| Metric | 11393862:btcusd:triple_med_gx:lsma225_110 | 11393862:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 66.85% | 179.26% |
| Max Drawdown | -31.67% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 34.04 | 3.62 |
| Outlier Loss Ratio | 3.81 | 3.46 |
| Volatility (ann.) | 11.61% | 26.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.53 | 0.55 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 57.17 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.54% |
| Expected Yearly % | 13.65% | 29.27% |
| Kelly Criterion | 5.99% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393862:BTCUSD | 11393862:btcusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 17.72 | -0.31 | + |
| 2023 | 155.54 | 51.25 | 0.33 | - |
| 2024 | 121.00 | -8.48 | -0.07 | - |
| 2025 | 16.76 | 2.39 | 0.14 | - |
| Metric | 11393862:btcusd:triple_med_gx:lsma225_110 | 11393862:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.26% | 31.46% |
| 6M | 2.39% | 12.77% |
| YTD | 2.39% | 16.76% |
| 1Y | -13.87% | 56.84% |
| 3Y (ann.) | 21.25% | 55.31% |
| 5Y (ann.) | 16.83% | 36.63% |
| Metric | 11393862:btcusd:triple_med_gx:lsma225_110 | 11393862:BTCUSD |
|---|---|---|
| Max Drawdown | -31.67% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.06% | -6.74% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 2.11 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -31.67 | 463 |
| 2022-04-07 | 2022-08-11 | -21.71 | 125 |
| 2023-02-02 | 2023-07-12 | -11.99 | 159 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-09-23 | 2022-09-27 | -3.26 | 4 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-12-27 | 2023-02-01 | -2.70 | 36 |
| Metric | 11393862:btcusd:triple_med_gx:lsma225_110 | 11393862:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -13.47% | -37.12% |
| Best Year | 51.25% | 155.54% |
| Worst Year | -8.48% | -57.65% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.3% | 7.08% |
| Avg. Down Week | -3.21% | -5.12% |
| Avg. Up Month | 6.18% | 16.66% |
| Avg. Down Month | -6.78% | -12.87% |
| Win Days % | 50.34% | 51.28% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 58.82% | 51.43% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |