| Metric | 11393816:btcusd:triple_med_gx:lsma265_110 | 11393816:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 29.88% | 184.2% |
| Max Drawdown | -30.73% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 32.74 | 3.61 |
| Outlier Loss Ratio | 4.1 | 3.66 |
| Volatility (ann.) | 11.67% | 25.94% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.27 | 0.56 |
| Skew | 0.53 | 0.17 |
| Kurtosis | 50.79 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.65% |
| Expected Yearly % | 6.75% | 29.84% |
| Kelly Criterion | 2.11% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.2% |
| Expected Shortfall (cVaR) | -1.0% | -2.2% |
| Year | 11393816:BTCUSD | 11393816:btcusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | 4.34 | -0.08 | + |
| 2023 | 155.54 | 24.62 | 0.16 | - |
| 2024 | 121.00 | 1.94 | 0.02 | - |
| 2025 | 16.76 | -2.01 | -0.12 | - |
| Metric | 11393816:btcusd:triple_med_gx:lsma265_110 | 11393816:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.84% | 31.46% |
| 6M | -2.01% | 12.77% |
| YTD | -2.01% | 16.76% |
| 1Y | -19.62% | 56.84% |
| 3Y (ann.) | 12.66% | 55.31% |
| 5Y (ann.) | 8.34% | 37.73% |
| Metric | 11393816:btcusd:triple_med_gx:lsma265_110 | 11393816:BTCUSD |
|---|---|---|
| Max Drawdown | -30.73% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.3% | -6.52% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | 0.97 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2022-10-26 | -30.73 | 223 |
| 2024-06-07 | 2025-06-11 | -29.11 | 369 |
| 2023-02-02 | 2023-10-01 | -16.96 | 241 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2022-11-11 | 2023-02-02 | -5.73 | 83 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 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 |
| Metric | 11393816:btcusd:triple_med_gx:lsma265_110 | 11393816:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -21.39% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -21.39% | -37.12% |
| Best Year | 24.62% | 155.54% |
| Worst Year | -2.01% | -56.9% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.04% | 6.09% |
| Avg. Down Week | -3.25% | -5.09% |
| Avg. Up Month | 7.35% | 19.92% |
| Avg. Down Month | -6.78% | -13.56% |
| Win Days % | 48.86% | 51.27% |
| Win Month % | 56.67% | 60.0% |
| Win Week % | 52.24% | 51.72% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |