| Metric | 11393802:btcusd:triple_med_gx:lsma195_110 | 11393802:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.19% | 172.16% |
| Max Drawdown | -33.32% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.16 | 0.61 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 39.1 | 3.56 |
| Outlier Loss Ratio | 3.72 | 3.45 |
| Volatility (ann.) | 11.27% | 26.26% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.07 | 0.53 |
| Skew | 0.0 | 0.19 |
| Kurtosis | 62.42 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.47% |
| Expected Yearly % | 1.99% | 28.44% |
| Kelly Criterion | 0.01% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11393802:BTCUSD | 11393802:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.78 | 0.01 | + |
| 2023 | 155.54 | 13.39 | 0.09 | - |
| 2024 | 121.00 | 0.03 | 0.00 | - |
| 2025 | 16.76 | -3.87 | -0.23 | - |
| Metric | 11393802:btcusd:triple_med_gx:lsma195_110 | 11393802:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.64% | 31.46% |
| 6M | -3.87% | 12.77% |
| YTD | -3.87% | 16.76% |
| 1Y | -22.36% | 56.84% |
| 3Y (ann.) | 6.17% | 55.31% |
| 5Y (ann.) | 2.4% | 35.29% |
| Metric | 11393802:btcusd:triple_med_gx:lsma195_110 | 11393802:BTCUSD |
|---|---|---|
| Max Drawdown | -33.32% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -7.3% | -7.19% |
| Avg. Drawdown Days | 84.0 | 37.0 |
| Recovery Factor | 0.25 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-02-01 | -33.32 | 347 |
| 2024-06-07 | 2025-06-11 | -32.79 | 369 |
| 2023-02-02 | 2023-11-09 | -15.08 | 279 |
| 2024-03-18 | 2024-06-04 | -9.38 | 78 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-11 | 2023-12-18 | -2.16 | 37 |
| 2023-12-20 | 2024-02-27 | -1.25 | 68 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11393802:btcusd:triple_med_gx:lsma195_110 | 11393802:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -23.56% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -23.56% | -37.12% |
| Best Year | 13.39% | 155.54% |
| Worst Year | -3.87% | -58.73% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.53% | 6.85% |
| Avg. Down Week | -5.15% | -5.15% |
| Avg. Up Month | 6.19% | 17.2% |
| Avg. Down Month | -8.06% | -15.9% |
| Win Days % | 48.53% | 51.29% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 56.25% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |