| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 36.35% | 179.26% |
| Max Drawdown | -28.04% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 35.95 | 3.58 |
| Outlier Loss Ratio | 3.77 | 3.43 |
| Volatility (ann.) | 11.35% | 26.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.35 | 0.55 |
| Skew | 1.24 | 0.2 |
| Kurtosis | 61.33 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.54% |
| Expected Yearly % | 8.06% | 29.27% |
| Kelly Criterion | 3.26% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395502:BTCUSD | 11395502:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 6.28 | -0.11 | + |
| 2023 | 155.54 | 26.02 | 0.17 | - |
| 2024 | 121.00 | -1.52 | -0.01 | - |
| 2025 | 16.76 | 3.37 | 0.20 | - |
| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 3.37% | 12.77% |
| YTD | 3.37% | 16.76% |
| 1Y | -4.02% | 56.84% |
| 3Y (ann.) | 13.08% | 55.31% |
| 5Y (ann.) | 9.88% | 36.63% |
| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| Max Drawdown | -28.04% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -6.3% | -6.74% |
| Avg. Drawdown Days | 73.0 | 35.0 |
| Recovery Factor | 1.3 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -28.04 | 447 |
| 2022-03-25 | 2022-11-10 | -26.21 | 229 |
| 2023-02-02 | 2023-06-21 | -9.19 | 138 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-16 | 2024-03-04 | -6.33 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-23 | -4.58 | 101 |
| 2022-11-11 | 2023-02-02 | -3.77 | 83 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-06-22 | 2023-07-13 | -2.26 | 21 |
| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.31% | 43.77% |
| Worst Month | -19.67% | -37.12% |
| Best Year | 26.02% | 155.54% |
| Worst Year | -1.52% | -57.65% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.23% | 6.34% |
| Avg. Down Week | -3.34% | -5.36% |
| Avg. Up Month | 5.33% | 14.03% |
| Avg. Down Month | -5.93% | -11.23% |
| Win Days % | 49.83% | 51.28% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 51.47% | 51.43% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |