| Metric | 11393867:btcusd:triple_med_gx:lsma245_110 | 11393867:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 47.64% | 151.49% |
| Max Drawdown | -24.46% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.48 | 0.58 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.33 | 1.05 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 33.44 | 3.61 |
| Outlier Loss Ratio | 3.85 | 3.47 |
| Volatility (ann.) | 11.57% | 25.96% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.52 | 0.48 |
| Skew | 0.97 | 0.16 |
| Kurtosis | 54.07 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.33% |
| Expected Yearly % | 10.23% | 25.93% |
| Kelly Criterion | 4.61% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393867:BTCUSD | 11393867:btcusd:triple_med_gx:lsma245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | 12.42 | -0.20 | + |
| 2023 | 155.54 | 31.85 | 0.20 | - |
| 2024 | 121.00 | -1.02 | -0.01 | - |
| 2025 | 16.76 | 0.64 | 0.04 | - |
| Metric | 11393867:btcusd:triple_med_gx:lsma245_110 | 11393867:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.48% | 31.46% |
| 6M | 0.64% | 12.77% |
| YTD | 0.64% | 16.76% |
| 1Y | -11.92% | 56.84% |
| 3Y (ann.) | 16.48% | 55.31% |
| 5Y (ann.) | 12.63% | 32.51% |
| Metric | 11393867:btcusd:triple_med_gx:lsma245_110 | 11393867:BTCUSD |
|---|---|---|
| Max Drawdown | -24.46% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.59% | -7.13% |
| Avg. Drawdown Days | 45.0 | 39.0 |
| Recovery Factor | 1.95 | 2.26 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -24.46 | 463 |
| 2022-04-07 | 2022-08-11 | -20.98 | 125 |
| 2023-02-02 | 2023-10-20 | -14.13 | 259 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-11-11 | 2023-02-01 | -5.37 | 82 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-08-13 | 2022-09-27 | -3.32 | 44 |
| Metric | 11393867:btcusd:triple_med_gx:lsma245_110 | 11393867:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -13.28% | -37.12% |
| Best Year | 31.85% | 155.54% |
| Worst Year | -1.02% | -61.86% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.8% | 6.86% |
| Avg. Down Week | -2.47% | -5.28% |
| Avg. Up Month | 8.01% | 20.65% |
| Avg. Down Month | -5.17% | -12.91% |
| Win Days % | 49.78% | 51.27% |
| Win Month % | 51.61% | 60.0% |
| Win Week % | 55.22% | 50.86% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |