| Metric | 11393758:btcusd:triple_med_gx:lsma250_110 | 11393758:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 13.3% | 161.59% |
| Max Drawdown | -36.25% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.2 | 0.6 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 34.95 | 3.61 |
| Outlier Loss Ratio | 3.98 | 3.64 |
| Volatility (ann.) | 11.59% | 25.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.11 | 0.51 |
| Skew | 0.12 | 0.16 |
| Kurtosis | 53.74 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.43% |
| Expected Yearly % | 3.17% | 27.18% |
| Kelly Criterion | 0.77% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393758:BTCUSD | 11393758:btcusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | -6.24 | 0.10 | + |
| 2023 | 155.54 | 16.49 | 0.11 | - |
| 2024 | 121.00 | -2.31 | -0.02 | - |
| 2025 | 16.76 | 6.18 | 0.37 | - |
| Metric | 11393758:btcusd:triple_med_gx:lsma250_110 | 11393758:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.89% | 31.46% |
| 6M | 6.18% | 12.77% |
| YTD | 6.18% | 16.76% |
| 1Y | -18.07% | 56.84% |
| 3Y (ann.) | 8.31% | 55.31% |
| 5Y (ann.) | 3.89% | 34.14% |
| Metric | 11393758:btcusd:triple_med_gx:lsma250_110 | 11393758:BTCUSD |
|---|---|---|
| Max Drawdown | -36.25% | -67.18% |
| Longest DD Days | 563.0 | 683.0 |
| Avg. Drawdown | -8.0% | -6.76% |
| Avg. Drawdown Days | 104.0 | 35.0 |
| Recovery Factor | 0.37 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-21 | -36.25 | 563 |
| 2024-03-18 | 2025-06-11 | -32.63 | 450 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| 2023-10-23 | 2023-11-08 | -2.46 | 16 |
| 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 |
| Metric | 11393758:btcusd:triple_med_gx:lsma250_110 | 11393758: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 | 16.49% | 155.54% |
| Worst Year | -6.24% | -60.33% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.02% | 6.42% |
| Avg. Down Week | -3.91% | -5.76% |
| Avg. Up Month | 7.6% | 20.38% |
| Avg. Down Month | -8.43% | -13.56% |
| Win Days % | 48.96% | 51.26% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 52.38% | 50.86% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |