| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 38.78% | 161.59% |
| Max Drawdown | -30.75% | -67.18% |
| Sharpe | 0.27 | 0.41 |
| Sortino | 0.4 | 0.6 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 31.58 | 3.72 |
| Outlier Loss Ratio | 4.06 | 3.66 |
| Volatility (ann.) | 11.99% | 25.96% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.34 | 0.51 |
| Skew | 0.99 | 0.16 |
| Kurtosis | 49.22 | 6.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.43% |
| Expected Yearly % | 8.54% | 27.18% |
| Kelly Criterion | 2.68% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.21% |
| Expected Shortfall (cVaR) | -1.02% | -2.21% |
| Year | 11393980:BTCUSD | 11393980:btcusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | -10.60 | 0.18 | + |
| 2023 | 155.54 | 42.30 | 0.27 | - |
| 2024 | 121.00 | 16.10 | 0.13 | - |
| 2025 | 16.76 | -6.04 | -0.36 | - |
| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.97% | 31.46% |
| 6M | -6.04% | 12.77% |
| YTD | -6.04% | 16.76% |
| 1Y | 0.27% | 56.84% |
| 3Y (ann.) | 18.29% | 55.31% |
| 5Y (ann.) | 10.53% | 34.14% |
| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| Max Drawdown | -30.75% | -67.18% |
| Longest DD Days | 474.0 | 683.0 |
| Avg. Drawdown | -6.06% | -6.76% |
| Avg. Drawdown Days | 60.0 | 35.0 |
| Recovery Factor | 1.26 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2023-06-21 | -30.75 | 474 |
| 2024-03-21 | 2024-11-10 | -25.96 | 234 |
| 2024-12-05 | 2025-06-11 | -23.53 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -4.83 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-22 | 2024-03-03 | -2.57 | 72 |
| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -21.72% | -37.12% |
| Best Year | 42.3% | 155.54% |
| Worst Year | -10.6% | -60.33% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.5% | 6.25% |
| Avg. Down Week | -2.75% | -5.37% |
| Avg. Up Month | 6.53% | 14.93% |
| Avg. Down Month | -6.87% | -13.75% |
| Win Days % | 49.36% | 51.26% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 48.65% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |