| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 44.07% | 203.25% |
| Max Drawdown | -25.16% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.47 | 0.66 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 38.74 | 3.44 |
| Outlier Loss Ratio | 3.77 | 3.34 |
| Volatility (ann.) | 10.46% | 25.59% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.46 | 0.58 |
| Skew | 0.94 | 0.16 |
| Kurtosis | 70.87 | 6.48 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.74% |
| Expected Yearly % | 9.56% | 31.96% |
| Kelly Criterion | 5.58% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.17% |
| Expected Shortfall (cVaR) | -0.89% | -2.17% |
| Year | 11405403:BTCUSD | 11405403:btcusd:triple_med_gx:lsma285_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | -11.99 | 0.21 | + |
| 2023 | 155.54 | 28.39 | 0.18 | - |
| 2024 | 121.00 | 22.75 | 0.19 | - |
| 2025 | 27.10 | 3.86 | 0.14 | - |
| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.62% | 41.88% |
| 6M | 3.86% | 22.91% |
| YTD | 3.86% | 27.1% |
| 1Y | 6.58% | 82.29% |
| 3Y (ann.) | 15.34% | 77.48% |
| 5Y (ann.) | 11.52% | 39.29% |
| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -4.6% | -5.67% |
| Avg. Drawdown Days | 51.0 | 30.0 |
| Recovery Factor | 1.75 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -25.16 | 345 |
| 2022-08-15 | 2023-07-12 | -18.56 | 331 |
| 2022-04-08 | 2022-08-13 | -12.45 | 126 |
| 2024-03-18 | 2024-06-03 | -10.38 | 76 |
| 2025-05-23 | 2025-07-17 | -7.49 | 55 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-16 | -4.68 | 94 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-02-29 | 2024-03-17 | -3.13 | 17 |
| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.29% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 18.24% | 43.77% |
| Worst Month | -14.75% | -37.12% |
| Best Year | 28.39% | 155.54% |
| Worst Year | -11.99% | -57.75% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 5.23% | 6.04% |
| Avg. Down Week | -3.56% | -6.52% |
| Avg. Up Month | 7.38% | 20.04% |
| Avg. Down Month | -4.1% | -12.91% |
| Win Days % | 50.25% | 51.28% |
| Win Month % | 48.0% | 60.98% |
| Win Week % | 55.77% | 52.25% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 75.0% | 75.0% |