| Metric | 11393874:btcusd:triple_med_gx:lsma280_110 | 11393874:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 66.63% | 181.37% |
| Max Drawdown | -31.43% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.63 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 29.8 | 3.7 |
| Outlier Loss Ratio | 4.04 | 3.67 |
| Volatility (ann.) | 12.42% | 25.8% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.54 | 0.56 |
| Skew | 1.09 | 0.16 |
| Kurtosis | 47.87 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.62% |
| Expected Yearly % | 13.62% | 29.52% |
| Kelly Criterion | 5.15% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.19% |
| Expected Shortfall (cVaR) | -1.06% | -2.19% |
| Year | 11393874:BTCUSD | 11393874:btcusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 12.87 | -0.22 | + |
| 2023 | 155.54 | 52.59 | 0.34 | - |
| 2024 | 121.00 | -1.26 | -0.01 | - |
| 2025 | 16.76 | -2.02 | -0.12 | - |
| Metric | 11393874:btcusd:triple_med_gx:lsma280_110 | 11393874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.1% | 31.46% |
| 6M | -2.02% | 12.77% |
| YTD | -2.02% | 16.76% |
| 1Y | -10.6% | 56.84% |
| 3Y (ann.) | 17.84% | 55.31% |
| 5Y (ann.) | 17.0% | 37.45% |
| Metric | 11393874:btcusd:triple_med_gx:lsma280_110 | 11393874:BTCUSD |
|---|---|---|
| Max Drawdown | -31.43% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.82% | -5.8% |
| Avg. Drawdown Days | 29.0 | 31.0 |
| Recovery Factor | 2.12 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -31.43 | 463 |
| 2022-04-07 | 2022-07-30 | -20.40 | 114 |
| 2023-02-02 | 2023-06-21 | -14.74 | 138 |
| 2022-08-13 | 2022-10-26 | -11.04 | 74 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 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 | 2023-12-18 | -4.55 | 32 |
| 2022-11-11 | 2023-02-01 | -4.37 | 82 |
| Metric | 11393874:btcusd:triple_med_gx:lsma280_110 | 11393874:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.36% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.92% | -37.12% |
| Best Year | 52.59% | 155.54% |
| Worst Year | -2.02% | -57.33% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.64% | 6.67% |
| Avg. Down Week | -3.27% | -4.97% |
| Avg. Up Month | 8.22% | 18.53% |
| Avg. Down Month | -6.49% | -13.15% |
| Win Days % | 49.71% | 51.26% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 56.34% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |