| Metric | 11393869:btcusd:triple_med_gx:lsma255_110 | 11393869:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 31.36% | 176.19% |
| Max Drawdown | -27.83% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.35 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 32.43 | 3.61 |
| Outlier Loss Ratio | 4.01 | 3.65 |
| Volatility (ann.) | 11.76% | 25.94% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.31 | 0.54 |
| Skew | 0.9 | 0.17 |
| Kurtosis | 51.06 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.57% |
| Expected Yearly % | 7.06% | 28.92% |
| Kelly Criterion | 2.94% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.2% |
| Expected Shortfall (cVaR) | -1.01% | -2.2% |
| Year | 11393869:BTCUSD | 11393869:btcusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | 8.44 | -0.15 | + |
| 2023 | 155.54 | 30.77 | 0.20 | - |
| 2024 | 121.00 | -8.52 | -0.07 | - |
| 2025 | 16.76 | 1.26 | 0.08 | - |
| Metric | 11393869:btcusd:triple_med_gx:lsma255_110 | 11393869:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.69% | 31.46% |
| 6M | 1.26% | 12.77% |
| YTD | 1.26% | 16.76% |
| 1Y | -17.97% | 56.84% |
| 3Y (ann.) | 12.16% | 55.31% |
| 5Y (ann.) | 8.7% | 36.42% |
| Metric | 11393869:btcusd:triple_med_gx:lsma255_110 | 11393869:BTCUSD |
|---|---|---|
| Max Drawdown | -27.83% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.13% | -6.42% |
| Avg. Drawdown Days | 50.0 | 34.0 |
| Recovery Factor | 1.13 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -27.83 | 463 |
| 2022-04-07 | 2022-08-11 | -20.63 | 125 |
| 2022-11-11 | 2023-10-21 | -18.11 | 344 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-08-13 | 2022-09-27 | -5.28 | 44 |
| 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 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| Metric | 11393869:btcusd:triple_med_gx:lsma255_110 | 11393869: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 | -14.92% | -37.12% |
| Best Year | 30.77% | 155.54% |
| Worst Year | -8.52% | -58.11% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.07% | 6.86% |
| Avg. Down Week | -2.53% | -4.84% |
| Avg. Up Month | 7.35% | 19.92% |
| Avg. Down Month | -5.43% | -12.19% |
| Win Days % | 49.22% | 51.27% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 48.57% | 51.15% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |