| Metric | 11393819:btcusd:triple_med_gx:lsma280_110 | 11393819:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 33.88% | 181.37% |
| Max Drawdown | -32.04% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.37 | 0.63 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.26 | 1.09 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 31.93 | 3.62 |
| Outlier Loss Ratio | 4.13 | 3.69 |
| Volatility (ann.) | 11.95% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.29 | 0.56 |
| Skew | 0.87 | 0.16 |
| Kurtosis | 50.64 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.62% |
| Expected Yearly % | 7.57% | 29.52% |
| Kelly Criterion | 2.38% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11393819:BTCUSD | 11393819:btcusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -1.74 | 0.03 | + |
| 2023 | 155.54 | 33.30 | 0.21 | - |
| 2024 | 121.00 | 6.65 | 0.05 | - |
| 2025 | 16.76 | -4.16 | -0.25 | - |
| Metric | 11393819:btcusd:triple_med_gx:lsma280_110 | 11393819:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.99% | 31.46% |
| 6M | -4.16% | 12.77% |
| YTD | -4.16% | 16.76% |
| 1Y | -15.8% | 56.84% |
| 3Y (ann.) | 11.92% | 55.31% |
| 5Y (ann.) | 9.39% | 37.45% |
| Metric | 11393819:btcusd:triple_med_gx:lsma280_110 | 11393819:BTCUSD |
|---|---|---|
| Max Drawdown | -32.04% | -67.18% |
| Longest DD Days | 457.0 | 683.0 |
| Avg. Drawdown | -4.12% | -5.8% |
| Avg. Drawdown Days | 42.0 | 31.0 |
| Recovery Factor | 1.06 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-07-07 | -32.04 | 457 |
| 2024-06-07 | 2025-06-11 | -29.10 | 369 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2023-07-14 | 2023-10-01 | -4.26 | 79 |
| 2023-10-02 | 2023-10-20 | -3.26 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| Metric | 11393819:btcusd:triple_med_gx:lsma280_110 | 11393819: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 | 33.3% | 155.54% |
| Worst Year | -4.16% | -57.33% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.34% | 6.14% |
| Avg. Down Week | -3.98% | -5.09% |
| Avg. Up Month | 7.41% | 18.53% |
| Avg. Down Month | -7.43% | -15.1% |
| Win Days % | 48.51% | 51.26% |
| Win Month % | 61.29% | 60.0% |
| Win Week % | 55.07% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |