| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 24.25% | 198.98% |
| Max Drawdown | -18.6% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.36 | 0.64 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.71 | 1.07 |
| CPC Index | 0.63 | 0.68 |
| Tail Ratio | 0.63 | 0.99 |
| Outlier Win Ratio | 52.74 | 3.2 |
| Outlier Loss Ratio | 4.36 | 3.05 |
| Volatility (ann.) | 8.06% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.36 | 0.57 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 80.0 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.64% |
| Expected Yearly % | 5.58% | 31.5% |
| Kelly Criterion | 1.5% | 11.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11393278:BTCUSD | 11393278:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 17.18 | -0.31 | + |
| 2023 | 155.54 | -10.32 | -0.07 | - |
| 2024 | 121.00 | 10.14 | 0.08 | - |
| 2025 | 16.76 | 7.36 | 0.44 | - |
| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| MTD | 3.52% | 4.16% |
| 3M | 5.63% | 31.46% |
| 6M | 10.01% | 12.77% |
| YTD | 7.36% | 16.76% |
| 1Y | 6.35% | 56.84% |
| 3Y (ann.) | 2.27% | 55.31% |
| 5Y (ann.) | 6.66% | 38.4% |
| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| Max Drawdown | -18.6% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -3.55% | -6.29% |
| Avg. Drawdown Days | 110.0 | 31.0 |
| Recovery Factor | 1.3 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -18.60 | 988 |
| 2022-05-06 | 2022-09-27 | -9.06 | 144 |
| 2022-01-30 | 2022-02-28 | -4.04 | 29 |
| 2022-03-19 | 2022-04-18 | -4.00 | 30 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-15 | -0.34 | 14 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.55% | 35.75% |
| Worst Week | -5.06% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 17.18% | 155.54% |
| Worst Year | -10.32% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 2.68% | 7.19% |
| Avg. Down Week | -1.72% | -2.37% |
| Avg. Up Month | 3.65% | 15.86% |
| Avg. Down Month | -2.93% | -8.79% |
| Win Days % | 45.14% | 51.26% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 43.84% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |