| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 48.83% | 147.16% |
| Max Drawdown | -30.15% | -67.18% |
| Sharpe | 0.32 | 0.39 |
| Sortino | 0.49 | 0.57 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 37.0 | 3.6 |
| Outlier Loss Ratio | 3.69 | 3.44 |
| Volatility (ann.) | 11.53% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.42 | 0.47 |
| Skew | 1.43 | 0.18 |
| Kurtosis | 62.76 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.23% |
| Expected Yearly % | 10.45% | 25.39% |
| Kelly Criterion | 2.99% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11395605:BTCUSD | 11395605:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -7.11 | 0.11 | + |
| 2023 | 155.54 | 16.64 | 0.11 | - |
| 2024 | 121.00 | 21.06 | 0.17 | - |
| 2025 | 16.76 | 13.47 | 0.80 | - |
| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.63% | 31.46% |
| 6M | 13.47% | 12.77% |
| YTD | 13.47% | 16.76% |
| 1Y | 17.44% | 56.84% |
| 3Y (ann.) | 14.22% | 55.31% |
| 5Y (ann.) | 12.73% | 31.36% |
| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| Max Drawdown | -30.15% | -67.18% |
| Longest DD Days | 618.0 | 683.0 |
| Avg. Drawdown | -5.84% | -7.67% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 1.62 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-12-20 | -30.15 | 618 |
| 2024-05-30 | 2025-01-28 | -24.91 | 242 |
| 2022-02-19 | 2022-03-24 | -13.89 | 33 |
| 2025-03-27 | 2025-05-07 | -8.15 | 41 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-05-15 | -4.04 | 55 |
| 2023-12-22 | 2024-03-04 | -2.57 | 73 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-05-09 | 2025-05-18 | -2.06 | 9 |
| 2024-05-18 | 2024-05-30 | -2.02 | 12 |
| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.88% | 35.75% |
| Worst Week | -19.59% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -20.46% | -37.12% |
| Best Year | 21.06% | 155.54% |
| Worst Year | -7.11% | -62.52% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 5.64% | 7.82% |
| Avg. Down Week | -3.19% | -5.27% |
| Avg. Up Month | 7.28% | 13.36% |
| Avg. Down Month | -5.76% | -11.13% |
| Win Days % | 49.32% | 51.25% |
| Win Month % | 57.58% | 58.54% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |