| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.1% | 153.56% |
| Max Drawdown | -28.33% | -67.18% |
| Sharpe | 0.15 | 0.4 |
| Sortino | 0.23 | 0.57 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.66 | 1.06 |
| CPC Index | 0.56 | 0.53 |
| Tail Ratio | 0.61 | 0.99 |
| Outlier Win Ratio | 53.24 | 3.26 |
| Outlier Loss Ratio | 3.32 | 3.16 |
| Volatility (ann.) | 9.08% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.14 | 0.48 |
| Skew | 0.85 | 0.18 |
| Kurtosis | 66.77 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.3% |
| Expected Yearly % | 3.35% | 26.19% |
| Kelly Criterion | 1.3% | 0.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11395433:BTCUSD | 11395433:btcusd:triple_med_gx:lsma155_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 9.38 | -0.15 | + |
| 2023 | 155.54 | 28.84 | 0.19 | - |
| 2024 | 121.00 | -17.58 | -0.15 | - |
| 2025 | 16.76 | -1.77 | -0.11 | - |
| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.46% | 31.46% |
| 6M | -1.77% | 12.77% |
| YTD | -1.77% | 16.76% |
| 1Y | -16.71% | 56.84% |
| 3Y (ann.) | 7.52% | 55.31% |
| 5Y (ann.) | 4.03% | 32.13% |
| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| Max Drawdown | -28.33% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.18% | -7.53% |
| Avg. Drawdown Days | 53.0 | 40.0 |
| Recovery Factor | 0.5 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.33 | 463 |
| 2022-03-25 | 2022-07-28 | -18.16 | 125 |
| 2022-07-30 | 2022-12-20 | -9.81 | 142 |
| 2022-02-19 | 2022-03-22 | -8.89 | 31 |
| 2023-06-09 | 2023-10-04 | -5.13 | 116 |
| 2023-12-20 | 2024-03-04 | -3.94 | 74 |
| 2023-11-11 | 2023-12-20 | -2.75 | 39 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-02-02 | 2023-04-05 | -2.24 | 61 |
| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -9.29% | -37.12% |
| Best Year | 28.84% | 155.54% |
| Worst Year | -17.58% | -61.55% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.88% | -0.97% |
| Avg. Up Week | 4.29% | 6.13% |
| Avg. Down Week | -4.07% | -6.42% |
| Avg. Up Month | 6.13% | 12.42% |
| Avg. Down Month | -5.49% | -17.95% |
| Win Days % | 49.45% | 51.28% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 52.73% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |