| Metric | 11393974:btcusd:triple_med_gx:lsma225_110 | 11393974:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 36.9% | 179.26% |
| Max Drawdown | -29.88% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 33.38 | 3.65 |
| Outlier Loss Ratio | 4.07 | 3.63 |
| Volatility (ann.) | 11.56% | 26.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.34 | 0.55 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 54.85 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.54% |
| Expected Yearly % | 8.17% | 29.27% |
| Kelly Criterion | 2.53% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393974:BTCUSD | 11393974:btcusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -5.36 | 0.09 | + |
| 2023 | 155.54 | 29.77 | 0.19 | - |
| 2024 | 121.00 | 15.94 | 0.13 | - |
| 2025 | 16.76 | -3.86 | -0.23 | - |
| Metric | 11393974:btcusd:triple_med_gx:lsma225_110 | 11393974:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.21% | 31.46% |
| 6M | -3.86% | 12.77% |
| YTD | -3.86% | 16.76% |
| 1Y | 0.21% | 56.84% |
| 3Y (ann.) | 15.63% | 55.31% |
| 5Y (ann.) | 10.02% | 36.63% |
| Metric | 11393974:btcusd:triple_med_gx:lsma225_110 | 11393974:BTCUSD |
|---|---|---|
| Max Drawdown | -29.88% | -67.18% |
| Longest DD Days | 473.0 | 683.0 |
| Avg. Drawdown | -5.68% | -6.74% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | 1.24 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-07-13 | -29.88 | 473 |
| 2024-06-07 | 2024-12-04 | -25.25 | 180 |
| 2025-01-26 | 2025-06-11 | -18.90 | 136 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.14 | 101 |
| 2024-03-21 | 2024-06-04 | -5.05 | 75 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-02-27 | 2022-03-24 | -4.53 | 25 |
| 2023-12-22 | 2024-03-04 | -2.87 | 73 |
| Metric | 11393974:btcusd:triple_med_gx:lsma225_110 | 11393974:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -23.19% | -37.12% |
| Best Year | 29.77% | 155.54% |
| Worst Year | -5.36% | -57.65% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.89% | 6.45% |
| Avg. Down Week | -3.05% | -4.61% |
| Avg. Up Month | 5.77% | 14.37% |
| Avg. Down Month | -7.21% | -12.23% |
| Win Days % | 49.48% | 51.28% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 55.56% | 51.43% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |