| Metric | 11395448:btcusd:triple_med_gx:lsma230_115 | 11395448:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 36.03% | 175.9% |
| Max Drawdown | -32.17% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 36.17 | 3.59 |
| Outlier Loss Ratio | 3.74 | 3.45 |
| Volatility (ann.) | 11.4% | 26.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.3 | 0.54 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 60.77 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.51% |
| Expected Yearly % | 8.0% | 28.88% |
| Kelly Criterion | 3.32% | 3.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395448:BTCUSD | 11395448:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 13.02 | -0.22 | + |
| 2023 | 155.54 | 33.37 | 0.21 | - |
| 2024 | 121.00 | -13.18 | -0.11 | - |
| 2025 | 16.76 | 3.94 | 0.24 | - |
| Metric | 11395448:btcusd:triple_med_gx:lsma230_115 | 11395448:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.33% | 31.46% |
| 6M | 3.94% | 12.77% |
| YTD | 3.94% | 16.76% |
| 1Y | -7.06% | 56.84% |
| 3Y (ann.) | 14.04% | 55.31% |
| 5Y (ann.) | 9.81% | 36.16% |
| Metric | 11395448:btcusd:triple_med_gx:lsma230_115 | 11395448:BTCUSD |
|---|---|---|
| Max Drawdown | -32.17% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.16% | -7.12% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 1.12 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -32.17 | 463 |
| 2022-03-25 | 2022-09-27 | -22.93 | 185 |
| 2023-02-02 | 2023-07-13 | -7.97 | 161 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -3.90 | 34 |
| 2023-12-22 | 2024-03-04 | -3.78 | 72 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2022-11-11 | 2023-02-01 | -3.16 | 82 |
| Metric | 11395448:btcusd:triple_med_gx:lsma230_115 | 11395448:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -14.21% | -37.12% |
| Best Year | 33.37% | 155.54% |
| Worst Year | -13.18% | -58.16% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.91% | 6.36% |
| Avg. Down Week | -3.52% | -5.3% |
| Avg. Up Month | 6.12% | 14.49% |
| Avg. Down Month | -6.21% | -13.56% |
| Win Days % | 49.94% | 51.29% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 56.25% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |