| Metric | 11393753:btcusd:triple_med_gx:lsma225_110 | 11393753:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 21.7% | 179.26% |
| Max Drawdown | -34.71% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 37.94 | 3.58 |
| Outlier Loss Ratio | 3.86 | 3.46 |
| Volatility (ann.) | 11.06% | 26.07% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.18 | 0.55 |
| Skew | 0.04 | 0.2 |
| Kurtosis | 61.01 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.54% |
| Expected Yearly % | 5.03% | 29.27% |
| Kelly Criterion | 1.4% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.21% |
| Expected Shortfall (cVaR) | -0.95% | -2.21% |
| Year | 11393753:BTCUSD | 11393753:btcusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -7.21 | 0.13 | + |
| 2023 | 155.54 | 25.74 | 0.17 | - |
| 2024 | 121.00 | -4.71 | -0.04 | - |
| 2025 | 16.76 | 9.46 | 0.56 | - |
| Metric | 11393753:btcusd:triple_med_gx:lsma225_110 | 11393753:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.47% | 31.46% |
| 6M | 9.46% | 12.77% |
| YTD | 9.46% | 16.76% |
| 1Y | -19.4% | 56.84% |
| 3Y (ann.) | 9.45% | 55.31% |
| 5Y (ann.) | 6.15% | 36.63% |
| Metric | 11393753:btcusd:triple_med_gx:lsma225_110 | 11393753:BTCUSD |
|---|---|---|
| Max Drawdown | -34.71% | -67.18% |
| Longest DD Days | 544.0 | 683.0 |
| Avg. Drawdown | -6.38% | -6.74% |
| Avg. Drawdown Days | 81.0 | 35.0 |
| Recovery Factor | 0.63 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-02 | -34.71 | 544 |
| 2024-03-18 | 2025-06-11 | -34.21 | 450 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.83 | 17 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-10-23 | 2023-11-08 | -2.46 | 16 |
| 2023-12-20 | 2024-02-26 | -1.61 | 67 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11393753:btcusd:triple_med_gx:lsma225_110 | 11393753: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 | 25.74% | 155.54% |
| Worst Year | -7.21% | -57.65% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.27% | 6.46% |
| Avg. Down Week | -4.01% | -5.46% |
| Avg. Up Month | 6.79% | 18.58% |
| Avg. Down Month | -9.62% | -14.63% |
| Win Days % | 49.36% | 51.28% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 54.1% | 51.43% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |