| Metric | 11393864:btcusd:triple_med_gx:lsma230_110 | 11393864:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 48.4% | 175.9% |
| Max Drawdown | -33.16% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 34.05 | 3.62 |
| Outlier Loss Ratio | 3.81 | 3.46 |
| Volatility (ann.) | 11.62% | 26.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.38 | 0.54 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 56.81 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.51% |
| Expected Yearly % | 10.37% | 28.88% |
| Kelly Criterion | 4.26% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393864:BTCUSD | 11393864:btcusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | 14.38 | -0.25 | + |
| 2023 | 155.54 | 41.49 | 0.27 | - |
| 2024 | 121.00 | -10.44 | -0.09 | - |
| 2025 | 16.76 | 2.39 | 0.14 | - |
| Metric | 11393864:btcusd:triple_med_gx:lsma230_110 | 11393864:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.26% | 31.46% |
| 6M | 2.39% | 12.77% |
| YTD | 2.39% | 16.76% |
| 1Y | -15.1% | 56.84% |
| 3Y (ann.) | 16.24% | 55.31% |
| 5Y (ann.) | 12.76% | 36.16% |
| Metric | 11393864:btcusd:triple_med_gx:lsma230_110 | 11393864:BTCUSD |
|---|---|---|
| Max Drawdown | -33.16% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.12% |
| Avg. Drawdown Days | 37.0 | 38.0 |
| Recovery Factor | 1.46 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -33.16 | 463 |
| 2022-04-07 | 2022-08-11 | -20.81 | 125 |
| 2023-02-02 | 2023-10-01 | -12.58 | 241 |
| 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 |
| 2022-08-11 | 2022-09-27 | -4.63 | 46 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-11 | 2023-02-01 | -2.90 | 82 |
| Metric | 11393864:btcusd:triple_med_gx:lsma230_110 | 11393864:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.19% | -37.12% |
| Best Year | 41.49% | 155.54% |
| Worst Year | -10.44% | -58.16% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.97% | 6.94% |
| Avg. Down Week | -3.08% | -4.97% |
| Avg. Up Month | 7.27% | 17.9% |
| Avg. Down Month | -6.73% | -12.87% |
| Win Days % | 49.72% | 51.29% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 57.35% | 50.86% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |