| Metric | 11393855:btcusd:triple_med_gx:lsma185_110 | 11393855:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 44.85% | 147.16% |
| Max Drawdown | -25.37% | -67.18% |
| Sharpe | 0.3 | 0.39 |
| Sortino | 0.46 | 0.57 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 38.31 | 3.6 |
| Outlier Loss Ratio | 3.73 | 3.37 |
| Volatility (ann.) | 11.43% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.47 | 0.47 |
| Skew | 1.11 | 0.18 |
| Kurtosis | 65.7 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.23% |
| Expected Yearly % | 9.71% | 25.39% |
| Kelly Criterion | 3.92% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11393855:BTCUSD | 11393855:btcusd:triple_med_gx:lsma185_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 14.69 | -0.23 | + |
| 2023 | 155.54 | 24.87 | 0.16 | - |
| 2024 | 121.00 | 0.28 | 0.00 | - |
| 2025 | 16.76 | 0.86 | 0.05 | - |
| Metric | 11393855:btcusd:triple_med_gx:lsma185_110 | 11393855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.51% | 31.46% |
| 6M | 0.86% | 12.77% |
| YTD | 0.86% | 16.76% |
| 1Y | -11.32% | 56.84% |
| 3Y (ann.) | 13.74% | 55.31% |
| 5Y (ann.) | 11.82% | 31.36% |
| Metric | 11393855:btcusd:triple_med_gx:lsma185_110 | 11393855:BTCUSD |
|---|---|---|
| Max Drawdown | -25.37% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.65% | -7.67% |
| Avg. Drawdown Days | 47.0 | 38.0 |
| Recovery Factor | 1.77 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -25.37 | 463 |
| 2022-04-07 | 2022-07-28 | -18.42 | 112 |
| 2022-02-18 | 2022-03-24 | -14.88 | 34 |
| 2023-02-02 | 2023-10-23 | -12.08 | 263 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-25 | -7.06 | 28 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2022-08-08 | 2022-09-27 | -3.94 | 49 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11393855:btcusd:triple_med_gx:lsma185_110 | 11393855:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -14.27% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -16.18% | -37.12% |
| Best Year | 24.87% | 155.54% |
| Worst Year | 0.28% | -62.52% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.37% | 7.87% |
| Avg. Down Week | -3.3% | -6.34% |
| Avg. Up Month | 7.57% | 17.25% |
| Avg. Down Month | -4.77% | -11.83% |
| Win Days % | 48.68% | 51.25% |
| Win Month % | 54.29% | 58.54% |
| Win Week % | 57.35% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |