| Metric | 11395513:btcusd:triple_med_gx:lsma285_115 | 11395513:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 39.82% | 178.58% |
| Max Drawdown | -31.09% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.09 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 32.6 | 3.63 |
| Outlier Loss Ratio | 3.99 | 3.53 |
| Volatility (ann.) | 11.75% | 25.81% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.35 | 0.55 |
| Skew | 1.17 | 0.16 |
| Kurtosis | 54.79 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.59% |
| Expected Yearly % | 8.74% | 29.19% |
| Kelly Criterion | 3.22% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.19% |
| Expected Shortfall (cVaR) | -1.0% | -2.19% |
| Year | 11395513:BTCUSD | 11395513:btcusd:triple_med_gx:lsma285_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | -2.81 | 0.05 | + |
| 2023 | 155.54 | 37.82 | 0.24 | - |
| 2024 | 121.00 | 3.39 | 0.03 | - |
| 2025 | 16.76 | 0.97 | 0.06 | - |
| Metric | 11395513:btcusd:triple_med_gx:lsma285_115 | 11395513:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 2.99% | 31.46% |
| 6M | 0.97% | 12.77% |
| YTD | 0.97% | 16.76% |
| 1Y | 2.6% | 56.84% |
| 3Y (ann.) | 13.39% | 55.31% |
| 5Y (ann.) | 10.87% | 37.07% |
| Metric | 11395513:btcusd:triple_med_gx:lsma285_115 | 11395513:BTCUSD |
|---|---|---|
| Max Drawdown | -31.09% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -6.01% | -5.8% |
| Avg. Drawdown Days | 77.0 | 31.0 |
| Recovery Factor | 1.28 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -31.09 | 447 |
| 2022-03-25 | 2023-06-20 | -27.41 | 452 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-07-14 | 2023-10-23 | -5.17 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-03-03 | -4.55 | 108 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-13 | -2.26 | 21 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11395513:btcusd:triple_med_gx:lsma285_115 | 11395513: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 | 37.82% | 155.54% |
| Worst Year | -2.81% | -57.75% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.9% | 6.45% |
| Avg. Down Week | -3.22% | -5.33% |
| Avg. Up Month | 6.03% | 15.39% |
| Avg. Down Month | -6.57% | -11.22% |
| Win Days % | 49.64% | 51.26% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 55.41% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |