| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 80.5% | 172.16% |
| Max Drawdown | -22.88% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.67 | 0.61 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 33.97 | 3.67 |
| Outlier Loss Ratio | 3.79 | 3.47 |
| Volatility (ann.) | 11.76% | 26.26% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.85 | 0.53 |
| Skew | 1.21 | 0.19 |
| Kurtosis | 57.03 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 2.47% |
| Expected Yearly % | 15.91% | 28.44% |
| Kelly Criterion | 6.2% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.23% |
| Expected Shortfall (cVaR) | -1.0% | -2.23% |
| Year | 11393969:BTCUSD | 11393969:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.43 | -0.11 | + |
| 2023 | 155.54 | 41.53 | 0.27 | - |
| 2024 | 121.00 | 23.04 | 0.19 | - |
| 2025 | 16.76 | -2.61 | -0.16 | - |
| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.68% | 31.46% |
| 6M | -2.61% | 12.77% |
| YTD | -2.61% | 16.76% |
| 1Y | -2.37% | 56.84% |
| 3Y (ann.) | 25.46% | 55.31% |
| 5Y (ann.) | 19.52% | 35.29% |
| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.38% | -7.19% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 3.52 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -22.88 | 369 |
| 2022-03-27 | 2022-10-28 | -20.86 | 215 |
| 2022-02-19 | 2022-03-22 | -13.89 | 31 |
| 2023-02-02 | 2023-06-20 | -10.87 | 138 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.03 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-11 | 2023-02-01 | -3.77 | 82 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -15.53% | -37.12% |
| Best Year | 41.53% | 155.54% |
| Worst Year | -2.61% | -58.73% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.95% | 6.66% |
| Avg. Down Week | -2.44% | -4.58% |
| Avg. Up Month | 8.49% | 14.1% |
| Avg. Down Month | -4.96% | -11.74% |
| Win Days % | 50.56% | 51.29% |
| Win Month % | 54.84% | 60.98% |
| Win Week % | 52.31% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |