| Metric | 11393870:btcusd:triple_med_gx:lsma260_110 | 11393870:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 44.24% | 183.58% |
| Max Drawdown | -29.05% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.09 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 31.49 | 3.67 |
| Outlier Loss Ratio | 3.99 | 3.65 |
| Volatility (ann.) | 12.16% | 25.93% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.41 | 0.56 |
| Skew | 1.05 | 0.17 |
| Kurtosis | 50.61 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.64% |
| Expected Yearly % | 9.59% | 29.77% |
| Kelly Criterion | 3.87% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.2% |
| Expected Shortfall (cVaR) | -1.04% | -2.2% |
| Year | 11393870:BTCUSD | 11393870:btcusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 7.18 | -0.13 | + |
| 2023 | 155.54 | 37.52 | 0.24 | - |
| 2024 | 121.00 | -1.57 | -0.01 | - |
| 2025 | 16.76 | -0.58 | -0.03 | - |
| Metric | 11393870:btcusd:triple_med_gx:lsma260_110 | 11393870:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.5% | 31.46% |
| 6M | -0.58% | 12.77% |
| YTD | -0.58% | 16.76% |
| 1Y | -11.59% | 56.84% |
| 3Y (ann.) | 14.82% | 55.31% |
| 5Y (ann.) | 11.87% | 37.6% |
| Metric | 11393870:btcusd:triple_med_gx:lsma260_110 | 11393870:BTCUSD |
|---|---|---|
| Max Drawdown | -29.05% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.22% |
| Avg. Drawdown Days | 42.0 | 33.0 |
| Recovery Factor | 1.52 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.05 | 463 |
| 2022-04-07 | 2022-08-11 | -21.33 | 125 |
| 2023-02-02 | 2023-10-04 | -16.52 | 244 |
| 2022-08-13 | 2022-10-26 | -10.85 | 73 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 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 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393870:btcusd:triple_med_gx:lsma260_110 | 11393870:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.92% | -37.12% |
| Best Year | 37.52% | 155.54% |
| Worst Year | -1.57% | -56.99% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.02% | 6.8% |
| Avg. Down Week | -3.0% | -4.97% |
| Avg. Up Month | 7.11% | 18.6% |
| Avg. Down Month | -6.34% | -13.15% |
| Win Days % | 49.28% | 51.28% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 55.88% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |