-01 | -5.22 | 82 |
| 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 |
| 2022-10-26 | 2022-11-10 | -1.52 | 14 |
| Metric | 11395396:btcusd:triple_med_gx:lsma255_115 | 11395396: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 | 33.53% | 155.54% |
| Worst Year | -3.08% | -58.11% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.83% | 7.01% |
| Avg. Down Week | -2.84% | -5.11% |
| Avg. Up Month | 6.65% | 19.92% |
| Avg. Down Month | -6.58% | -11.61% |
| Win Days % | 49.66% | 51.27% |
| Win Month % | 58.62% | 60.0% |
| Win Week % | 50.79% | 51.15% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |