| Metric | 11393817:btcusd:triple_med_gx:lsma270_110 | 11393817:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 29.06% | 158.52% |
| Max Drawdown | -31.94% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.33 | 0.59 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 31.71 | 3.62 |
| Outlier Loss Ratio | 4.09 | 3.7 |
| Volatility (ann.) | 11.96% | 25.87% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.25 | 0.5 |
| Skew | 0.38 | 0.14 |
| Kurtosis | 48.42 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.4% |
| Expected Yearly % | 6.59% | 26.8% |
| Kelly Criterion | 1.5% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.2% |
| Expected Shortfall (cVaR) | -1.02% | -2.2% |
| Year | 11393817:BTCUSD | 11393817:btcusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -0.89 | 0.01 | + |
| 2023 | 155.54 | 24.59 | 0.16 | - |
| 2024 | 121.00 | 8.41 | 0.07 | - |
| 2025 | 16.76 | -3.59 | -0.21 | - |
| Metric | 11393817:btcusd:triple_med_gx:lsma270_110 | 11393817:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.43% | 31.46% |
| 6M | -3.59% | 12.77% |
| YTD | -3.59% | 16.76% |
| 1Y | -14.19% | 56.84% |
| 3Y (ann.) | 11.3% | 55.31% |
| 5Y (ann.) | 8.14% | 33.82% |
| Metric | 11393817:btcusd:triple_med_gx:lsma270_110 | 11393817:BTCUSD |
|---|---|---|
| Max Drawdown | -31.94% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -5.47% | -6.69% |
| Avg. Drawdown Days | 51.0 | 36.0 |
| Recovery Factor | 0.91 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-11-10 | -31.94 | 218 |
| 2024-06-07 | 2025-06-11 | -29.05 | 369 |
| 2023-02-02 | 2023-10-01 | -15.77 | 240 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 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 |
| 2023-12-19 | 2024-02-27 | -2.97 | 69 |
| Metric | 11393817:btcusd:triple_med_gx:lsma270_110 | 11393817: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 | 24.59% | 155.54% |
| Worst Year | -3.59% | -60.79% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.96% | 6.14% |
| Avg. Down Week | -3.83% | -5.09% |
| Avg. Up Month | 6.81% | 19.01% |
| Avg. Down Month | -7.27% | -15.1% |
| Win Days % | 48.51% | 51.24% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 56.72% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |