| Metric | 11393977:btcusd:triple_med_gx:lsma235_110 | 11393977:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 50.05% | 163.01% |
| Max Drawdown | -29.51% | -67.18% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.49 | 0.6 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 32.9 | 3.7 |
| Outlier Loss Ratio | 4.02 | 3.53 |
| Volatility (ann.) | 11.66% | 25.97% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.45 | 0.51 |
| Skew | 1.19 | 0.16 |
| Kurtosis | 53.89 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.39% |
| Expected Yearly % | 10.68% | 27.35% |
| Kelly Criterion | 3.6% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.21% |
| Expected Shortfall (cVaR) | -0.99% | -2.21% |
| Year | 11393977:BTCUSD | 11393977:btcusd:triple_med_gx:lsma235_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 1.06 | -0.02 | + |
| 2023 | 155.54 | 31.21 | 0.20 | - |
| 2024 | 121.00 | 17.81 | 0.15 | - |
| 2025 | 16.76 | -3.95 | -0.24 | - |
| Metric | 11393977:btcusd:triple_med_gx:lsma235_110 | 11393977:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.21% | 31.46% |
| 6M | -3.95% | 12.77% |
| YTD | -3.95% | 16.76% |
| 1Y | 0.87% | 56.84% |
| 3Y (ann.) | 18.05% | 55.31% |
| 5Y (ann.) | 13.15% | 34.23% |
| Metric | 11393977:btcusd:triple_med_gx:lsma235_110 | 11393977:BTCUSD |
|---|---|---|
| Max Drawdown | -29.51% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -5.08% | -7.2% |
| Avg. Drawdown Days | 52.0 | 39.0 |
| Recovery Factor | 1.7 | 2.43 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-06-21 | -29.51 | 451 |
| 2024-06-07 | 2024-12-05 | -24.94 | 180 |
| 2024-12-05 | 2025-06-11 | -19.06 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.28 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2024-03-21 | 2024-06-04 | -3.85 | 75 |
| 2023-12-22 | 2024-03-04 | -2.87 | 73 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11393977:btcusd:triple_med_gx:lsma235_110 | 11393977:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -21.72% | -37.12% |
| Best Year | 31.21% | 155.54% |
| Worst Year | -3.95% | -60.11% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.85% | 6.19% |
| Avg. Down Week | -3.03% | -4.61% |
| Avg. Up Month | 5.91% | 14.18% |
| Avg. Down Month | -7.04% | -12.23% |
| Win Days % | 49.39% | 51.28% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 57.53% | 50.86% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |