| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 58.53% | 118.61% |
| Max Drawdown | -22.65% | -67.18% |
| Sharpe | 0.36 | 0.37 |
| Sortino | 0.55 | 0.54 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 33.66 | 3.69 |
| Outlier Loss Ratio | 3.94 | 3.59 |
| Volatility (ann.) | 12.28% | 26.58% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.71 | 0.43 |
| Skew | 1.03 | 0.17 |
| Kurtosis | 53.17 | 6.32 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.08% |
| Expected Yearly % | 12.21% | 21.59% |
| Kelly Criterion | 4.23% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.26% |
| Expected Shortfall (cVaR) | -1.05% | -2.26% |
| Year | 11430269:BTCUSD | 11430269:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.32 | -0.11 | + |
| 2023 | 155.54 | 32.85 | 0.21 | - |
| 2024 | 121.00 | 23.42 | 0.19 | - |
| 2025 | -6.21 | -9.06 | 1.46 | - |
| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| MTD | -0.05% | 3.86% |
| 3M | -9.06% | -7.61% |
| 6M | 2.89% | 38.23% |
| YTD | -9.06% | -6.21% |
| 1Y | -0.29% | 25.27% |
| 3Y (ann.) | 15.28% | 25.44% |
| 5Y (ann.) | 16.03% | 28.71% |
| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| Max Drawdown | -22.65% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -4.46% | -7.07% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 2.58 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -22.65 | 291 |
| 2022-10-26 | 2023-07-13 | -18.23 | 259 |
| 2022-06-08 | 2022-07-28 | -15.29 | 50 |
| 2022-02-19 | 2022-03-24 | -13.89 | 33 |
| 2022-09-27 | 2022-10-25 | -7.06 | 28 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2022-07-30 | 2022-08-11 | -6.72 | 11 |
| 2023-07-14 | 2023-10-23 | -6.16 | 101 |
| 2022-08-11 | 2022-09-27 | -5.47 | 46 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.93% | 35.75% |
| Worst Week | -9.06% | -29.64% |
| Best Month | 17.2% | 43.77% |
| Worst Month | -12.89% | -37.12% |
| Best Year | 32.85% | 155.54% |
| Worst Year | -9.06% | -58.73% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 5.75% | 7.22% |
| Avg. Down Week | -2.41% | -4.98% |
| Avg. Up Month | 8.73% | 13.78% |
| Avg. Down Month | -4.51% | -12.35% |
| Win Days % | 48.75% | 51.12% |
| Win Month % | 46.67% | 60.53% |
| Win Week % | 42.65% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |