| Metric | 11393857:btcusd:triple_med_gx:lsma195_110 | 11393857:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 58.28% | 172.16% |
| Max Drawdown | -26.77% | -67.18% |
| Sharpe | 0.35 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 35.24 | 3.61 |
| Outlier Loss Ratio | 3.77 | 3.44 |
| Volatility (ann.) | 11.84% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.56 | 0.53 |
| Skew | 1.12 | 0.19 |
| Kurtosis | 59.51 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.47% |
| Expected Yearly % | 12.16% | 28.44% |
| Kelly Criterion | 4.9% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.23% |
| Expected Shortfall (cVaR) | -1.01% | -2.23% |
| Year | 11393857:BTCUSD | 11393857:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 18.61 | -0.32 | + |
| 2023 | 155.54 | 35.09 | 0.23 | - |
| 2024 | 121.00 | -1.86 | -0.02 | - |
| 2025 | 16.76 | 0.66 | 0.04 | - |
| Metric | 11393857:btcusd:triple_med_gx:lsma195_110 | 11393857:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.17% | 31.46% |
| 6M | 0.66% | 12.77% |
| YTD | 0.66% | 16.76% |
| 1Y | -12.89% | 56.84% |
| 3Y (ann.) | 15.1% | 55.31% |
| 5Y (ann.) | 14.87% | 35.29% |
| Metric | 11393857:btcusd:triple_med_gx:lsma195_110 | 11393857:BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.19% |
| Avg. Drawdown Days | 31.0 | 37.0 |
| Recovery Factor | 2.18 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.77 | 463 |
| 2022-06-08 | 2022-07-27 | -16.31 | 49 |
| 2022-02-19 | 2022-03-22 | -13.89 | 31 |
| 2023-02-02 | 2023-10-01 | -12.76 | 241 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-08-08 | 2022-09-27 | -7.23 | 49 |
| 2022-09-27 | 2022-10-26 | -7.06 | 28 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-12-18 | -3.60 | 37 |
| 2022-04-07 | 2022-06-07 | -3.44 | 61 |
| Metric | 11393857:btcusd:triple_med_gx:lsma195_110 | 11393857:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -12.57% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -17.28% | -37.12% |
| Best Year | 35.09% | 155.54% |
| Worst Year | -1.86% | -58.73% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.58% | 8.05% |
| Avg. Down Week | -3.07% | -5.13% |
| Avg. Up Month | 8.3% | 18.77% |
| Avg. Down Month | -4.25% | -12.86% |
| Win Days % | 49.35% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 55.88% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |