| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.28% | 181.37% |
| Max Drawdown | -34.95% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.15 | 1.09 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.05 | 1.02 |
| Outlier Win Ratio | 30.1 | 3.69 |
| Outlier Loss Ratio | 4.06 | 3.69 |
| Volatility (ann.) | 12.37% | 25.8% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.25 | 0.56 |
| Skew | 0.96 | 0.16 |
| Kurtosis | 48.24 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.62% |
| Expected Yearly % | 7.04% | 29.52% |
| Kelly Criterion | 2.68% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.19% |
| Expected Shortfall (cVaR) | -1.06% | -2.19% |
| Year | 11393931:BTCUSD | 11393931:btcusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 1.90 | -0.03 | + |
| 2023 | 155.54 | 44.58 | 0.29 | - |
| 2024 | 121.00 | -3.31 | -0.03 | - |
| 2025 | 16.76 | -7.84 | -0.47 | - |
| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.1% | 31.46% |
| 6M | -7.84% | 12.77% |
| YTD | -7.84% | 16.76% |
| 1Y | -5.96% | 56.84% |
| 3Y (ann.) | 10.99% | 55.31% |
| 5Y (ann.) | 8.73% | 37.45% |
| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| Max Drawdown | -34.95% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.13% | -5.8% |
| Avg. Drawdown Days | 49.0 | 31.0 |
| Recovery Factor | 0.9 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -34.95 | 463 |
| 2022-03-25 | 2022-11-10 | -33.36 | 230 |
| 2022-11-11 | 2023-06-21 | -15.12 | 222 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2023-07-14 | 2023-10-01 | -4.49 | 79 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-12 | -2.21 | 20 |
| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931: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 | 44.58% | 155.54% |
| Worst Year | -7.84% | -57.33% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.78% | 6.43% |
| Avg. Down Week | -3.44% | -5.02% |
| Avg. Up Month | 7.7% | 16.16% |
| Avg. Down Month | -7.45% | -13.68% |
| Win Days % | 49.33% | 51.26% |
| Win Month % | 58.06% | 60.0% |
| Win Week % | 54.55% | 51.45% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |