| Metric | 11395402:btcusd:triple_med_gx:lsma280_115 | 11395402:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 47.75% | 181.37% |
| Max Drawdown | -28.56% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 33.41 | 3.62 |
| Outlier Loss Ratio | 4.11 | 3.61 |
| Volatility (ann.) | 11.79% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.45 | 0.56 |
| Skew | 1.28 | 0.16 |
| Kurtosis | 54.9 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.62% |
| Expected Yearly % | 10.25% | 29.52% |
| Kelly Criterion | 4.24% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.19% |
| Expected Shortfall (cVaR) | -1.0% | -2.19% |
| Year | 11395402:BTCUSD | 11395402:btcusd:triple_med_gx:lsma280_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 0.97 | -0.02 | + |
| 2023 | 155.54 | 47.34 | 0.30 | - |
| 2024 | 121.00 | -0.58 | -0.00 | - |
| 2025 | 16.76 | -0.10 | -0.01 | - |
| Metric | 11395402:btcusd:triple_med_gx:lsma280_115 | 11395402:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.41% | 31.46% |
| 6M | -0.1% | 12.77% |
| YTD | -0.1% | 16.76% |
| 1Y | -11.88% | 56.84% |
| 3Y (ann.) | 14.85% | 55.31% |
| 5Y (ann.) | 12.75% | 37.45% |
| Metric | 11395402:btcusd:triple_med_gx:lsma280_115 | 11395402:BTCUSD |
|---|---|---|
| Max Drawdown | -28.56% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.71% | -5.8% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 1.67 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.56 | 463 |
| 2022-04-07 | 2022-11-10 | -26.56 | 217 |
| 2022-11-11 | 2023-06-21 | -15.04 | 222 |
| 2023-07-14 | 2023-10-01 | -4.83 | 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 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| 2023-06-21 | 2023-07-11 | -1.50 | 19 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11395402:btcusd:triple_med_gx:lsma280_115 | 11395402: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 | 47.34% | 155.54% |
| Worst Year | -0.58% | -57.33% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 4.22% | 6.87% |
| Avg. Down Week | -3.56% | -5.11% |
| Avg. Up Month | 7.36% | 18.53% |
| Avg. Down Month | -7.16% | -13.15% |
| Win Days % | 48.76% | 51.26% |
| Win Month % | 63.33% | 60.0% |
| Win Week % | 55.22% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |