| Metric | 11393865:btcusd:triple_med_gx:lsma235_110 | 11393865:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 58.9% | 163.01% |
| Max Drawdown | -26.37% | -67.18% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.55 | 0.6 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 33.45 | 3.63 |
| Outlier Loss Ratio | 3.86 | 3.46 |
| Volatility (ann.) | 11.7% | 25.97% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.57 | 0.51 |
| Skew | 1.35 | 0.16 |
| Kurtosis | 56.5 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.39% |
| Expected Yearly % | 12.27% | 27.35% |
| Kelly Criterion | 4.96% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.21% |
| Expected Shortfall (cVaR) | -1.0% | -2.21% |
| Year | 11393865:BTCUSD | 11393865:btcusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 17.28 | -0.29 | + |
| 2023 | 155.54 | 33.12 | 0.21 | - |
| 2024 | 121.00 | -0.16 | -0.00 | - |
| 2025 | 16.76 | 1.93 | 0.12 | - |
| Metric | 11393865:btcusd:triple_med_gx:lsma235_110 | 11393865:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.81% | 31.46% |
| 6M | 1.93% | 12.77% |
| YTD | 1.93% | 16.76% |
| 1Y | -10.97% | 56.84% |
| 3Y (ann.) | 18.71% | 55.31% |
| 5Y (ann.) | 15.14% | 34.23% |
| Metric | 11393865:btcusd:triple_med_gx:lsma235_110 | 11393865:BTCUSD |
|---|---|---|
| Max Drawdown | -26.37% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.45% | -7.2% |
| Avg. Drawdown Days | 42.0 | 39.0 |
| Recovery Factor | 2.23 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -26.37 | 463 |
| 2022-04-07 | 2022-07-30 | -20.26 | 114 |
| 2023-02-02 | 2023-10-20 | -13.55 | 259 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.49 | 34 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| Metric | 11393865:btcusd:triple_med_gx:lsma235_110 | 11393865: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 | 33.12% | 155.54% |
| Worst Year | -0.16% | -60.11% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.13% | 6.74% |
| Avg. Down Week | -2.74% | -4.89% |
| Avg. Up Month | 8.09% | 19.38% |
| Avg. Down Month | -6.49% | -12.87% |
| Win Days % | 49.45% | 51.28% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 55.88% | 50.86% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |