| Metric | 11392363:btcusd:triple_med_gx:lsma195_105 | 11392363:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 43.73% | 172.16% |
| Max Drawdown | -30.78% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.42 | 0.61 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.63 | 3.66 |
| Outlier Loss Ratio | 3.84 | 3.51 |
| Volatility (ann.) | 12.26% | 26.26% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.38 | 0.53 |
| Skew | 0.77 | 0.19 |
| Kurtosis | 54.07 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.47% |
| Expected Yearly % | 9.49% | 28.44% |
| Kelly Criterion | 2.72% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.23% |
| Expected Shortfall (cVaR) | -1.05% | -2.23% |
| Year | 11392363:BTCUSD | 11392363:btcusd:triple_med_gx:lsma195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.54 | -0.06 | + |
| 2023 | 155.54 | 47.99 | 0.31 | - |
| 2024 | 121.00 | 1.79 | 0.01 | - |
| 2025 | 16.76 | -7.85 | -0.47 | - |
| Metric | 11392363:btcusd:triple_med_gx:lsma195_105 | 11392363:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.24% | 31.46% |
| 6M | -7.85% | 12.77% |
| YTD | -7.85% | 16.76% |
| 1Y | -18.38% | 56.84% |
| 3Y (ann.) | 13.88% | 55.31% |
| 5Y (ann.) | 11.57% | 35.29% |
| Metric | 11392363:btcusd:triple_med_gx:lsma195_105 | 11392363:BTCUSD |
|---|---|---|
| Max Drawdown | -30.78% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.86% | -7.19% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 1.42 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-02-01 | -30.78 | 300 |
| 2024-06-07 | 2025-06-11 | -26.71 | 369 |
| 2022-02-19 | 2022-03-19 | -13.89 | 28 |
| 2024-03-05 | 2024-05-27 | -12.52 | 83 |
| 2023-02-02 | 2023-06-06 | -8.18 | 123 |
| 2023-11-11 | 2023-12-22 | -6.97 | 41 |
| 2023-06-07 | 2023-06-21 | -6.42 | 14 |
| 2024-05-27 | 2024-06-04 | -3.47 | 7 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| Metric | 11392363:btcusd:triple_med_gx:lsma195_105 | 11392363:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -23.08% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -27.36% | -37.12% |
| Best Year | 47.99% | 155.54% |
| Worst Year | -7.85% | -58.73% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.39% | 7.1% |
| Avg. Down Week | -3.37% | -4.68% |
| Avg. Up Month | 6.41% | 17.03% |
| Avg. Down Month | -7.44% | -13.4% |
| Win Days % | 49.11% | 51.29% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |