| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 57.65% | 183.58% |
| Max Drawdown | -27.71% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 30.43 | 3.75 |
| Outlier Loss Ratio | 4.12 | 3.67 |
| Volatility (ann.) | 12.14% | 25.93% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.54 | 0.56 |
| Skew | 1.09 | 0.17 |
| Kurtosis | 47.49 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.64% |
| Expected Yearly % | 12.05% | 29.77% |
| Kelly Criterion | 4.35% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.2% |
| Expected Shortfall (cVaR) | -1.03% | -2.2% |
| Year | 11393981:BTCUSD | 11393981:btcusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | -3.07 | 0.05 | + |
| 2023 | 155.54 | 43.97 | 0.28 | - |
| 2024 | 121.00 | 20.64 | 0.17 | - |
| 2025 | 16.76 | -6.36 | -0.38 | - |
| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.35% | 31.46% |
| 6M | -6.36% | 12.77% |
| YTD | -6.36% | 16.76% |
| 1Y | 3.71% | 56.84% |
| 3Y (ann.) | 20.54% | 55.31% |
| 5Y (ann.) | 14.96% | 37.6% |
| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| Max Drawdown | -27.71% | -67.18% |
| Longest DD Days | 233.0 | 683.0 |
| Avg. Drawdown | -5.59% | -6.22% |
| Avg. Drawdown Days | 47.0 | 33.0 |
| Recovery Factor | 2.08 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2022-11-10 | -27.71 | 233 |
| 2024-03-21 | 2024-11-09 | -27.57 | 233 |
| 2024-12-05 | 2025-06-11 | -22.45 | 188 |
| 2023-02-02 | 2023-06-20 | -13.41 | 137 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2022-11-11 | 2023-02-02 | -6.42 | 83 |
| 2023-07-14 | 2023-10-23 | -5.29 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981: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 | 43.97% | 155.54% |
| Worst Year | -6.36% | -56.99% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.92% | 6.55% |
| Avg. Down Week | -2.63% | -5.36% |
| Avg. Up Month | 6.2% | 15.13% |
| Avg. Down Month | -5.43% | -12.67% |
| Win Days % | 49.86% | 51.28% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 54.67% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |