| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 11.38% | 175.9% |
| Max Drawdown | -35.34% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.18 | 0.62 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 37.37 | 3.59 |
| Outlier Loss Ratio | 3.79 | 3.47 |
| Volatility (ann.) | 11.21% | 26.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.09 | 0.54 |
| Skew | -0.06 | 0.2 |
| Kurtosis | 58.78 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.51% |
| Expected Yearly % | 2.73% | 28.88% |
| Kelly Criterion | 0.1% | 2.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.21% |
| Expected Shortfall (cVaR) | -0.96% | -2.21% |
| Year | 11393754:BTCUSD | 11393754:btcusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -7.70 | 0.13 | + |
| 2023 | 155.54 | 19.78 | 0.13 | - |
| 2024 | 121.00 | -6.87 | -0.06 | - |
| 2025 | 16.76 | 8.18 | 0.49 | - |
| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.18% | 31.46% |
| 6M | 8.18% | 12.77% |
| YTD | 8.18% | 16.76% |
| 1Y | -18.42% | 56.84% |
| 3Y (ann.) | 6.92% | 55.31% |
| 5Y (ann.) | 3.33% | 36.16% |
| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| Max Drawdown | -35.34% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -7.52% | -7.12% |
| Avg. Drawdown Days | 95.0 | 38.0 |
| Recovery Factor | 0.32 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -35.34 | 450 |
| 2022-04-06 | 2023-10-23 | -35.15 | 564 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.49 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-10-23 | 2023-11-08 | -2.46 | 16 |
| 2023-12-20 | 2024-02-26 | -1.25 | 67 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -25.68% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -25.68% | -37.12% |
| Best Year | 19.78% | 155.54% |
| Worst Year | -7.7% | -58.16% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.11% | 6.12% |
| Avg. Down Week | -3.97% | -5.35% |
| Avg. Up Month | 6.1% | 17.67% |
| Avg. Down Month | -9.8% | -14.63% |
| Win Days % | 49.25% | 51.29% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 51.61% | 50.86% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |