| Metric | 11393815:btcusd:triple_med_gx:lsma260_110 | 11393815:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 20.33% | 183.58% |
| Max Drawdown | -32.65% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.26 | 0.63 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.21 | 1.09 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 33.29 | 3.6 |
| Outlier Loss Ratio | 4.07 | 3.68 |
| Volatility (ann.) | 11.63% | 25.93% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.18 | 0.56 |
| Skew | 0.48 | 0.17 |
| Kurtosis | 51.39 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.64% |
| Expected Yearly % | 4.73% | 29.77% |
| Kelly Criterion | 1.26% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.2% |
| Expected Shortfall (cVaR) | -1.0% | -2.2% |
| Year | 11393815:BTCUSD | 11393815:btcusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 2.86 | -0.05 | + |
| 2023 | 155.54 | 17.65 | 0.11 | - |
| 2024 | 121.00 | 0.16 | 0.00 | - |
| 2025 | 16.76 | -0.73 | -0.04 | - |
| Metric | 11393815:btcusd:triple_med_gx:lsma260_110 | 11393815:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.63% | 31.46% |
| 6M | -0.73% | 12.77% |
| YTD | -0.73% | 16.76% |
| 1Y | -20.1% | 56.84% |
| 3Y (ann.) | 10.06% | 55.31% |
| 5Y (ann.) | 5.83% | 37.6% |
| Metric | 11393815:btcusd:triple_med_gx:lsma260_110 | 11393815:BTCUSD |
|---|---|---|
| Max Drawdown | -32.65% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -6.23% | -6.22% |
| Avg. Drawdown Days | 60.0 | 33.0 |
| Recovery Factor | 0.62 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2022-11-10 | -32.65 | 238 |
| 2024-06-07 | 2025-06-11 | -30.02 | 369 |
| 2023-02-02 | 2023-10-21 | -16.68 | 260 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2022-11-11 | 2023-02-02 | -5.73 | 83 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2024-02-27 | -2.62 | 69 |
| Metric | 11393815:btcusd:triple_med_gx:lsma260_110 | 11393815: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 | 17.65% | 155.54% |
| Worst Year | -0.73% | -56.99% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.03% | 6.35% |
| Avg. Down Week | -3.62% | -5.07% |
| Avg. Up Month | 6.78% | 19.92% |
| Avg. Down Month | -8.23% | -12.87% |
| Win Days % | 48.9% | 51.28% |
| Win Month % | 58.06% | 60.0% |
| Win Week % | 52.31% | 51.72% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |