| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 41.72% | 172.16% |
| Max Drawdown | -28.0% | -67.18% |
| Sharpe | 0.29 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 38.29 | 3.59 |
| Outlier Loss Ratio | 3.63 | 3.43 |
| Volatility (ann.) | 11.58% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.4 | 0.53 |
| Skew | 1.07 | 0.19 |
| Kurtosis | 64.33 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.47% |
| Expected Yearly % | 9.11% | 28.44% |
| Kelly Criterion | 4.0% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11395441:BTCUSD | 11395441:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 17.17 | -0.29 | + |
| 2023 | 155.54 | 28.17 | 0.18 | - |
| 2024 | 121.00 | -7.91 | -0.07 | - |
| 2025 | 16.76 | 2.47 | 0.15 | - |
| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.98% | 31.46% |
| 6M | 2.47% | 12.77% |
| YTD | 2.47% | 16.76% |
| 1Y | -7.32% | 56.84% |
| 3Y (ann.) | 11.83% | 55.31% |
| 5Y (ann.) | 11.1% | 35.29% |
| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| Max Drawdown | -28.0% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.19% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 1.49 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.00 | 463 |
| 2022-03-25 | 2022-07-27 | -17.07 | 124 |
| 2022-02-19 | 2022-03-22 | -14.04 | 31 |
| 2023-02-02 | 2023-06-21 | -8.17 | 138 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-07-30 | 2022-09-27 | -6.33 | 58 |
| 2023-11-11 | 2024-03-03 | -5.45 | 113 |
| 2023-07-12 | 2023-09-18 | -2.84 | 67 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -12.57% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -15.25% | -37.12% |
| Best Year | 28.17% | 155.54% |
| Worst Year | -7.91% | -58.73% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.3% | 7.47% |
| Avg. Down Week | -4.28% | -5.92% |
| Avg. Up Month | 7.75% | 12.95% |
| Avg. Down Month | -4.85% | -15.62% |
| Win Days % | 49.81% | 51.29% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 59.32% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |