| Metric | 11393745:btcusd:triple_med_gx:lsma185_110 | 11393745:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 23.78% | 147.16% |
| Max Drawdown | -32.99% | -67.18% |
| Sharpe | 0.21 | 0.39 |
| Sortino | 0.3 | 0.57 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.36 | 0.99 |
| Outlier Win Ratio | 42.26 | 3.41 |
| Outlier Loss Ratio | 3.78 | 3.35 |
| Volatility (ann.) | 10.19% | 26.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.2 | 0.47 |
| Skew | 0.52 | 0.18 |
| Kurtosis | 58.85 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.23% |
| Expected Yearly % | 5.48% | 25.39% |
| Kelly Criterion | 1.76% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.23% |
| Expected Shortfall (cVaR) | -0.87% | -2.23% |
| Year | 11393745:BTCUSD | 11393745:btcusd:triple_med_gx:lsma185_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -9.11 | 0.15 | + |
| 2023 | 155.54 | 11.63 | 0.07 | - |
| 2024 | 121.00 | 20.30 | 0.17 | - |
| 2025 | 16.76 | 1.42 | 0.08 | - |
| Metric | 11393745:btcusd:triple_med_gx:lsma185_110 | 11393745:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.22% | 31.46% |
| 6M | 1.42% | 12.77% |
| YTD | 1.42% | 16.76% |
| 1Y | -9.37% | 56.84% |
| 3Y (ann.) | 11.4% | 55.31% |
| 5Y (ann.) | 6.64% | 31.36% |
| Metric | 11393745:btcusd:triple_med_gx:lsma185_110 | 11393745:BTCUSD |
|---|---|---|
| Max Drawdown | -32.99% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -6.44% | -7.67% |
| Avg. Drawdown Days | 102.0 | 38.0 |
| Recovery Factor | 0.72 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-12-20 | -32.99 | 670 |
| 2024-06-07 | 2025-06-11 | -26.37 | 369 |
| 2024-05-10 | 2024-06-04 | -4.55 | 25 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-18 | 2024-05-10 | -1.87 | 53 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2024-03-17 | 2024-03-17 | -0.18 | 0 |
| 2024-02-26 | 2024-02-26 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393745:btcusd:triple_med_gx:lsma185_110 | 11393745:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -22.28% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -22.28% | -37.12% |
| Best Year | 20.3% | 155.54% |
| Worst Year | -9.11% | -62.52% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.64% | 6.34% |
| Avg. Down Week | -4.61% | -6.54% |
| Avg. Up Month | 7.41% | 17.18% |
| Avg. Down Month | -7.65% | -13.71% |
| Win Days % | 48.84% | 51.25% |
| Win Month % | 61.76% | 58.54% |
| Win Week % | 57.38% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |