| Metric | 11393878:btcusd:triple_med_gx:lsma295_110 | 11393878:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 53.35% | 177.29% |
| Max Drawdown | -31.61% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.27 | 1.1 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 31.19 | 3.69 |
| Outlier Loss Ratio | 4.11 | 3.67 |
| Volatility (ann.) | 12.13% | 25.8% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.45 | 0.55 |
| Skew | 1.27 | 0.17 |
| Kurtosis | 49.9 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.58% |
| Expected Yearly % | 11.28% | 29.04% |
| Kelly Criterion | 4.36% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.19% |
| Expected Shortfall (cVaR) | -1.03% | -2.19% |
| Year | 11393878:BTCUSD | 11393878:btcusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.95 | 8.22 | -0.14 | + |
| 2023 | 155.54 | 44.87 | 0.29 | - |
| 2024 | 121.00 | -0.65 | -0.01 | - |
| 2025 | 16.76 | -1.54 | -0.09 | - |
| Metric | 11393878:btcusd:triple_med_gx:lsma295_110 | 11393878:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -2.81% | 31.46% |
| 6M | -1.54% | 12.77% |
| YTD | -1.54% | 16.76% |
| 1Y | -9.38% | 56.84% |
| 3Y (ann.) | 14.73% | 55.31% |
| 5Y (ann.) | 14.09% | 36.95% |
| Metric | 11393878:btcusd:triple_med_gx:lsma295_110 | 11393878:BTCUSD |
|---|---|---|
| Max Drawdown | -31.61% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.92% | -5.79% |
| Avg. Drawdown Days | 34.0 | 32.0 |
| Recovery Factor | 1.69 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -31.61 | 463 |
| 2022-04-07 | 2022-08-11 | -20.85 | 125 |
| 2023-02-02 | 2023-06-21 | -14.47 | 138 |
| 2022-08-13 | 2022-11-10 | -11.04 | 89 |
| 2023-07-14 | 2023-10-02 | -5.46 | 80 |
| 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 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393878:btcusd:triple_med_gx:lsma295_110 | 11393878:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -15.57% | -37.12% |
| Best Year | 44.87% | 155.54% |
| Worst Year | -1.54% | -57.95% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.04% | 7.22% |
| Avg. Down Week | -3.33% | -4.97% |
| Avg. Up Month | 7.37% | 17.91% |
| Avg. Down Month | -6.07% | -11.77% |
| Win Days % | 48.94% | 51.26% |
| Win Month % | 56.25% | 60.0% |
| Win Week % | 56.76% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |