| Metric | 11396965:btcusd:triple_med_gx:lsma265_120 | 11396965:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 28.45% | 184.2% |
| Max Drawdown | -33.32% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.38 | 1.09 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.25 | 1.02 |
| Outlier Win Ratio | 37.38 | 3.6 |
| Outlier Loss Ratio | 3.89 | 3.43 |
| Volatility (ann.) | 11.11% | 25.94% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.24 | 0.56 |
| Skew | 0.3 | 0.17 |
| Kurtosis | 59.4 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.65% |
| Expected Yearly % | 6.46% | 29.84% |
| Kelly Criterion | 2.44% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.2% |
| Expected Shortfall (cVaR) | -0.95% | -2.2% |
| Year | 11396965:BTCUSD | 11396965:btcusd:triple_med_gx:lsma265_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -7.33 | 0.13 | + |
| 2023 | 155.54 | 22.87 | 0.15 | - |
| 2024 | 121.00 | 4.06 | 0.03 | - |
| 2025 | 16.76 | 8.41 | 0.50 | - |
| Metric | 11396965:btcusd:triple_med_gx:lsma265_120 | 11396965:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.89% | 31.46% |
| 6M | 8.41% | 12.77% |
| YTD | 8.41% | 16.76% |
| 1Y | -8.76% | 56.84% |
| 3Y (ann.) | 10.77% | 55.31% |
| 5Y (ann.) | 7.97% | 37.73% |
| Metric | 11396965:btcusd:triple_med_gx:lsma265_120 | 11396965:BTCUSD |
|---|---|---|
| Max Drawdown | -33.32% | -67.18% |
| Longest DD Days | 563.0 | 683.0 |
| Avg. Drawdown | -5.08% | -6.52% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 0.85 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-23 | -33.32 | 563 |
| 2024-06-07 | 2025-06-11 | -25.95 | 369 |
| 2024-03-18 | 2024-06-03 | -10.38 | 77 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2022-03-24 | 2022-04-07 | -0.45 | 14 |
| Metric | 11396965:btcusd:triple_med_gx:lsma265_120 | 11396965:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -26.31% | -29.64% |
| Best Month | 12.07% | 43.77% |
| Worst Month | -26.31% | -37.12% |
| Best Year | 22.87% | 155.54% |
| Worst Year | -7.33% | -56.9% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.36% | 6.58% |
| Avg. Down Week | -3.25% | -5.23% |
| Avg. Up Month | 5.4% | 18.66% |
| Avg. Down Month | -6.22% | -12.26% |
| Win Days % | 49.36% | 51.27% |
| Win Month % | 62.07% | 60.0% |
| Win Week % | 50.0% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |