| Metric | 11395504:btcusd:triple_med_gx:lsma235_115 | 11395504:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 14.05% | 163.01% |
| Max Drawdown | -30.93% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.22 | 0.6 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 36.31 | 3.54 |
| Outlier Loss Ratio | 3.78 | 3.41 |
| Volatility (ann.) | 11.3% | 25.97% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.13 | 0.51 |
| Skew | 1.2 | 0.16 |
| Kurtosis | 62.26 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.39% |
| Expected Yearly % | 3.34% | 27.35% |
| Kelly Criterion | 0.42% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11395504:BTCUSD | 11395504:btcusd:triple_med_gx:lsma235_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 2.77 | -0.05 | + |
| 2023 | 155.54 | 18.17 | 0.12 | - |
| 2024 | 121.00 | -8.85 | -0.07 | - |
| 2025 | 16.76 | 3.03 | 0.18 | - |
| Metric | 11395504:btcusd:triple_med_gx:lsma235_115 | 11395504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 3.03% | 12.77% |
| YTD | 3.03% | 16.76% |
| 1Y | -12.07% | 56.84% |
| 3Y (ann.) | 7.64% | 55.31% |
| 5Y (ann.) | 4.08% | 34.23% |
| Metric | 11395504:btcusd:triple_med_gx:lsma235_115 | 11395504:BTCUSD |
|---|---|---|
| Max Drawdown | -30.93% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -8.91% | -7.2% |
| Avg. Drawdown Days | 105.0 | 39.0 |
| Recovery Factor | 0.45 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -30.93 | 447 |
| 2022-03-25 | 2022-11-10 | -29.26 | 230 |
| 2023-02-02 | 2023-07-13 | -9.35 | 161 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-11-16 | 2024-03-04 | -6.20 | 109 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-23 | -4.60 | 101 |
| 2022-11-11 | 2023-02-02 | -3.73 | 83 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.27 | 0 |
| Metric | 11395504:btcusd:triple_med_gx:lsma235_115 | 11395504: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 | -22.29% | -37.12% |
| Best Year | 18.17% | 155.54% |
| Worst Year | -8.85% | -60.11% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.72% | 6.26% |
| Avg. Down Week | -3.4% | -5.41% |
| Avg. Up Month | 5.13% | 14.96% |
| Avg. Down Month | -6.35% | -11.23% |
| Win Days % | 48.57% | 51.28% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 53.73% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |