| Metric | 11393761:btcusd:triple_med_gx:lsma265_110 | 11393761:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 21.73% | 184.2% |
| Max Drawdown | -35.82% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.17 | 1.09 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 34.19 | 3.61 |
| Outlier Loss Ratio | 4.12 | 3.65 |
| Volatility (ann.) | 11.55% | 25.94% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.17 | 0.56 |
| Skew | 0.45 | 0.17 |
| Kurtosis | 52.87 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.65% |
| Expected Yearly % | 5.04% | 29.84% |
| Kelly Criterion | 1.53% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.2% |
| Expected Shortfall (cVaR) | -0.99% | -2.2% |
| Year | 11393761:BTCUSD | 11393761:btcusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -8.47 | 0.15 | + |
| 2023 | 155.54 | 20.10 | 0.13 | - |
| 2024 | 121.00 | 5.86 | 0.05 | - |
| 2025 | 16.76 | 4.60 | 0.27 | - |
| Metric | 11393761:btcusd:triple_med_gx:lsma265_110 | 11393761:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.29% | 31.46% |
| 6M | 4.6% | 12.77% |
| YTD | 4.6% | 16.76% |
| 1Y | -18.34% | 56.84% |
| 3Y (ann.) | 10.08% | 55.31% |
| 5Y (ann.) | 6.21% | 37.73% |
| Metric | 11393761:btcusd:triple_med_gx:lsma265_110 | 11393761:BTCUSD |
|---|---|---|
| Max Drawdown | -35.82% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -5.86% | -6.52% |
| Avg. Drawdown Days | 67.0 | 35.0 |
| Recovery Factor | 0.61 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-23 | -35.82 | 564 |
| 2024-06-07 | 2025-06-11 | -29.47 | 369 |
| 2024-03-18 | 2024-06-03 | -10.38 | 77 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-23 | 2023-11-08 | -2.46 | 16 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11393761:btcusd:triple_med_gx:lsma265_110 | 11393761: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 | 20.1% | 155.54% |
| Worst Year | -8.47% | -56.9% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.47% | 6.49% |
| Avg. Down Week | -3.72% | -5.23% |
| Avg. Up Month | 7.59% | 20.24% |
| Avg. Down Month | -8.34% | -13.56% |
| Win Days % | 48.56% | 51.27% |
| Win Month % | 54.84% | 60.0% |
| Win Week % | 49.23% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |