| Metric | 11393875:btcusd:triple_med_gx:lsma285_110 | 11393875:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 49.7% | 178.58% |
| Max Drawdown | -32.13% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 30.88 | 3.69 |
| Outlier Loss Ratio | 4.04 | 3.67 |
| Volatility (ann.) | 12.28% | 25.81% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.41 | 0.55 |
| Skew | 1.03 | 0.16 |
| Kurtosis | 49.46 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.59% |
| Expected Yearly % | 10.61% | 29.19% |
| Kelly Criterion | 4.28% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.19% |
| Expected Shortfall (cVaR) | -1.05% | -2.19% |
| Year | 11393875:BTCUSD | 11393875:btcusd:triple_med_gx:lsma285_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | 2.34 | -0.04 | + |
| 2023 | 155.54 | 50.81 | 0.33 | - |
| 2024 | 121.00 | -1.81 | -0.01 | - |
| 2025 | 16.76 | -1.22 | -0.07 | - |
| Metric | 11393875:btcusd:triple_med_gx:lsma285_110 | 11393875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.31% | 31.46% |
| 6M | -1.22% | 12.77% |
| YTD | -1.22% | 16.76% |
| 1Y | -9.44% | 56.84% |
| 3Y (ann.) | 13.71% | 55.31% |
| 5Y (ann.) | 13.22% | 37.07% |
| Metric | 11393875:btcusd:triple_med_gx:lsma285_110 | 11393875:BTCUSD |
|---|---|---|
| Max Drawdown | -32.13% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.73% | -5.8% |
| Avg. Drawdown Days | 33.0 | 31.0 |
| Recovery Factor | 1.55 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -32.13 | 463 |
| 2022-04-07 | 2022-07-30 | -20.40 | 114 |
| 2022-08-13 | 2023-06-21 | -17.88 | 312 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-07-14 | 2023-10-01 | -4.89 | 79 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393875:btcusd:triple_med_gx:lsma285_110 | 11393875:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -13.95% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.92% | -37.12% |
| Best Year | 50.81% | 155.54% |
| Worst Year | -1.81% | -57.75% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.31% | 6.71% |
| Avg. Down Week | -3.28% | -4.97% |
| Avg. Up Month | 8.0% | 18.45% |
| Avg. Down Month | -6.57% | -11.9% |
| Win Days % | 49.45% | 51.26% |
| Win Month % | 56.25% | 60.0% |
| Win Week % | 56.94% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |