| Metric | 11393990:btcusd:triple_med_gx:lsma295_110 | 11393990:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 63.34% | 177.29% |
| Max Drawdown | -27.82% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.58 | 0.63 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.36 | 1.1 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 30.37 | 3.71 |
| Outlier Loss Ratio | 4.3 | 3.68 |
| Volatility (ann.) | 11.86% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.59 | 0.55 |
| Skew | 1.27 | 0.17 |
| Kurtosis | 49.18 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.23% | 2.58% |
| Expected Yearly % | 13.05% | 29.04% |
| Kelly Criterion | 4.32% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.19% |
| Expected Shortfall (cVaR) | -1.01% | -2.19% |
| Year | 11393990:BTCUSD | 11393990:btcusd:triple_med_gx:lsma295_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.95 | -2.17 | 0.04 | + |
| 2023 | 155.54 | 42.91 | 0.28 | - |
| 2024 | 121.00 | 22.45 | 0.19 | - |
| 2025 | 16.76 | -4.58 | -0.27 | - |
| Metric | 11393990:btcusd:triple_med_gx:lsma295_110 | 11393990:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.16% |
| 3M | 2.43% | 31.46% |
| 6M | -4.58% | 12.77% |
| YTD | -4.58% | 16.76% |
| 1Y | 7.27% | 56.84% |
| 3Y (ann.) | 20.52% | 55.31% |
| 5Y (ann.) | 16.33% | 36.95% |
| Metric | 11393990:btcusd:triple_med_gx:lsma295_110 | 11393990:BTCUSD |
|---|---|---|
| Max Drawdown | -27.82% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.84% | -5.79% |
| Avg. Drawdown Days | 49.0 | 32.0 |
| Recovery Factor | 2.28 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-20 | -27.82 | 450 |
| 2024-03-21 | 2024-11-10 | -26.17 | 234 |
| 2024-12-05 | 2025-06-11 | -20.20 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -6.50 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11393990:btcusd:triple_med_gx:lsma295_110 | 11393990: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 | 42.91% | 155.54% |
| Worst Year | -4.58% | -57.95% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.88% | 6.54% |
| Avg. Down Week | -2.69% | -5.88% |
| Avg. Up Month | 6.5% | 14.79% |
| Avg. Down Month | -5.13% | -11.72% |
| Win Days % | 49.53% | 51.26% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 55.84% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |