| Metric | 11395439:btcusd:triple_med_gx:lsma185_115 | 11395439:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 34.07% | 147.16% |
| Max Drawdown | -26.24% | -67.18% |
| Sharpe | 0.25 | 0.39 |
| Sortino | 0.38 | 0.57 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 41.99 | 3.56 |
| Outlier Loss Ratio | 3.55 | 3.33 |
| Volatility (ann.) | 11.12% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.35 | 0.47 |
| Skew | 1.08 | 0.18 |
| Kurtosis | 72.62 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.23% |
| Expected Yearly % | 7.61% | 25.39% |
| Kelly Criterion | 3.68% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11395439:BTCUSD | 11395439:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 19.07 | -0.31 | + |
| 2023 | 155.54 | 19.44 | 0.12 | - |
| 2024 | 121.00 | -5.90 | -0.05 | - |
| 2025 | 16.76 | 0.18 | 0.01 | - |
| Metric | 11395439:btcusd:triple_med_gx:lsma185_115 | 11395439:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.15% | 31.46% |
| 6M | 0.18% | 12.77% |
| YTD | 0.18% | 16.76% |
| 1Y | -7.94% | 56.84% |
| 3Y (ann.) | 9.91% | 55.31% |
| 5Y (ann.) | 9.24% | 31.36% |
| Metric | 11395439:btcusd:triple_med_gx:lsma185_115 | 11395439:BTCUSD |
|---|---|---|
| Max Drawdown | -26.24% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.33% | -7.67% |
| Avg. Drawdown Days | 57.0 | 38.0 |
| Recovery Factor | 1.3 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.24 | 463 |
| 2022-03-25 | 2022-07-28 | -17.97 | 125 |
| 2022-02-19 | 2022-03-22 | -14.04 | 31 |
| 2023-04-05 | 2023-10-23 | -7.97 | 200 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-07-30 | 2022-09-27 | -5.96 | 58 |
| 2023-11-11 | 2023-12-20 | -4.00 | 39 |
| 2023-12-22 | 2024-03-03 | -3.15 | 72 |
| 2023-02-02 | 2023-04-05 | -2.59 | 61 |
| Metric | 11395439:btcusd:triple_med_gx:lsma185_115 | 11395439:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -14.27% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -14.27% | -37.12% |
| Best Year | 19.44% | 155.54% |
| Worst Year | -5.9% | -62.52% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 4.46% | 7.02% |
| Avg. Down Week | -4.32% | -5.92% |
| Avg. Up Month | 7.26% | 11.96% |
| Avg. Down Month | -5.71% | -13.92% |
| Win Days % | 49.65% | 51.25% |
| Win Month % | 57.58% | 58.54% |
| Win Week % | 56.9% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |