| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 41.7% | 151.49% |
| Max Drawdown | -23.24% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.44 | 0.58 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 35.54 | 3.57 |
| Outlier Loss Ratio | 3.8 | 3.46 |
| Volatility (ann.) | 11.32% | 25.96% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.48 | 0.48 |
| Skew | 0.94 | 0.16 |
| Kurtosis | 58.44 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.33% |
| Expected Yearly % | 9.1% | 25.93% |
| Kelly Criterion | 4.41% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395451:BTCUSD | 11395451:btcusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | 10.68 | -0.17 | + |
| 2023 | 155.54 | 24.27 | 0.16 | - |
| 2024 | 121.00 | 0.48 | 0.00 | - |
| 2025 | 16.76 | 2.53 | 0.15 | - |
| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.88% | 31.46% |
| 6M | 2.53% | 12.77% |
| YTD | 2.53% | 16.76% |
| 1Y | -1.38% | 56.84% |
| 3Y (ann.) | 16.19% | 55.31% |
| 5Y (ann.) | 11.22% | 32.51% |
| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| Max Drawdown | -23.24% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.45% | -7.13% |
| Avg. Drawdown Days | 67.0 | 39.0 |
| Recovery Factor | 1.79 | 2.26 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2022-09-23 | -23.24 | 182 |
| 2024-03-05 | 2025-06-11 | -21.81 | 463 |
| 2022-11-11 | 2023-10-20 | -10.19 | 343 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-16 | 2024-03-04 | -5.83 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2022-09-24 | 2022-09-27 | -2.67 | 3 |
| 2022-10-05 | 2022-10-17 | -1.54 | 12 |
| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451: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 | 24.27% | 155.54% |
| Worst Year | 0.48% | -61.86% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.75% | 6.25% |
| Avg. Down Week | -2.94% | -6.02% |
| Avg. Up Month | 6.14% | 15.74% |
| Avg. Down Month | -5.6% | -14.86% |
| Win Days % | 50.17% | 51.27% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 56.45% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |