| Metric | 11393821:btcusd:triple_med_gx:lsma290_110 | 11393821:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 28.88% | 180.16% |
| Max Drawdown | -32.04% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.33 | 0.63 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.1 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 31.28 | 3.64 |
| Outlier Loss Ratio | 4.11 | 3.71 |
| Volatility (ann.) | 12.09% | 25.8% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.25 | 0.56 |
| Skew | 0.87 | 0.17 |
| Kurtosis | 48.96 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.61% |
| Expected Yearly % | 6.55% | 29.38% |
| Kelly Criterion | 2.27% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.19% |
| Expected Shortfall (cVaR) | -1.03% | -2.19% |
| Year | 11393821:BTCUSD | 11393821:btcusd:triple_med_gx:lsma290_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | 0.09 | -0.00 | + |
| 2023 | 155.54 | 28.95 | 0.19 | - |
| 2024 | 121.00 | 7.59 | 0.06 | - |
| 2025 | 16.76 | -7.19 | -0.43 | - |
| Metric | 11393821:btcusd:triple_med_gx:lsma290_110 | 11393821:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.03% | 31.46% |
| 6M | -7.19% | 12.77% |
| YTD | -7.19% | 16.76% |
| 1Y | -15.28% | 56.84% |
| 3Y (ann.) | 10.0% | 55.31% |
| 5Y (ann.) | 8.13% | 37.34% |
| Metric | 11393821:btcusd:triple_med_gx:lsma290_110 | 11393821:BTCUSD |
|---|---|---|
| Max Drawdown | -32.04% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.42% | -5.72% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 0.9 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-07-12 | -32.04 | 461 |
| 2024-03-18 | 2025-06-11 | -30.34 | 450 |
| 2023-07-14 | 2023-10-01 | -5.50 | 79 |
| 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 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| Metric | 11393821:btcusd:triple_med_gx:lsma290_110 | 11393821: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 | 28.95% | 155.54% |
| Worst Year | -7.19% | -57.51% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.48% | 6.32% |
| Avg. Down Week | -4.25% | -5.09% |
| Avg. Up Month | 7.14% | 18.5% |
| Avg. Down Month | -5.88% | -12.43% |
| Win Days % | 48.64% | 51.25% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 54.41% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |