| Metric | 11395503:btcusd:triple_med_gx:lsma230_115 | 11395503:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.48% | 175.9% |
| Max Drawdown | -28.51% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 36.63 | 3.56 |
| Outlier Loss Ratio | 3.74 | 3.41 |
| Volatility (ann.) | 11.31% | 26.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.23 | 0.54 |
| Skew | 1.22 | 0.2 |
| Kurtosis | 62.45 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.51% |
| Expected Yearly % | 5.41% | 28.88% |
| Kelly Criterion | 2.11% | 2.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395503:BTCUSD | 11395503:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 0.39 | -0.01 | + |
| 2023 | 155.54 | 25.68 | 0.17 | - |
| 2024 | 121.00 | -5.01 | -0.04 | - |
| 2025 | 16.76 | 3.03 | 0.18 | - |
| Metric | 11395503:btcusd:triple_med_gx:lsma230_115 | 11395503:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 3.03% | 12.77% |
| YTD | 3.03% | 16.76% |
| 1Y | -8.74% | 56.84% |
| 3Y (ann.) | 11.62% | 55.31% |
| 5Y (ann.) | 6.63% | 36.16% |
| Metric | 11395503:btcusd:triple_med_gx:lsma230_115 | 11395503:BTCUSD |
|---|---|---|
| Max Drawdown | -28.51% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -8.07% | -7.12% |
| Avg. Drawdown Days | 98.0 | 38.0 |
| Recovery Factor | 0.82 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -28.51 | 447 |
| 2022-02-27 | 2022-11-10 | -28.34 | 256 |
| 2023-02-02 | 2023-06-21 | -8.58 | 138 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-16 | 2024-03-04 | -6.73 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-23 | -4.65 | 101 |
| 2022-11-11 | 2023-02-01 | -3.77 | 82 |
| 2023-06-22 | 2023-07-13 | -2.26 | 21 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11395503:btcusd:triple_med_gx:lsma230_115 | 11395503: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 | 25.68% | 155.54% |
| Worst Year | -5.01% | -58.16% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.84% | 6.5% |
| Avg. Down Week | -3.4% | -5.21% |
| Avg. Up Month | 5.54% | 14.96% |
| Avg. Down Month | -5.98% | -11.23% |
| Win Days % | 49.71% | 51.29% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 53.62% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |