| Metric | 11393800:btcusd:triple_med_gx:lsma185_110 | 11393800:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 24.47% | 147.16% |
| Max Drawdown | -30.6% | -67.18% |
| Sharpe | 0.2 | 0.39 |
| Sortino | 0.3 | 0.57 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 40.35 | 3.55 |
| Outlier Loss Ratio | 3.69 | 3.38 |
| Volatility (ann.) | 11.01% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.22 | 0.47 |
| Skew | 0.06 | 0.18 |
| Kurtosis | 67.52 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.23% |
| Expected Yearly % | 5.62% | 25.39% |
| Kelly Criterion | 1.94% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11393800:BTCUSD | 11393800:btcusd:triple_med_gx:lsma185_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 0.49 | -0.01 | + |
| 2023 | 155.54 | 20.34 | 0.13 | - |
| 2024 | 121.00 | 1.91 | 0.02 | - |
| 2025 | 16.76 | 1.00 | 0.06 | - |
| Metric | 11393800:btcusd:triple_med_gx:lsma185_110 | 11393800:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.06% | 31.46% |
| 6M | 1.0% | 12.77% |
| YTD | 1.0% | 16.76% |
| 1Y | -14.38% | 56.84% |
| 3Y (ann.) | 11.12% | 55.31% |
| 5Y (ann.) | 6.82% | 31.36% |
| Metric | 11393800:btcusd:triple_med_gx:lsma185_110 | 11393800:BTCUSD |
|---|---|---|
| Max Drawdown | -30.6% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.25% | -7.67% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 0.8 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2022-11-10 | -30.60 | 265 |
| 2024-06-07 | 2025-06-11 | -30.47 | 369 |
| 2024-03-18 | 2024-06-05 | -12.00 | 79 |
| 2023-02-02 | 2023-10-01 | -10.33 | 241 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-23 | -2.98 | 20 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| 2023-11-11 | 2023-12-18 | -2.04 | 37 |
| 2022-12-21 | 2023-01-31 | -1.81 | 41 |
| Metric | 11393800:btcusd:triple_med_gx:lsma185_110 | 11393800:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -21.15% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -21.15% | -37.12% |
| Best Year | 20.34% | 155.54% |
| Worst Year | 0.49% | -62.52% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.33% | 6.89% |
| Avg. Down Week | -4.66% | -5.8% |
| Avg. Up Month | 6.23% | 17.2% |
| Avg. Down Month | -11.08% | -15.3% |
| Win Days % | 49.16% | 51.25% |
| Win Month % | 65.71% | 58.54% |
| Win Week % | 59.38% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |