| Metric | 11393822:btcusd:triple_med_gx:lsma295_110 | 11393822:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 30.37% | 177.29% |
| Max Drawdown | -32.22% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.21 | 1.1 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 31.38 | 3.65 |
| Outlier Loss Ratio | 4.13 | 3.7 |
| Volatility (ann.) | 12.06% | 25.8% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.26 | 0.55 |
| Skew | 0.88 | 0.17 |
| Kurtosis | 49.43 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.58% |
| Expected Yearly % | 6.85% | 29.04% |
| Kelly Criterion | 2.2% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.19% |
| Expected Shortfall (cVaR) | -1.03% | -2.19% |
| Year | 11393822:BTCUSD | 11393822:btcusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.95 | -2.79 | 0.05 | + |
| 2023 | 155.54 | 28.43 | 0.18 | - |
| 2024 | 121.00 | 9.95 | 0.08 | - |
| 2025 | 16.76 | -5.02 | -0.30 | - |
| Metric | 11393822:btcusd:triple_med_gx:lsma295_110 | 11393822:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.86% | 31.46% |
| 6M | -5.02% | 12.77% |
| YTD | -5.02% | 16.76% |
| 1Y | -11.73% | 56.84% |
| 3Y (ann.) | 10.43% | 55.31% |
| 5Y (ann.) | 8.52% | 36.95% |
| Metric | 11393822:btcusd:triple_med_gx:lsma295_110 | 11393822:BTCUSD |
|---|---|---|
| Max Drawdown | -32.22% | -67.18% |
| Longest DD Days | 543.0 | 683.0 |
| Avg. Drawdown | -4.53% | -5.79% |
| Avg. Drawdown Days | 53.0 | 32.0 |
| Recovery Factor | 0.94 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-01 | -32.22 | 543 |
| 2024-03-18 | 2025-06-11 | -30.41 | 450 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| Metric | 11393822:btcusd:triple_med_gx:lsma295_110 | 11393822:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -23.28% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -23.28% | -37.12% |
| Best Year | 28.43% | 155.54% |
| Worst Year | -5.02% | -57.95% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.22% | 6.07% |
| Avg. Down Week | -4.14% | -5.09% |
| Avg. Up Month | 6.55% | 17.91% |
| Avg. Down Month | -6.62% | -13.72% |
| Win Days % | 48.59% | 51.26% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.88% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |