| Metric | 11393872:btcusd:triple_med_gx:lsma270_110 | 11393872:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 49.03% | 158.52% |
| Max Drawdown | -29.04% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.47 | 0.59 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.14 | 1.01 |
| Outlier Win Ratio | 30.32 | 3.68 |
| Outlier Loss Ratio | 4.02 | 3.67 |
| Volatility (ann.) | 12.36% | 25.87% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.45 | 0.5 |
| Skew | 1.03 | 0.14 |
| Kurtosis | 48.44 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.4% |
| Expected Yearly % | 10.49% | 26.8% |
| Kelly Criterion | 4.06% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.2% |
| Expected Shortfall (cVaR) | -1.05% | -2.2% |
| Year | 11393872:BTCUSD | 11393872:btcusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 4.96 | -0.08 | + |
| 2023 | 155.54 | 46.87 | 0.30 | - |
| 2024 | 121.00 | -1.36 | -0.01 | - |
| 2025 | 16.76 | -1.99 | -0.12 | - |
| Metric | 11393872:btcusd:triple_med_gx:lsma270_110 | 11393872:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.07% | 31.46% |
| 6M | -1.99% | 12.77% |
| YTD | -1.99% | 16.76% |
| 1Y | -13.61% | 56.84% |
| 3Y (ann.) | 16.89% | 55.31% |
| 5Y (ann.) | 13.02% | 33.82% |
| Metric | 11393872:btcusd:triple_med_gx:lsma270_110 | 11393872:BTCUSD |
|---|---|---|
| Max Drawdown | -29.04% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.32% | -6.69% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 1.69 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -29.04 | 463 |
| 2022-03-20 | 2022-08-13 | -22.17 | 146 |
| 2023-02-02 | 2023-06-21 | -16.23 | 138 |
| 2022-08-13 | 2022-10-26 | -10.86 | 73 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-11-11 | 2023-02-01 | -4.37 | 82 |
| 2023-07-14 | 2023-10-01 | -4.01 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393872:btcusd:triple_med_gx:lsma270_110 | 11393872:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.84% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -15.07% | -37.12% |
| Best Year | 46.87% | 155.54% |
| Worst Year | -1.99% | -60.79% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.41% | 6.84% |
| Avg. Down Week | -2.95% | -4.97% |
| Avg. Up Month | 7.68% | 17.85% |
| Avg. Down Month | -6.5% | -13.15% |
| Win Days % | 49.41% | 51.24% |
| Win Month % | 61.29% | 60.0% |
| Win Week % | 54.29% | 51.15% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |