| Metric | 11393913:btcusd:triple_med_gx:lsma195_110 | 11393913:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 26.38% | 172.16% |
| Max Drawdown | -28.53% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.31 | 0.61 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 35.57 | 3.63 |
| Outlier Loss Ratio | 3.77 | 3.58 |
| Volatility (ann.) | 11.89% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.26 | 0.53 |
| Skew | 0.94 | 0.19 |
| Kurtosis | 58.12 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.47% |
| Expected Yearly % | 6.03% | 28.44% |
| Kelly Criterion | 1.97% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.23% |
| Expected Shortfall (cVaR) | -1.02% | -2.23% |
| Year | 11393913:BTCUSD | 11393913:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 5.38 | -0.09 | + |
| 2023 | 155.54 | 37.18 | 0.24 | - |
| 2024 | 121.00 | -4.80 | -0.04 | - |
| 2025 | 16.76 | -8.16 | -0.49 | - |
| Metric | 11393913:btcusd:triple_med_gx:lsma195_110 | 11393913:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.59% | 31.46% |
| 6M | -8.16% | 12.77% |
| YTD | -8.16% | 16.76% |
| 1Y | -13.67% | 56.84% |
| 3Y (ann.) | 9.43% | 55.31% |
| 5Y (ann.) | 7.32% | 35.29% |
| Metric | 11393913:btcusd:triple_med_gx:lsma195_110 | 11393913:BTCUSD |
|---|---|---|
| Max Drawdown | -28.53% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.4% | -7.19% |
| Avg. Drawdown Days | 46.0 | 37.0 |
| Recovery Factor | 0.92 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.53 | 463 |
| 2022-03-25 | 2022-11-10 | -26.99 | 230 |
| 2022-02-19 | 2022-03-24 | -13.89 | 32 |
| 2023-02-02 | 2023-07-13 | -11.72 | 160 |
| 2023-11-11 | 2023-12-20 | -4.88 | 39 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2022-12-18 | 2022-12-20 | -2.05 | 2 |
| 2022-12-21 | 2023-02-01 | -1.81 | 42 |
| 2023-12-22 | 2024-03-01 | -1.34 | 70 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11393913:btcusd:triple_med_gx:lsma195_110 | 11393913:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -18.95% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -21.33% | -37.12% |
| Best Year | 37.18% | 155.54% |
| Worst Year | -8.16% | -58.73% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.15% | 7.84% |
| Avg. Down Week | -3.49% | -4.98% |
| Avg. Up Month | 7.28% | 13.88% |
| Avg. Down Month | -6.65% | -14.46% |
| Win Days % | 49.37% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.75% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |