| Metric | 11393859:btcusd:triple_med_gx:lsma205_110 | 11393859:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 67.62% | 177.72% |
| Max Drawdown | -25.14% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.59 | 0.62 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 33.78 | 3.61 |
| Outlier Loss Ratio | 3.74 | 3.45 |
| Volatility (ann.) | 11.97% | 26.26% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.67 | 0.54 |
| Skew | 1.07 | 0.19 |
| Kurtosis | 57.12 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.52% |
| Expected Yearly % | 13.78% | 29.09% |
| Kelly Criterion | 5.78% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.23% |
| Expected Shortfall (cVaR) | -1.02% | -2.23% |
| Year | 11393859:BTCUSD | 11393859:btcusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 21.49 | -0.37 | + |
| 2023 | 155.54 | 31.16 | 0.20 | - |
| 2024 | 121.00 | 1.47 | 0.01 | - |
| 2025 | 16.76 | 3.67 | 0.22 | - |
| Metric | 11393859:btcusd:triple_med_gx:lsma205_110 | 11393859:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.17% | 31.46% |
| 6M | 3.67% | 12.77% |
| YTD | 3.67% | 16.76% |
| 1Y | -6.39% | 56.84% |
| 3Y (ann.) | 16.84% | 55.31% |
| 5Y (ann.) | 16.92% | 36.23% |
| Metric | 11393859:btcusd:triple_med_gx:lsma205_110 | 11393859:BTCUSD |
|---|---|---|
| Max Drawdown | -25.14% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.64% | -7.09% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 2.69 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -25.14 | 463 |
| 2022-04-07 | 2022-07-28 | -16.51 | 112 |
| 2023-02-02 | 2023-10-02 | -13.59 | 241 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2022-08-08 | 2022-10-17 | -7.84 | 70 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-12-20 | -4.88 | 39 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393859:btcusd:triple_med_gx:lsma205_110 | 11393859:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -13.73% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.31% | -37.12% |
| Best Year | 31.16% | 155.54% |
| Worst Year | 1.47% | -57.88% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.7% | 7.44% |
| Avg. Down Week | -2.69% | -5.23% |
| Avg. Up Month | 7.07% | 18.28% |
| Avg. Down Month | -4.21% | -12.81% |
| Win Days % | 50.17% | 51.32% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 53.73% | 50.57% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |