| Metric | 11393978:btcusd:triple_med_gx:lsma245_110 | 11393978:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 34.57% | 151.49% |
| Max Drawdown | -30.14% | -67.18% |
| Sharpe | 0.25 | 0.4 |
| Sortino | 0.38 | 0.58 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.25 | 1.05 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 32.3 | 3.69 |
| Outlier Loss Ratio | 4.08 | 3.64 |
| Volatility (ann.) | 11.83% | 25.96% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.31 | 0.48 |
| Skew | 1.01 | 0.16 |
| Kurtosis | 51.45 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.33% |
| Expected Yearly % | 7.7% | 25.93% |
| Kelly Criterion | 2.54% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.21% |
| Expected Shortfall (cVaR) | -1.01% | -2.21% |
| Year | 11393978:BTCUSD | 11393978:btcusd:triple_med_gx:lsma245_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | -9.37 | 0.15 | + |
| 2023 | 155.54 | 34.55 | 0.22 | - |
| 2024 | 121.00 | 15.54 | 0.13 | - |
| 2025 | 16.76 | -4.49 | -0.27 | - |
| Metric | 11393978:btcusd:triple_med_gx:lsma245_110 | 11393978:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.63% | 31.46% |
| 6M | -4.49% | 12.77% |
| YTD | -4.49% | 16.76% |
| 1Y | 1.43% | 56.84% |
| 3Y (ann.) | 16.55% | 55.31% |
| 5Y (ann.) | 9.48% | 32.51% |
| Metric | 11393978:btcusd:triple_med_gx:lsma245_110 | 11393978:BTCUSD |
|---|---|---|
| Max Drawdown | -30.14% | -67.18% |
| Longest DD Days | 471.0 | 683.0 |
| Avg. Drawdown | -6.11% | -7.13% |
| Avg. Drawdown Days | 62.0 | 39.0 |
| Recovery Factor | 1.15 | 2.26 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-27 | 2023-07-12 | -30.14 | 471 |
| 2024-03-21 | 2024-11-10 | -25.18 | 234 |
| 2024-12-05 | 2025-06-11 | -23.53 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -5.07 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2023-12-22 | 2024-03-03 | -2.57 | 72 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11393978:btcusd:triple_med_gx:lsma245_110 | 11393978:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -21.72% | -37.12% |
| Best Year | 34.55% | 155.54% |
| Worst Year | -9.37% | -61.86% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.97% | 6.19% |
| Avg. Down Week | -2.59% | -5.2% |
| Avg. Up Month | 5.61% | 14.35% |
| Avg. Down Month | -6.34% | -12.67% |
| Win Days % | 49.2% | 51.27% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 50.0% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |