| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.94% | 154.97% |
| Max Drawdown | -20.02% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.36 | 0.58 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 49.04 | 3.39 |
| Outlier Loss Ratio | 3.52 | 3.22 |
| Volatility (ann.) | 9.44% | 26.3% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.37 | 0.48 |
| Skew | 1.23 | 0.18 |
| Kurtosis | 58.31 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.31% |
| Expected Yearly % | 6.14% | 26.36% |
| Kelly Criterion | 1.83% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11393848:BTCUSD | 11393848:btcusd:triple_med_gx:lsma150_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 2.92 | -0.05 | + |
| 2023 | 155.54 | 36.40 | 0.23 | - |
| 2024 | 121.00 | -6.18 | -0.05 | - |
| 2025 | 16.76 | -3.62 | -0.22 | - |
| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.18% | 31.46% |
| 6M | -3.62% | 12.77% |
| YTD | -3.62% | 16.76% |
| 1Y | -11.45% | 56.84% |
| 3Y (ann.) | 12.52% | 55.31% |
| 5Y (ann.) | 7.4% | 32.32% |
| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848:BTCUSD |
|---|---|---|
| Max Drawdown | -20.02% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.5% | -7.64% |
| Avg. Drawdown Days | 58.0 | 40.0 |
| Recovery Factor | 1.35 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -20.02 | 463 |
| 2022-04-07 | 2022-07-30 | -19.61 | 114 |
| 2022-07-30 | 2023-01-31 | -10.85 | 184 |
| 2024-01-09 | 2024-03-04 | -10.30 | 55 |
| 2022-02-18 | 2022-03-25 | -9.78 | 35 |
| 2023-02-02 | 2023-10-04 | -7.27 | 244 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-10-08 | 2023-10-20 | -1.82 | 12 |
| 2023-10-05 | 2023-10-06 | -1.35 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11393848:btcusd:triple_med_gx:lsma150_110 | 11393848: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 | 36.4% | 155.54% |
| Worst Year | -6.18% | -61.33% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.95% |
| Avg. Up Week | 4.74% | 7.16% |
| Avg. Down Week | -3.1% | -5.72% |
| Avg. Up Month | 6.73% | 17.04% |
| Avg. Down Month | -4.42% | -14.02% |
| Win Days % | 47.83% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.77% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |