| Metric | 11393868:btcusd:triple_med_gx:lsma250_110 | 11393868:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 37.62% | 161.59% |
| Max Drawdown | -26.97% | -67.18% |
| Sharpe | 0.27 | 0.41 |
| Sortino | 0.4 | 0.6 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 32.81 | 3.61 |
| Outlier Loss Ratio | 3.92 | 3.56 |
| Volatility (ann.) | 11.71% | 25.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.38 | 0.51 |
| Skew | 0.91 | 0.16 |
| Kurtosis | 52.08 | 6.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.43% |
| Expected Yearly % | 8.31% | 27.18% |
| Kelly Criterion | 3.59% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.21% |
| Expected Shortfall (cVaR) | -1.0% | -2.21% |
| Year | 11393868:BTCUSD | 11393868:btcusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | 6.36 | -0.11 | + |
| 2023 | 155.54 | 34.37 | 0.22 | - |
| 2024 | 121.00 | -3.61 | -0.03 | - |
| 2025 | 16.76 | -0.10 | -0.01 | - |
| Metric | 11393868:btcusd:triple_med_gx:lsma250_110 | 11393868:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.2% | 31.46% |
| 6M | -0.1% | 12.77% |
| YTD | -0.1% | 16.76% |
| 1Y | -14.73% | 56.84% |
| 3Y (ann.) | 16.31% | 55.31% |
| 5Y (ann.) | 10.25% | 34.14% |
| Metric | 11393868:btcusd:triple_med_gx:lsma250_110 | 11393868:BTCUSD |
|---|---|---|
| Max Drawdown | -26.97% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.17% | -6.76% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | 1.4 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.97 | 463 |
| 2022-03-04 | 2022-09-27 | -25.13 | 206 |
| 2023-02-02 | 2023-10-20 | -14.91 | 259 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2022-11-11 | 2023-02-01 | -4.37 | 82 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393868:btcusd:triple_med_gx:lsma250_110 | 11393868: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 | 34.37% | 155.54% |
| Worst Year | -3.61% | -60.33% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.95% | 6.76% |
| Avg. Down Week | -2.43% | -4.5% |
| Avg. Up Month | 7.36% | 19.92% |
| Avg. Down Month | -5.42% | -11.61% |
| Win Days % | 49.36% | 51.26% |
| Win Month % | 53.12% | 60.0% |
| Win Week % | 50.7% | 50.86% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |