| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.88% | 161.95% |
| Max Drawdown | -21.51% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.53 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 50.78 | 3.38 |
| Outlier Loss Ratio | 3.53 | 3.2 |
| Volatility (ann.) | 9.3% | 26.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.32 | 0.5 |
| Skew | 1.33 | 0.18 |
| Kurtosis | 60.71 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.38% |
| Expected Yearly % | 5.71% | 27.22% |
| Kelly Criterion | 1.56% | 5.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11393846:BTCUSD | 11393846:btcusd:triple_med_gx:lsma145_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.83 | 0.03 | + |
| 2023 | 155.54 | 32.34 | 0.21 | - |
| 2024 | 121.00 | -6.80 | -0.06 | - |
| 2025 | 16.76 | 3.13 | 0.19 | - |
| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.76% | 31.46% |
| 6M | 3.13% | 12.77% |
| YTD | 3.13% | 16.76% |
| 1Y | -4.9% | 56.84% |
| 3Y (ann.) | 13.87% | 55.31% |
| 5Y (ann.) | 6.87% | 33.36% |
| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| Max Drawdown | -21.51% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.79% | -7.17% |
| Avg. Drawdown Days | 83.0 | 37.0 |
| Recovery Factor | 1.16 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -21.51 | 463 |
| 2022-02-18 | 2022-07-30 | -20.42 | 162 |
| 2022-07-30 | 2023-02-01 | -10.42 | 186 |
| 2024-01-09 | 2024-03-04 | -10.30 | 55 |
| 2023-02-02 | 2023-10-20 | -10.00 | 259 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-01-07 | 2024-01-08 | -1.16 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-11-11 | 2023-12-18 | -1.11 | 37 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11393846:btcusd:triple_med_gx:lsma145_110 | 11393846:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -11.01% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -11.01% | -37.12% |
| Best Year | 32.34% | 155.54% |
| Worst Year | -6.8% | -60.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.85% | -0.95% |
| Avg. Up Week | 4.57% | 6.89% |
| Avg. Down Week | -2.76% | -5.75% |
| Avg. Up Month | 7.45% | 16.49% |
| Avg. Down Month | -3.93% | -13.26% |
| Win Days % | 46.88% | 51.28% |
| Win Month % | 43.24% | 60.98% |
| Win Week % | 46.97% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |