| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 48.57% | 180.16% |
| Max Drawdown | -30.21% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.1 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 32.21 | 3.64 |
| Outlier Loss Ratio | 4.13 | 3.67 |
| Volatility (ann.) | 11.96% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.43 | 0.56 |
| Skew | 1.27 | 0.17 |
| Kurtosis | 52.44 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.61% |
| Expected Yearly % | 10.4% | 29.38% |
| Kelly Criterion | 4.48% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11395404:BTCUSD | 11395404:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | 2.86 | -0.05 | + |
| 2023 | 155.54 | 43.56 | 0.28 | - |
| 2024 | 121.00 | -0.07 | -0.00 | - |
| 2025 | 16.76 | 0.68 | 0.04 | - |
| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.65% | 31.46% |
| 6M | 0.68% | 12.77% |
| YTD | 0.68% | 16.76% |
| 1Y | -8.06% | 56.84% |
| 3Y (ann.) | 14.53% | 55.31% |
| 5Y (ann.) | 12.97% | 37.34% |
| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| Max Drawdown | -30.21% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.0% | -5.72% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 1.61 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -30.21 | 463 |
| 2022-04-07 | 2022-11-10 | -26.56 | 217 |
| 2022-11-11 | 2023-06-21 | -15.30 | 222 |
| 2023-07-14 | 2023-10-02 | -6.06 | 80 |
| 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 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-10-08 | 2023-10-20 | -1.91 | 12 |
| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404: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 | 43.56% | 155.54% |
| Worst Year | -0.07% | -57.51% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.16% | 6.93% |
| Avg. Down Week | -3.8% | -5.11% |
| Avg. Up Month | 7.14% | 18.5% |
| Avg. Down Month | -7.11% | -13.15% |
| Win Days % | 49.01% | 51.25% |
| Win Month % | 62.07% | 60.0% |
| Win Week % | 56.72% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |