| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 13.01% | 198.98% |
| Max Drawdown | -23.77% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.22 | 0.64 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 48.95 | 3.21 |
| Outlier Loss Ratio | 4.33 | 3.16 |
| Volatility (ann.) | 8.33% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.16 | 0.57 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 71.86 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.64% |
| Expected Yearly % | 3.1% | 31.5% |
| Kelly Criterion | -0.41% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11393220:BTCUSD | 11393220:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.38 | -0.19 | + |
| 2023 | 155.54 | -5.80 | -0.04 | - |
| 2024 | 121.00 | 1.26 | 0.01 | - |
| 2025 | 16.76 | 7.32 | 0.44 | - |
| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -0.3% | 31.46% |
| 6M | 5.73% | 12.77% |
| YTD | 7.32% | 16.76% |
| 1Y | -7.54% | 56.84% |
| 3Y (ann.) | -1.92% | 55.31% |
| 5Y (ann.) | 3.69% | 38.4% |
| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| Max Drawdown | -23.77% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.29% |
| Avg. Drawdown Days | 67.0 | 31.0 |
| Recovery Factor | 0.55 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-03-25 | -23.77 | 705 |
| 2024-06-07 | 2025-06-11 | -18.74 | 369 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.20 | 30 |
| 2024-03-26 | 2024-04-22 | -2.90 | 26 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.15% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 10.38% | 155.54% |
| Worst Year | -5.8% | -54.66% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 2.82% | 6.61% |
| Avg. Down Week | -1.86% | -3.35% |
| Avg. Up Month | 4.36% | 12.0% |
| Avg. Down Month | -4.0% | -12.22% |
| Win Days % | 46.05% | 51.26% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 41.77% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |