| Metric | 11393876:btcusd:triple_med_gx:lsma290_110 | 11393876:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 67.53% | 180.16% |
| Max Drawdown | -31.88% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.6 | 0.63 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.32 | 1.1 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 31.02 | 3.7 |
| Outlier Loss Ratio | 4.08 | 3.67 |
| Volatility (ann.) | 12.16% | 25.8% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.54 | 0.56 |
| Skew | 1.29 | 0.17 |
| Kurtosis | 49.46 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.61% |
| Expected Yearly % | 13.77% | 29.38% |
| Kelly Criterion | 5.61% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.19% |
| Expected Shortfall (cVaR) | -1.03% | -2.19% |
| Year | 11393876:BTCUSD | 11393876:btcusd:triple_med_gx:lsma290_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | 9.28 | -0.16 | + |
| 2023 | 155.54 | 53.23 | 0.34 | - |
| 2024 | 121.00 | 1.78 | 0.01 | - |
| 2025 | 16.76 | -1.70 | -0.10 | - |
| Metric | 11393876:btcusd:triple_med_gx:lsma290_110 | 11393876:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.96% | 31.46% |
| 6M | -1.7% | 12.77% |
| YTD | -1.7% | 16.76% |
| 1Y | -6.93% | 56.84% |
| 3Y (ann.) | 18.16% | 55.31% |
| 5Y (ann.) | 17.23% | 37.34% |
| Metric | 11393876:btcusd:triple_med_gx:lsma290_110 | 11393876:BTCUSD |
|---|---|---|
| Max Drawdown | -31.88% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.7% | -5.72% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 2.12 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -31.88 | 463 |
| 2022-04-07 | 2022-08-11 | -20.85 | 125 |
| 2023-02-02 | 2023-06-21 | -14.55 | 138 |
| 2022-08-13 | 2022-11-10 | -11.04 | 89 |
| 2023-07-14 | 2023-10-01 | -5.38 | 79 |
| 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 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11393876:btcusd:triple_med_gx:lsma290_110 | 11393876:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.92% | -37.12% |
| Best Year | 53.23% | 155.54% |
| Worst Year | -1.7% | -57.51% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.51% | 7.1% |
| Avg. Down Week | -3.23% | -4.97% |
| Avg. Up Month | 7.76% | 17.99% |
| Avg. Down Month | -5.89% | -11.77% |
| Win Days % | 49.64% | 51.25% |
| Win Month % | 58.06% | 60.0% |
| Win Week % | 55.56% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |