| Metric | 11395449:btcusd:triple_med_gx:lsma235_115 | 11395449:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 50.19% | 163.01% |
| Max Drawdown | -23.92% | -67.18% |
| Sharpe | 0.33 | 0.41 |
| Sortino | 0.5 | 0.6 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 35.55 | 3.6 |
| Outlier Loss Ratio | 3.79 | 3.45 |
| Volatility (ann.) | 11.46% | 25.97% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.55 | 0.51 |
| Skew | 1.34 | 0.16 |
| Kurtosis | 60.78 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.39% |
| Expected Yearly % | 10.7% | 27.35% |
| Kelly Criterion | 4.77% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11395449:BTCUSD | 11395449:btcusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 15.89 | -0.26 | + |
| 2023 | 155.54 | 25.48 | 0.16 | - |
| 2024 | 121.00 | -0.55 | -0.00 | - |
| 2025 | 16.76 | 3.86 | 0.23 | - |
| Metric | 11395449:btcusd:triple_med_gx:lsma235_115 | 11395449:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.24% | 31.46% |
| 6M | 3.86% | 12.77% |
| YTD | 3.86% | 16.76% |
| 1Y | -2.18% | 56.84% |
| 3Y (ann.) | 17.67% | 55.31% |
| 5Y (ann.) | 13.18% | 34.23% |
| Metric | 11395449:btcusd:triple_med_gx:lsma235_115 | 11395449:BTCUSD |
|---|---|---|
| Max Drawdown | -23.92% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.29% | -7.2% |
| Avg. Drawdown Days | 42.0 | 39.0 |
| Recovery Factor | 2.1 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.92 | 369 |
| 2022-03-25 | 2022-08-13 | -22.40 | 140 |
| 2024-03-05 | 2024-06-05 | -12.33 | 92 |
| 2023-02-02 | 2023-10-01 | -8.99 | 241 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-16 | 2024-03-04 | -6.33 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2022-11-11 | 2023-02-01 | -3.16 | 82 |
| Metric | 11395449:btcusd:triple_med_gx:lsma235_115 | 11395449: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 | 25.48% | 155.54% |
| Worst Year | -0.55% | -60.11% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.07% | 6.12% |
| Avg. Down Week | -3.43% | -5.14% |
| Avg. Up Month | 6.79% | 15.6% |
| Avg. Down Month | -6.0% | -13.56% |
| Win Days % | 49.94% | 51.28% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 58.06% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |