| Metric | 11395455:btcusd:triple_med_gx:lsma275_115 | 11395455:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 45.89% | 178.19% |
| Max Drawdown | -26.61% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.63 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 31.38 | 3.65 |
| Outlier Loss Ratio | 4.03 | 3.68 |
| Volatility (ann.) | 12.19% | 25.82% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.46 | 0.55 |
| Skew | 1.03 | 0.16 |
| Kurtosis | 51.14 | 6.38 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.59% |
| Expected Yearly % | 9.9% | 29.15% |
| Kelly Criterion | 4.13% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.19% |
| Expected Shortfall (cVaR) | -1.04% | -2.19% |
| Year | 11395455:BTCUSD | 11395455:btcusd:triple_med_gx:lsma275_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | 8.56 | -0.15 | + |
| 2023 | 155.54 | 34.89 | 0.22 | - |
| 2024 | 121.00 | -0.20 | -0.00 | - |
| 2025 | 16.76 | -0.17 | -0.01 | - |
| Metric | 11395455:btcusd:triple_med_gx:lsma275_115 | 11395455:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.09% | 31.46% |
| 6M | -0.17% | 12.77% |
| YTD | -0.17% | 16.76% |
| 1Y | -3.61% | 56.84% |
| 3Y (ann.) | 15.42% | 55.31% |
| 5Y (ann.) | 12.29% | 36.9% |
| Metric | 11395455:btcusd:triple_med_gx:lsma275_115 | 11395455:BTCUSD |
|---|---|---|
| Max Drawdown | -26.61% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.23% | -5.83% |
| Avg. Drawdown Days | 46.0 | 31.0 |
| Recovery Factor | 1.72 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.61 | 463 |
| 2022-03-22 | 2022-10-25 | -23.87 | 217 |
| 2023-02-02 | 2023-06-21 | -12.94 | 138 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-11-16 | 2024-03-04 | -6.36 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-04 | -4.66 | 82 |
| 2022-11-11 | 2023-02-01 | -4.62 | 82 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-10-08 | 2023-10-20 | -2.52 | 12 |
| Metric | 11395455:btcusd:triple_med_gx:lsma275_115 | 11395455:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 34.89% | 155.54% |
| Worst Year | -0.2% | -57.81% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.28% | 6.28% |
| Avg. Down Week | -4.02% | -5.81% |
| Avg. Up Month | 7.85% | 16.42% |
| Avg. Down Month | -6.78% | -15.1% |
| Win Days % | 49.75% | 51.25% |
| Win Month % | 62.07% | 60.0% |
| Win Week % | 60.61% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |