| Metric | 11393751:btcusd:triple_med_gx:lsma220_110 | 11393751:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.18% | 184.19% |
| Max Drawdown | -32.78% | -67.18% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.25 | 0.63 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 38.58 | 3.54 |
| Outlier Loss Ratio | 3.81 | 3.41 |
| Volatility (ann.) | 10.93% | 26.06% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.16 | 0.56 |
| Skew | -0.0 | 0.2 |
| Kurtosis | 63.02 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.58% |
| Expected Yearly % | 4.26% | 29.84% |
| Kelly Criterion | 1.07% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11393751:BTCUSD | 11393751:btcusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -9.64 | 0.17 | + |
| 2023 | 155.54 | 21.53 | 0.14 | - |
| 2024 | 121.00 | -0.47 | -0.00 | - |
| 2025 | 16.76 | 8.12 | 0.48 | - |
| Metric | 11393751:btcusd:triple_med_gx:lsma220_110 | 11393751:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.12% | 31.46% |
| 6M | 8.12% | 12.77% |
| YTD | 8.12% | 16.76% |
| 1Y | -17.14% | 56.84% |
| 3Y (ann.) | 7.34% | 55.31% |
| 5Y (ann.) | 5.2% | 37.32% |
| Metric | 11393751:btcusd:triple_med_gx:lsma220_110 | 11393751:BTCUSD |
|---|---|---|
| Max Drawdown | -32.78% | -67.18% |
| Longest DD Days | 563.0 | 683.0 |
| Avg. Drawdown | -7.12% | -6.76% |
| Avg. Drawdown Days | 104.0 | 35.0 |
| Recovery Factor | 0.55 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-21 | -32.78 | 563 |
| 2024-03-18 | 2025-06-11 | -31.45 | 450 |
| 2023-11-11 | 2023-12-20 | -5.03 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-23 | 2023-11-08 | -2.46 | 16 |
| 2023-12-20 | 2024-02-26 | -1.61 | 67 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| 2024-03-17 | 2024-03-17 | -0.18 | 0 |
| Metric | 11393751:btcusd:triple_med_gx:lsma220_110 | 11393751:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -26.31% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -26.31% | -37.12% |
| Best Year | 21.53% | 155.54% |
| Worst Year | -9.64% | -56.9% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.87% | 6.68% |
| Avg. Down Week | -4.16% | -5.62% |
| Avg. Up Month | 5.71% | 17.58% |
| Avg. Down Month | -7.74% | -14.54% |
| Win Days % | 49.35% | 51.31% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 57.38% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |