| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 54.03% | 145.27% |
| Max Drawdown | -26.46% | -67.18% |
| Sharpe | 0.34 | 0.39 |
| Sortino | 0.52 | 0.57 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.4 | 1.05 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 33.81 | 3.6 |
| Outlier Loss Ratio | 3.86 | 3.46 |
| Volatility (ann.) | 11.48% | 25.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.53 | 0.47 |
| Skew | 0.98 | 0.16 |
| Kurtosis | 55.42 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.27% |
| Expected Yearly % | 11.4% | 25.14% |
| Kelly Criterion | 5.04% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11393866:BTCUSD | 11393866:btcusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | 13.43 | -0.21 | + |
| 2023 | 155.54 | 32.29 | 0.21 | - |
| 2024 | 121.00 | -0.32 | -0.00 | - |
| 2025 | 16.76 | 2.97 | 0.18 | - |
| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.83% | 31.46% |
| 6M | 2.97% | 12.77% |
| YTD | 2.97% | 16.76% |
| 1Y | -10.21% | 56.84% |
| 3Y (ann.) | 17.78% | 55.31% |
| 5Y (ann.) | 14.08% | 31.47% |
| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| Max Drawdown | -26.46% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.64% | -7.2% |
| Avg. Drawdown Days | 42.0 | 39.0 |
| Recovery Factor | 2.04 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.46 | 463 |
| 2022-04-07 | 2022-07-30 | -20.26 | 114 |
| 2023-02-02 | 2023-10-20 | -13.08 | 259 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-11-11 | 2023-02-01 | -5.37 | 82 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -13.28% | -37.12% |
| Best Year | 32.29% | 155.54% |
| Worst Year | -0.32% | -62.8% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.86% | 6.86% |
| Avg. Down Week | -2.52% | -5.57% |
| Avg. Up Month | 7.55% | 19.54% |
| Avg. Down Month | -5.43% | -13.35% |
| Win Days % | 50.0% | 51.23% |
| Win Month % | 54.84% | 60.0% |
| Win Week % | 56.72% | 50.86% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |