| Metric | 11393812:btcusd:triple_med_gx:lsma250_110 | 11393812:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 22.87% | 161.59% |
| Max Drawdown | -33.51% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.28 | 0.6 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 33.8 | 3.58 |
| Outlier Loss Ratio | 4.01 | 3.64 |
| Volatility (ann.) | 11.46% | 25.96% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.19 | 0.51 |
| Skew | 0.36 | 0.16 |
| Kurtosis | 52.57 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.43% |
| Expected Yearly % | 5.28% | 27.18% |
| Kelly Criterion | 1.62% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.21% |
| Expected Shortfall (cVaR) | -0.98% | -2.21% |
| Year | 11393812:BTCUSD | 11393812:btcusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | 3.00 | -0.05 | + |
| 2023 | 155.54 | 23.23 | 0.15 | - |
| 2024 | 121.00 | -2.69 | -0.02 | - |
| 2025 | 16.76 | -0.51 | -0.03 | - |
| Metric | 11393812:btcusd:triple_med_gx:lsma250_110 | 11393812:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.42% | 31.46% |
| 6M | -0.51% | 12.77% |
| YTD | -0.51% | 16.76% |
| 1Y | -18.55% | 56.84% |
| 3Y (ann.) | 11.31% | 55.31% |
| 5Y (ann.) | 6.49% | 34.14% |
| Metric | 11393812:btcusd:triple_med_gx:lsma250_110 | 11393812:BTCUSD |
|---|---|---|
| Max Drawdown | -33.51% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -5.86% | -6.76% |
| Avg. Drawdown Days | 60.0 | 35.0 |
| Recovery Factor | 0.68 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2022-11-10 | -33.51 | 250 |
| 2024-03-18 | 2025-06-11 | -28.58 | 450 |
| 2023-02-02 | 2023-10-20 | -13.49 | 259 |
| 2022-11-11 | 2023-02-02 | -5.73 | 83 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| Metric | 11393812:btcusd:triple_med_gx:lsma250_110 | 11393812: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 | 23.23% | 155.54% |
| Worst Year | -2.69% | -60.33% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.24% | 6.23% |
| Avg. Down Week | -3.77% | -4.84% |
| Avg. Up Month | 6.62% | 19.84% |
| Avg. Down Month | -7.93% | -12.87% |
| Win Days % | 49.41% | 51.26% |
| Win Month % | 58.06% | 60.0% |
| Win Week % | 52.31% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |