| Metric | 11395400:btcusd:triple_med_gx:lsma225_115 | 11395400:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 45.96% | 179.26% |
| Max Drawdown | -32.51% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 37.73 | 3.53 |
| Outlier Loss Ratio | 3.84 | 3.39 |
| Volatility (ann.) | 11.04% | 26.07% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.37 | 0.55 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 67.61 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.54% |
| Expected Yearly % | 9.92% | 29.27% |
| Kelly Criterion | 4.82% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11395400:BTCUSD | 11395400:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 8.18 | -0.14 | + |
| 2023 | 155.54 | 41.82 | 0.27 | - |
| 2024 | 121.00 | -9.54 | -0.08 | - |
| 2025 | 16.76 | 5.17 | 0.31 | - |
| Metric | 11395400:btcusd:triple_med_gx:lsma225_115 | 11395400:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.69% | 31.46% |
| 6M | 5.17% | 12.77% |
| YTD | 5.17% | 16.76% |
| 1Y | -10.62% | 56.84% |
| 3Y (ann.) | 15.5% | 55.31% |
| 5Y (ann.) | 12.18% | 36.63% |
| Metric | 11395400:btcusd:triple_med_gx:lsma225_115 | 11395400:BTCUSD |
|---|---|---|
| Max Drawdown | -32.51% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.56% | -6.74% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 1.41 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -32.51 | 463 |
| 2022-04-07 | 2022-11-10 | -25.76 | 216 |
| 2023-02-02 | 2023-06-21 | -8.59 | 138 |
| 2023-11-11 | 2023-12-19 | -4.68 | 38 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-27 | 2023-02-01 | -2.70 | 36 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-07-12 | 2023-09-18 | -2.42 | 67 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395400:btcusd:triple_med_gx:lsma225_115 | 11395400: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 | 41.82% | 155.54% |
| Worst Year | -9.54% | -57.65% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.71% | 7.66% |
| Avg. Down Week | -3.08% | -5.28% |
| Avg. Up Month | 5.49% | 16.7% |
| Avg. Down Month | -7.07% | -12.36% |
| Win Days % | 50.0% | 51.28% |
| Win Month % | 67.74% | 60.98% |
| Win Week % | 53.12% | 51.43% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |