| Metric | 11393845:btcusd:triple_med_gx:lsma135_110 | 11393845:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 21.72% | 195.83% |
| Max Drawdown | -23.77% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.32 | 0.64 |
| Payoff Ratio | 1.24 | 1.14 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 55.65 | 3.29 |
| Outlier Loss Ratio | 3.38 | 3.11 |
| Volatility (ann.) | 8.88% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.25 | 0.57 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 71.97 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.68% |
| Expected Yearly % | 5.04% | 31.15% |
| Kelly Criterion | 1.64% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11393845:BTCUSD | 11393845:btcusd:triple_med_gx:lsma135_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 4.65 | -0.08 | + |
| 2023 | 155.54 | 24.94 | 0.16 | - |
| 2024 | 121.00 | -10.94 | -0.09 | - |
| 2025 | 16.76 | 4.54 | 0.27 | - |
| Metric | 11393845:btcusd:triple_med_gx:lsma135_110 | 11393845:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.31% | 31.46% |
| 6M | 2.02% | 12.77% |
| YTD | 4.54% | 16.76% |
| 1Y | -7.98% | 56.84% |
| 3Y (ann.) | 9.81% | 55.31% |
| 5Y (ann.) | 6.04% | 38.19% |
| Metric | 11393845:btcusd:triple_med_gx:lsma135_110 | 11393845:BTCUSD |
|---|---|---|
| Max Drawdown | -23.77% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -7.8% | -6.97% |
| Avg. Drawdown Days | 120.0 | 36.0 |
| Recovery Factor | 0.91 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2022-07-28 | -23.77 | 172 |
| 2024-03-05 | 2025-06-11 | -22.74 | 463 |
| 2022-07-30 | 2023-10-23 | -15.95 | 450 |
| 2024-01-09 | 2024-03-04 | -10.30 | 55 |
| 2023-12-19 | 2024-01-08 | -2.62 | 19 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2023-11-09 | 2023-12-18 | -0.55 | 39 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-11-07 | 2023-11-07 | -0.18 | 0 |
| Metric | 11393845:btcusd:triple_med_gx:lsma135_110 | 11393845:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -10.57% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -10.57% | -37.12% |
| Best Year | 24.94% | 155.54% |
| Worst Year | -10.94% | -55.14% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.86% | -0.95% |
| Avg. Up Week | 4.81% | 8.04% |
| Avg. Down Week | -2.59% | -5.71% |
| Avg. Up Month | 4.82% | 17.58% |
| Avg. Down Month | -2.92% | -9.93% |
| Win Days % | 45.58% | 51.32% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 45.31% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |