| Metric | 11393979:btcusd:triple_med_gx:lsma255_110 | 11393979:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 48.09% | 176.19% |
| Max Drawdown | -29.7% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 31.07 | 3.72 |
| Outlier Loss Ratio | 4.11 | 3.66 |
| Volatility (ann.) | 12.0% | 25.94% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.43 | 0.54 |
| Skew | 1.03 | 0.17 |
| Kurtosis | 49.03 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.57% |
| Expected Yearly % | 10.32% | 28.92% |
| Kelly Criterion | 3.47% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.2% |
| Expected Shortfall (cVaR) | -1.02% | -2.2% |
| Year | 11393979:BTCUSD | 11393979:btcusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | -7.45 | 0.13 | + |
| 2023 | 155.54 | 45.10 | 0.29 | - |
| 2024 | 121.00 | 17.23 | 0.14 | - |
| 2025 | 16.76 | -5.92 | -0.35 | - |
| Metric | 11393979:btcusd:triple_med_gx:lsma255_110 | 11393979:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.82% | 31.46% |
| 6M | -5.92% | 12.77% |
| YTD | -5.92% | 16.76% |
| 1Y | 2.42% | 56.84% |
| 3Y (ann.) | 19.89% | 55.31% |
| 5Y (ann.) | 12.75% | 36.42% |
| Metric | 11393979:btcusd:triple_med_gx:lsma255_110 | 11393979:BTCUSD |
|---|---|---|
| Max Drawdown | -29.7% | -67.18% |
| Longest DD Days | 457.0 | 683.0 |
| Avg. Drawdown | -5.57% | -6.42% |
| Avg. Drawdown Days | 56.0 | 34.0 |
| Recovery Factor | 1.62 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-06-20 | -29.70 | 457 |
| 2024-03-21 | 2024-11-10 | -26.56 | 234 |
| 2024-12-05 | 2025-06-11 | -22.64 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2023-07-14 | 2023-10-23 | -4.83 | 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 |
| 2023-06-22 | 2023-07-11 | -1.72 | 19 |
| Metric | 11393979:btcusd:triple_med_gx:lsma255_110 | 11393979: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 | 45.1% | 155.54% |
| Worst Year | -7.45% | -58.11% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.17% | 6.51% |
| Avg. Down Week | -2.64% | -5.35% |
| Avg. Up Month | 6.42% | 14.93% |
| Avg. Down Month | -6.24% | -13.75% |
| Win Days % | 49.66% | 51.27% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 52.05% | 51.15% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |