| Metric | 11393810:btcusd:triple_med_gx:lsma235_110 | 11393810:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.15% | 163.01% |
| Max Drawdown | -32.68% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.6 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 35.37 | 3.59 |
| Outlier Loss Ratio | 3.81 | 3.48 |
| Volatility (ann.) | 11.28% | 25.97% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.15 | 0.51 |
| Skew | 0.31 | 0.16 |
| Kurtosis | 55.09 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.39% |
| Expected Yearly % | 4.04% | 27.35% |
| Kelly Criterion | 1.19% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.21% |
| Expected Shortfall (cVaR) | -0.97% | -2.21% |
| Year | 11393810:BTCUSD | 11393810:btcusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 3.60 | -0.06 | + |
| 2023 | 155.54 | 26.83 | 0.17 | - |
| 2024 | 121.00 | -10.54 | -0.09 | - |
| 2025 | 16.76 | -0.33 | -0.02 | - |
| Metric | 11393810:btcusd:triple_med_gx:lsma235_110 | 11393810:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.15% | 31.46% |
| 6M | -0.33% | 12.77% |
| YTD | -0.33% | 16.76% |
| 1Y | -24.09% | 56.84% |
| 3Y (ann.) | 8.68% | 55.31% |
| 5Y (ann.) | 4.94% | 34.23% |
| Metric | 11393810:btcusd:triple_med_gx:lsma235_110 | 11393810:BTCUSD |
|---|---|---|
| Max Drawdown | -32.68% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.07% | -7.2% |
| Avg. Drawdown Days | 53.0 | 39.0 |
| Recovery Factor | 0.52 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -32.68 | 450 |
| 2022-04-06 | 2022-11-10 | -31.90 | 217 |
| 2023-02-02 | 2023-09-30 | -11.38 | 239 |
| 2023-11-16 | 2023-12-20 | -4.89 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -3.27 | 82 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-22 | 2024-02-27 | -1.53 | 66 |
| Metric | 11393810:btcusd:triple_med_gx:lsma235_110 | 11393810:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -23.08% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -23.08% | -37.12% |
| Best Year | 26.83% | 155.54% |
| Worst Year | -10.54% | -60.11% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.99% | 6.35% |
| Avg. Down Week | -4.03% | -5.03% |
| Avg. Up Month | 6.46% | 20.65% |
| Avg. Down Month | -7.32% | -13.56% |
| Win Days % | 49.34% | 51.28% |
| Win Month % | 53.33% | 60.98% |
| Win Week % | 54.69% | 50.86% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 75.0% |