| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 45.47% | 175.9% |
| Max Drawdown | -26.68% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 34.13 | 3.62 |
| Outlier Loss Ratio | 3.96 | 3.46 |
| Volatility (ann.) | 11.55% | 26.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.45 | 0.54 |
| Skew | 1.6 | 0.2 |
| Kurtosis | 61.43 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.51% |
| Expected Yearly % | 9.82% | 28.88% |
| Kelly Criterion | 3.07% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11395559:BTCUSD | 11395559:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -0.24 | 0.00 | + |
| 2023 | 155.54 | 18.72 | 0.12 | - |
| 2024 | 121.00 | 12.79 | 0.11 | - |
| 2025 | 16.76 | 8.90 | 0.53 | - |
| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.75% | 31.46% |
| 6M | 8.9% | 12.77% |
| YTD | 8.9% | 16.76% |
| 1Y | 11.12% | 56.84% |
| 3Y (ann.) | 12.38% | 55.31% |
| 5Y (ann.) | 12.08% | 36.16% |
| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| Max Drawdown | -26.68% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -6.57% | -7.12% |
| Avg. Drawdown Days | 76.0 | 38.0 |
| Recovery Factor | 1.7 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-01-27 | -26.68 | 312 |
| 2022-04-08 | 2023-10-24 | -25.43 | 564 |
| 2025-02-06 | 2025-05-08 | -15.28 | 91 |
| 2023-11-16 | 2024-03-04 | -6.48 | 109 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| 2025-05-09 | 2025-05-18 | -1.94 | 9 |
| Metric | 11395559:btcusd:triple_med_gx:lsma230_115 | 11395559:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 19.59% | 43.77% |
| Worst Month | -17.08% | -37.12% |
| Best Year | 18.72% | 155.54% |
| Worst Year | -0.24% | -58.16% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.9% | 6.82% |
| Avg. Down Week | -2.7% | -4.68% |
| Avg. Up Month | 5.63% | 14.89% |
| Avg. Down Month | -6.88% | -12.23% |
| Win Days % | 49.25% | 51.29% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 50.68% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |