| Metric | 11395492:btcusd:triple_med_gx:lsma175_115 | 11395492:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.5% | 157.76% |
| Max Drawdown | -27.3% | -67.18% |
| Sharpe | 0.14 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.04 | 0.97 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.54 | 0.53 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 42.36 | 3.4 |
| Outlier Loss Ratio | 3.51 | 3.35 |
| Volatility (ann.) | 10.83% | 26.26% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.13 | 0.49 |
| Skew | 0.72 | 0.18 |
| Kurtosis | 72.86 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.34% |
| Expected Yearly % | 2.99% | 26.71% |
| Kelly Criterion | 0.15% | 0.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11395492:BTCUSD | 11395492:btcusd:triple_med_gx:lsma175_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 14.01 | -0.23 | + |
| 2023 | 155.54 | 13.60 | 0.09 | - |
| 2024 | 121.00 | -6.44 | -0.05 | - |
| 2025 | 16.76 | -7.16 | -0.43 | - |
| Metric | 11395492:btcusd:triple_med_gx:lsma175_115 | 11395492:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.99% | 31.46% |
| 6M | -7.16% | 12.77% |
| YTD | -7.16% | 16.76% |
| 1Y | -16.31% | 56.84% |
| 3Y (ann.) | 7.12% | 55.31% |
| 5Y (ann.) | 3.61% | 32.93% |
| Metric | 11395492:btcusd:triple_med_gx:lsma175_115 | 11395492:BTCUSD |
|---|---|---|
| Max Drawdown | -27.3% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -7.25% | -6.83% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | 0.46 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -27.30 | 391 |
| 2022-03-25 | 2022-10-26 | -20.93 | 214 |
| 2022-02-19 | 2022-03-24 | -14.04 | 33 |
| 2023-02-02 | 2023-10-23 | -8.55 | 263 |
| 2024-03-05 | 2024-05-15 | -8.23 | 71 |
| 2023-12-22 | 2024-03-04 | -6.14 | 73 |
| 2023-11-11 | 2023-12-22 | -4.97 | 41 |
| 2022-10-26 | 2022-11-10 | -3.12 | 14 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| Metric | 11395492:btcusd:triple_med_gx:lsma175_115 | 11395492:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -11.48% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -16.64% | -37.12% |
| Best Year | 14.01% | 155.54% |
| Worst Year | -7.16% | -60.91% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.88% | -0.96% |
| Avg. Up Week | 4.28% | 6.56% |
| Avg. Down Week | -3.35% | -5.84% |
| Avg. Up Month | 5.19% | 12.05% |
| Avg. Down Month | -4.81% | -12.76% |
| Win Days % | 49.01% | 51.25% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 48.44% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |