| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 46.04% | 177.72% |
| Max Drawdown | -30.19% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 36.17 | 3.6 |
| Outlier Loss Ratio | 3.74 | 3.46 |
| Volatility (ann.) | 11.68% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.4 | 0.54 |
| Skew | 0.56 | 0.19 |
| Kurtosis | 59.78 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.52% |
| Expected Yearly % | 9.93% | 29.09% |
| Kelly Criterion | 3.93% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11393804:BTCUSD | 11393804:btcusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 13.11 | -0.23 | + |
| 2023 | 155.54 | 26.12 | 0.17 | - |
| 2024 | 121.00 | -0.58 | -0.00 | - |
| 2025 | 16.76 | 2.98 | 0.18 | - |
| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.73% | 31.46% |
| 6M | 2.98% | 12.77% |
| YTD | 2.98% | 16.76% |
| 1Y | -13.52% | 56.84% |
| 3Y (ann.) | 14.32% | 55.31% |
| 5Y (ann.) | 12.14% | 36.23% |
| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| Max Drawdown | -30.19% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.16% | -7.09% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 1.52 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -30.19 | 450 |
| 2022-04-06 | 2022-10-25 | -26.48 | 202 |
| 2023-02-02 | 2023-09-30 | -13.21 | 239 |
| 2022-02-21 | 2022-03-24 | -11.66 | 31 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-11 | 2023-12-18 | -3.11 | 37 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -22.05% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -22.05% | -37.12% |
| Best Year | 26.12% | 155.54% |
| Worst Year | -0.58% | -57.88% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.48% | 6.77% |
| Avg. Down Week | -4.69% | -5.18% |
| Avg. Up Month | 6.58% | 18.28% |
| Avg. Down Month | -7.17% | -13.57% |
| Win Days % | 49.76% | 51.32% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 61.9% | 50.57% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |