| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.2% | 153.56% |
| Max Drawdown | -26.08% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.31 | 0.57 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.04 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 47.43 | 3.39 |
| Outlier Loss Ratio | 3.52 | 3.26 |
| Volatility (ann.) | 9.62% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.25 | 0.48 |
| Skew | 0.87 | 0.18 |
| Kurtosis | 56.95 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.3% |
| Expected Yearly % | 5.35% | 26.19% |
| Kelly Criterion | 1.99% | 3.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11393849:BTCUSD | 11393849:btcusd:triple_med_gx:lsma155_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 5.36 | -0.09 | + |
| 2023 | 155.54 | 36.28 | 0.23 | - |
| 2024 | 121.00 | -16.81 | -0.14 | - |
| 2025 | 16.76 | 3.14 | 0.19 | - |
| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.92% | 31.46% |
| 6M | 3.14% | 12.77% |
| YTD | 3.14% | 16.76% |
| 1Y | -12.88% | 56.84% |
| 3Y (ann.) | 11.12% | 55.31% |
| 5Y (ann.) | 6.45% | 32.13% |
| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| Max Drawdown | -26.08% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.95% | -7.53% |
| Avg. Drawdown Days | 61.0 | 40.0 |
| Recovery Factor | 0.89 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.08 | 463 |
| 2022-04-07 | 2022-07-28 | -18.92 | 112 |
| 2022-07-30 | 2023-01-31 | -10.80 | 184 |
| 2023-12-20 | 2024-03-03 | -9.99 | 74 |
| 2022-02-18 | 2022-03-24 | -9.78 | 34 |
| 2023-02-02 | 2023-10-06 | -7.48 | 245 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-10-08 | 2023-10-20 | -1.82 | 12 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849: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 | -11.47% | -37.12% |
| Best Year | 36.28% | 155.54% |
| Worst Year | -16.81% | -61.55% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.86% | -0.94% |
| Avg. Up Week | 4.89% | 7.16% |
| Avg. Down Week | -3.88% | -6.32% |
| Avg. Up Month | 6.82% | 17.04% |
| Avg. Down Month | -4.22% | -14.02% |
| Win Days % | 48.57% | 51.28% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 53.85% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |