| Metric | 11393556:btcusd:triple_med_gx:lsma80_110 | 11393556:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.42% | 198.98% |
| Max Drawdown | -18.19% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.31 | 0.64 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.46 | 1.07 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 0.41 | 0.99 |
| Outlier Win Ratio | 56.12 | 3.24 |
| Outlier Loss Ratio | 4.07 | 3.07 |
| Volatility (ann.) | 7.74% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.3 | 0.57 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 80.44 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.64% |
| Expected Yearly % | 4.54% | 31.5% |
| Kelly Criterion | 0.09% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11393556:BTCUSD | 11393556:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.42 | 0.21 | + |
| 2023 | 155.54 | 28.72 | 0.18 | - |
| 2024 | 121.00 | 9.90 | 0.08 | - |
| 2025 | 16.76 | -4.70 | -0.28 | - |
| Metric | 11393556:btcusd:triple_med_gx:lsma80_110 | 11393556:BTCUSD |
|---|---|---|
| MTD | -1.36% | 4.16% |
| 3M | -6.66% | 31.46% |
| 6M | -1.56% | 12.77% |
| YTD | -4.7% | 16.76% |
| 1Y | 0.48% | 56.84% |
| 3Y (ann.) | 8.51% | 55.31% |
| 5Y (ann.) | 5.41% | 38.4% |
| Metric | 11393556:btcusd:triple_med_gx:lsma80_110 | 11393556:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.38% | -6.29% |
| Avg. Drawdown Days | 84.0 | 31.0 |
| Recovery Factor | 1.07 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-02-12 | -18.19 | 303 |
| 2022-02-01 | 2023-03-13 | -15.16 | 404 |
| 2023-07-14 | 2024-03-31 | -9.89 | 261 |
| 2025-02-13 | 2025-06-11 | -7.62 | 118 |
| 2023-05-04 | 2023-06-20 | -4.86 | 47 |
| 2023-04-11 | 2023-05-03 | -2.68 | 22 |
| 2024-04-14 | 2024-04-14 | -0.84 | 0 |
| 2023-04-08 | 2023-04-09 | -0.58 | 1 |
| 2024-04-15 | 2024-04-15 | -0.40 | 0 |
| 2024-03-31 | 2024-04-14 | -0.31 | 13 |
| Metric | 11393556:btcusd:triple_med_gx:lsma80_110 | 11393556:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 16.24% | 35.75% |
| Worst Week | -10.35% | -29.64% |
| Best Month | 16.24% | 43.77% |
| Worst Month | -7.37% | -37.12% |
| Best Year | 28.72% | 155.54% |
| Worst Year | -11.42% | -54.66% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.02% | 8.45% |
| Avg. Down Week | -2.21% | -3.1% |
| Avg. Up Month | 4.74% | 14.72% |
| Avg. Down Month | -2.7% | -10.88% |
| Win Days % | 45.3% | 51.26% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 50.68% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |