| Metric | 11393814:btcusd:triple_med_gx:lsma255_110 | 11393814:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 33.31% | 176.19% |
| Max Drawdown | -32.04% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.37 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 33.25 | 3.61 |
| Outlier Loss Ratio | 4.04 | 3.65 |
| Volatility (ann.) | 11.58% | 25.94% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.29 | 0.54 |
| Skew | 0.53 | 0.17 |
| Kurtosis | 51.98 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.57% |
| Expected Yearly % | 7.45% | 28.92% |
| Kelly Criterion | 2.69% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.2% |
| Expected Shortfall (cVaR) | -0.99% | -2.2% |
| Year | 11393814:BTCUSD | 11393814:btcusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | 5.22 | -0.09 | + |
| 2023 | 155.54 | 23.49 | 0.15 | - |
| 2024 | 121.00 | 3.88 | 0.03 | - |
| 2025 | 16.76 | -1.24 | -0.07 | - |
| Metric | 11393814:btcusd:triple_med_gx:lsma255_110 | 11393814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.14% | 31.46% |
| 6M | -1.24% | 12.77% |
| YTD | -1.24% | 16.76% |
| 1Y | -18.45% | 56.84% |
| 3Y (ann.) | 13.54% | 55.31% |
| 5Y (ann.) | 9.19% | 36.42% |
| Metric | 11393814:btcusd:triple_med_gx:lsma255_110 | 11393814:BTCUSD |
|---|---|---|
| Max Drawdown | -32.04% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.42% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 1.04 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-10-26 | -32.04 | 203 |
| 2024-06-07 | 2025-06-11 | -28.23 | 369 |
| 2023-02-02 | 2023-10-02 | -14.06 | 241 |
| 2024-03-18 | 2024-06-03 | -10.38 | 77 |
| 2022-11-11 | 2023-02-01 | -4.73 | 82 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| Metric | 11393814:btcusd:triple_med_gx:lsma255_110 | 11393814:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -23.08% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 23.49% | 155.54% |
| Worst Year | -1.24% | -58.11% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.27% | 6.23% |
| Avg. Down Week | -3.55% | -4.63% |
| Avg. Up Month | 6.53% | 19.23% |
| Avg. Down Month | -8.0% | -12.87% |
| Win Days % | 49.42% | 51.27% |
| Win Month % | 63.33% | 60.0% |
| Win Week % | 53.12% | 51.15% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |