| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.47% | 154.97% |
| Max Drawdown | -24.09% | -67.18% |
| Sharpe | 0.07 | 0.4 |
| Sortino | 0.1 | 0.58 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.48 | 1.06 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 53.69 | 3.21 |
| Outlier Loss Ratio | 3.4 | 3.18 |
| Volatility (ann.) | 9.23% | 26.3% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.03 | 0.48 |
| Skew | 0.21 | 0.18 |
| Kurtosis | 96.43 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.31% |
| Expected Yearly % | 0.61% | 26.36% |
| Kelly Criterion | -2.72% | 1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11395543:BTCUSD | 11395543:btcusd:triple_med_gx:lsma150_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | -4.53 | 0.07 | + |
| 2023 | 155.54 | 12.11 | 0.08 | - |
| 2024 | 121.00 | 0.26 | 0.00 | - |
| 2025 | 16.76 | -4.51 | -0.27 | - |
| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.77% | 31.46% |
| 6M | -4.51% | 12.77% |
| YTD | -4.51% | 16.76% |
| 1Y | -17.45% | 56.84% |
| 3Y (ann.) | 3.09% | 55.31% |
| 5Y (ann.) | 0.73% | 32.32% |
| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -67.18% |
| Longest DD Days | 532.0 | 683.0 |
| Avg. Drawdown | -4.66% | -7.64% |
| Avg. Drawdown Days | 66.0 | 40.0 |
| Recovery Factor | 0.1 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -24.09 | 376 |
| 2022-05-10 | 2023-10-24 | -14.80 | 532 |
| 2022-02-19 | 2022-05-10 | -9.72 | 79 |
| 2024-04-15 | 2024-05-15 | -7.82 | 30 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-12-20 | -4.73 | 39 |
| 2024-01-09 | 2024-03-04 | -4.60 | 55 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-29 | 2024-05-30 | -1.42 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11395543:btcusd:triple_med_gx:lsma150_115 | 11395543:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 14.09% | 43.77% |
| Worst Month | -19.55% | -37.12% |
| Best Year | 12.11% | 155.54% |
| Worst Year | -4.53% | -61.33% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.9% | -0.96% |
| Avg. Up Week | 4.36% | 6.48% |
| Avg. Down Week | -2.73% | -5.08% |
| Avg. Up Month | 5.53% | 13.32% |
| Avg. Down Month | -4.09% | -13.12% |
| Win Days % | 48.01% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 41.54% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |