| Metric | 11393976:btcusd:triple_med_gx:lsma230_110 | 11393976:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 49.39% | 175.9% |
| Max Drawdown | -29.51% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.49 | 0.62 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 32.67 | 3.69 |
| Outlier Loss Ratio | 4.11 | 3.62 |
| Volatility (ann.) | 11.83% | 26.08% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.44 | 0.54 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 56.2 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.51% |
| Expected Yearly % | 10.56% | 28.88% |
| Kelly Criterion | 3.45% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.21% |
| Expected Shortfall (cVaR) | -1.01% | -2.21% |
| Year | 11393976:BTCUSD | 11393976:btcusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 5.24 | -0.09 | + |
| 2023 | 155.54 | 30.65 | 0.20 | - |
| 2024 | 121.00 | 13.11 | 0.11 | - |
| 2025 | 16.76 | -3.95 | -0.24 | - |
| Metric | 11393976:btcusd:triple_med_gx:lsma230_110 | 11393976:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.21% | 31.46% |
| 6M | -3.95% | 12.77% |
| YTD | -3.95% | 16.76% |
| 1Y | -3.55% | 56.84% |
| 3Y (ann.) | 15.7% | 55.31% |
| 5Y (ann.) | 12.99% | 36.16% |
| Metric | 11393976:btcusd:triple_med_gx:lsma230_110 | 11393976:BTCUSD |
|---|---|---|
| Max Drawdown | -29.51% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -4.52% | -7.12% |
| Avg. Drawdown Days | 55.0 | 38.0 |
| Recovery Factor | 1.67 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -29.51 | 451 |
| 2024-06-07 | 2025-06-11 | -25.34 | 369 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.12 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-21 | 2024-06-04 | -3.85 | 75 |
| 2023-12-22 | 2024-03-04 | -2.87 | 73 |
| 2023-06-22 | 2023-07-11 | -1.72 | 19 |
| Metric | 11393976:btcusd:triple_med_gx:lsma230_110 | 11393976:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -21.72% | -37.12% |
| Best Year | 30.65% | 155.54% |
| Worst Year | -3.95% | -58.16% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.82% | 6.45% |
| Avg. Down Week | -2.95% | -5.01% |
| Avg. Up Month | 6.15% | 14.48% |
| Avg. Down Month | -7.11% | -12.23% |
| Win Days % | 49.23% | 51.29% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 56.16% | 50.86% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |