| Metric | 11395398:btcusd:triple_med_gx:lsma270_115 | 11395398:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 44.7% | 158.52% |
| Max Drawdown | -28.27% | -67.18% |
| Sharpe | 0.3 | 0.41 |
| Sortino | 0.45 | 0.59 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 33.45 | 3.62 |
| Outlier Loss Ratio | 4.12 | 3.65 |
| Volatility (ann.) | 11.75% | 25.87% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.42 | 0.5 |
| Skew | 0.79 | 0.14 |
| Kurtosis | 53.22 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.4% |
| Expected Yearly % | 9.68% | 26.8% |
| Kelly Criterion | 3.54% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.2% |
| Expected Shortfall (cVaR) | -1.0% | -2.2% |
| Year | 11395398:BTCUSD | 11395398:btcusd:triple_med_gx:lsma270_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 3.88 | -0.06 | + |
| 2023 | 155.54 | 37.67 | 0.24 | - |
| 2024 | 121.00 | 0.70 | 0.01 | - |
| 2025 | 16.76 | 0.48 | 0.03 | - |
| Metric | 11395398:btcusd:triple_med_gx:lsma270_115 | 11395398:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.84% | 31.46% |
| 6M | 0.48% | 12.77% |
| YTD | 0.48% | 16.76% |
| 1Y | -10.52% | 56.84% |
| 3Y (ann.) | 14.81% | 55.31% |
| 5Y (ann.) | 12.0% | 33.82% |
| Metric | 11395398:btcusd:triple_med_gx:lsma270_115 | 11395398:BTCUSD |
|---|---|---|
| Max Drawdown | -28.27% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.69% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 1.58 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.27 | 463 |
| 2022-04-07 | 2022-11-10 | -26.44 | 216 |
| 2022-11-11 | 2023-07-12 | -14.61 | 243 |
| 2023-07-14 | 2023-10-01 | -4.91 | 79 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2024-02-28 | -2.97 | 70 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| Metric | 11395398:btcusd:triple_med_gx:lsma270_115 | 11395398: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 | 37.67% | 155.54% |
| Worst Year | 0.48% | -60.79% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.71% | 6.96% |
| Avg. Down Week | -3.4% | -5.11% |
| Avg. Up Month | 6.21% | 17.85% |
| Avg. Down Month | -7.01% | -13.15% |
| Win Days % | 48.81% | 51.24% |
| Win Month % | 65.52% | 60.0% |
| Win Week % | 57.58% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |