| Metric | 11395397:btcusd:triple_med_gx:lsma260_115 | 11395397:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 33.77% | 183.58% |
| Max Drawdown | -27.71% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.38 | 0.63 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 35.08 | 3.59 |
| Outlier Loss Ratio | 3.93 | 3.48 |
| Volatility (ann.) | 11.42% | 25.93% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.34 | 0.56 |
| Skew | 0.93 | 0.17 |
| Kurtosis | 56.79 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.64% |
| Expected Yearly % | 7.54% | 29.77% |
| Kelly Criterion | 3.2% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.2% |
| Expected Shortfall (cVaR) | -0.98% | -2.2% |
| Year | 11395397:BTCUSD | 11395397:btcusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 7.75 | -0.14 | + |
| 2023 | 155.54 | 28.51 | 0.18 | - |
| 2024 | 121.00 | -6.63 | -0.05 | - |
| 2025 | 16.76 | 3.47 | 0.21 | - |
| Metric | 11395397:btcusd:triple_med_gx:lsma260_115 | 11395397:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.03% | 31.46% |
| 6M | 3.47% | 12.77% |
| YTD | 3.47% | 16.76% |
| 1Y | -16.39% | 56.84% |
| 3Y (ann.) | 13.23% | 55.31% |
| 5Y (ann.) | 9.32% | 37.6% |
| Metric | 11395397:btcusd:triple_med_gx:lsma260_115 | 11395397:BTCUSD |
|---|---|---|
| Max Drawdown | -27.71% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.26% | -6.22% |
| Avg. Drawdown Days | 67.0 | 33.0 |
| Recovery Factor | 1.22 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.71 | 463 |
| 2022-04-07 | 2022-10-25 | -26.44 | 201 |
| 2022-11-11 | 2023-10-20 | -14.67 | 343 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-28 | -4.55 | 104 |
| 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 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11395397:btcusd:triple_med_gx:lsma260_115 | 11395397: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 | 28.51% | 155.54% |
| Worst Year | -6.63% | -56.99% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.52% | 7.06% |
| Avg. Down Week | -3.06% | -5.11% |
| Avg. Up Month | 5.92% | 19.81% |
| Avg. Down Month | -6.77% | -11.61% |
| Win Days % | 49.22% | 51.28% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.12% | 51.72% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |