| Metric | 11393873:btcusd:triple_med_gx:lsma275_110 | 11393873:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 48.7% | 178.19% |
| Max Drawdown | -29.09% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.63 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.09 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 29.91 | 3.69 |
| Outlier Loss Ratio | 4.05 | 3.69 |
| Volatility (ann.) | 12.45% | 25.82% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.45 | 0.55 |
| Skew | 1.06 | 0.16 |
| Kurtosis | 47.51 | 6.38 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.59% |
| Expected Yearly % | 10.43% | 29.15% |
| Kelly Criterion | 3.94% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.19% |
| Expected Shortfall (cVaR) | -1.06% | -2.19% |
| Year | 11393873:BTCUSD | 11393873:btcusd:triple_med_gx:lsma275_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.81 | 6.63 | -0.11 | + |
| 2023 | 155.54 | 40.59 | 0.26 | - |
| 2024 | 121.00 | 1.24 | 0.01 | - |
| 2025 | 16.76 | -2.02 | -0.12 | - |
| Metric | 11393873:btcusd:triple_med_gx:lsma275_110 | 11393873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.1% | 31.46% |
| 6M | -2.02% | 12.77% |
| YTD | -2.02% | 16.76% |
| 1Y | -11.35% | 56.84% |
| 3Y (ann.) | 15.5% | 55.31% |
| 5Y (ann.) | 12.95% | 36.9% |
| Metric | 11393873:btcusd:triple_med_gx:lsma275_110 | 11393873:BTCUSD |
|---|---|---|
| Max Drawdown | -29.09% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.55% | -5.83% |
| Avg. Drawdown Days | 41.0 | 31.0 |
| Recovery Factor | 1.67 | 2.65 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.09 | 463 |
| 2022-04-07 | 2022-08-11 | -21.33 | 125 |
| 2023-02-02 | 2023-07-12 | -14.48 | 159 |
| 2022-08-13 | 2022-10-26 | -12.24 | 74 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-11-11 | 2023-02-01 | -4.37 | 82 |
| 2023-07-14 | 2023-10-01 | -3.88 | 79 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| Metric | 11393873:btcusd:triple_med_gx:lsma275_110 | 11393873:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -15.07% | -37.12% |
| Best Year | 40.59% | 155.54% |
| Worst Year | -2.02% | -57.81% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.1% | 6.76% |
| Avg. Down Week | -3.39% | -5.11% |
| Avg. Up Month | 7.56% | 18.44% |
| Avg. Down Month | -6.69% | -13.15% |
| Win Days % | 49.27% | 51.25% |
| Win Month % | 61.29% | 60.0% |
| Win Week % | 59.72% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |