| Metric | 11395399:btcusd:triple_med_gx:lsma265_115 | 11395399:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 44.6% | 184.2% |
| Max Drawdown | -26.87% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.46 | 0.64 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 34.58 | 3.6 |
| Outlier Loss Ratio | 3.98 | 3.49 |
| Volatility (ann.) | 11.46% | 25.94% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.45 | 0.56 |
| Skew | 0.98 | 0.17 |
| Kurtosis | 56.07 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.65% |
| Expected Yearly % | 9.66% | 29.84% |
| Kelly Criterion | 4.05% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.2% |
| Expected Shortfall (cVaR) | -0.98% | -2.2% |
| Year | 11395399:BTCUSD | 11395399:btcusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 9.35 | -0.16 | + |
| 2023 | 155.54 | 37.13 | 0.24 | - |
| 2024 | 121.00 | -5.59 | -0.05 | - |
| 2025 | 16.76 | 2.14 | 0.13 | - |
| Metric | 11395399:btcusd:triple_med_gx:lsma265_115 | 11395399:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.24% | 31.46% |
| 6M | 2.14% | 12.77% |
| YTD | 2.14% | 16.76% |
| 1Y | -16.42% | 56.84% |
| 3Y (ann.) | 15.95% | 55.31% |
| 5Y (ann.) | 11.97% | 37.73% |
| Metric | 11395399:btcusd:triple_med_gx:lsma265_115 | 11395399:BTCUSD |
|---|---|---|
| Max Drawdown | -26.87% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.52% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 1.66 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.87 | 463 |
| 2022-04-07 | 2022-10-25 | -26.23 | 201 |
| 2022-11-11 | 2023-07-13 | -14.61 | 244 |
| 2023-07-14 | 2023-10-01 | -4.77 | 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 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2024-02-28 | -2.62 | 70 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| Metric | 11395399:btcusd:triple_med_gx:lsma265_115 | 11395399:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -17.16% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -17.16% | -37.12% |
| Best Year | 37.13% | 155.54% |
| Worst Year | -5.59% | -56.9% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.7% | 7.0% |
| Avg. Down Week | -2.82% | -5.11% |
| Avg. Up Month | 6.49% | 19.83% |
| Avg. Down Month | -6.47% | -11.61% |
| Win Days % | 49.06% | 51.27% |
| Win Month % | 62.07% | 60.0% |
| Win Week % | 53.85% | 51.72% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |