| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 43.68% | 180.16% |
| Max Drawdown | -31.4% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.46 | 0.63 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.23 | 1.1 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 32.88 | 3.63 |
| Outlier Loss Ratio | 4.01 | 3.5 |
| Volatility (ann.) | 11.61% | 25.8% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.38 | 0.56 |
| Skew | 1.45 | 0.17 |
| Kurtosis | 55.1 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.61% |
| Expected Yearly % | 9.48% | 29.38% |
| Kelly Criterion | 3.57% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.19% |
| Expected Shortfall (cVaR) | -0.99% | -2.19% |
| Year | 11395514:BTCUSD | 11395514:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | 1.74 | -0.03 | + |
| 2023 | 155.54 | 36.60 | 0.24 | - |
| 2024 | 121.00 | 2.40 | 0.02 | - |
| 2025 | 16.76 | 0.97 | 0.06 | - |
| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 2.99% | 31.46% |
| 6M | 0.97% | 12.77% |
| YTD | 0.97% | 16.76% |
| 1Y | 0.73% | 56.84% |
| 3Y (ann.) | 14.43% | 55.31% |
| 5Y (ann.) | 11.81% | 37.34% |
| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| Max Drawdown | -31.4% | -67.18% |
| Longest DD Days | 447.0 | 683.0 |
| Avg. Drawdown | -6.57% | -5.72% |
| Avg. Drawdown Days | 72.0 | 31.0 |
| Recovery Factor | 1.39 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-06-11 | -31.40 | 447 |
| 2022-03-25 | 2022-11-10 | -27.41 | 230 |
| 2022-11-11 | 2023-06-20 | -14.60 | 221 |
| 2024-03-05 | 2024-03-20 | -8.23 | 15 |
| 2023-07-14 | 2023-10-23 | -5.33 | 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 |
| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514: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 | 36.6% | 155.54% |
| Worst Year | 0.97% | -57.51% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.86% | 6.26% |
| Avg. Down Week | -3.16% | -5.23% |
| Avg. Up Month | 5.95% | 15.43% |
| Avg. Down Month | -7.06% | -12.23% |
| Win Days % | 49.38% | 51.25% |
| Win Month % | 62.5% | 60.0% |
| Win Week % | 55.41% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |