| Metric | 11393926:btcusd:triple_med_gx:lsma260_110 | 11393926:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 22.99% | 183.58% |
| Max Drawdown | -35.0% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.29 | 0.63 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.19 | 1.09 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 31.58 | 3.68 |
| Outlier Loss Ratio | 4.06 | 3.67 |
| Volatility (ann.) | 12.16% | 25.93% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.19 | 0.56 |
| Skew | 1.03 | 0.17 |
| Kurtosis | 50.53 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.64% |
| Expected Yearly % | 5.31% | 29.77% |
| Kelly Criterion | 1.74% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.2% |
| Expected Shortfall (cVaR) | -1.04% | -2.2% |
| Year | 11393926:BTCUSD | 11393926:btcusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | -5.01 | 0.09 | + |
| 2023 | 155.54 | 43.05 | 0.28 | - |
| 2024 | 121.00 | -0.27 | -0.00 | - |
| 2025 | 16.76 | -9.24 | -0.55 | - |
| Metric | 11393926:btcusd:triple_med_gx:lsma260_110 | 11393926:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.49% | 31.46% |
| 6M | -9.24% | 12.77% |
| YTD | -9.24% | 16.76% |
| 1Y | -8.23% | 56.84% |
| 3Y (ann.) | 11.53% | 55.31% |
| 5Y (ann.) | 6.54% | 37.6% |
| Metric | 11393926:btcusd:triple_med_gx:lsma260_110 | 11393926:BTCUSD |
|---|---|---|
| Max Drawdown | -35.0% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.32% | -6.22% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 0.66 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2022-11-10 | -35.00 | 235 |
| 2024-03-05 | 2025-06-11 | -31.72 | 463 |
| 2022-11-11 | 2023-06-21 | -16.15 | 222 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2023-07-14 | 2023-10-01 | -4.22 | 79 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-06-22 | 2023-07-12 | -2.21 | 20 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11393926:btcusd:triple_med_gx:lsma260_110 | 11393926:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -26.24% | -37.12% |
| Best Year | 43.05% | 155.54% |
| Worst Year | -9.24% | -56.99% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.99% | 6.42% |
| Avg. Down Week | -3.1% | -4.65% |
| Avg. Up Month | 7.15% | 16.08% |
| Avg. Down Month | -6.58% | -12.36% |
| Win Days % | 48.26% | 51.28% |
| Win Month % | 54.84% | 60.0% |
| Win Week % | 49.32% | 51.72% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |