| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 58.44% | 184.2% |
| Max Drawdown | -28.47% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.39 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.23 | 1.02 |
| Outlier Win Ratio | 30.19 | 3.77 |
| Outlier Loss Ratio | 4.16 | 3.68 |
| Volatility (ann.) | 12.2% | 25.94% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.53 | 0.56 |
| Skew | 1.06 | 0.17 |
| Kurtosis | 46.8 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.65% |
| Expected Yearly % | 12.19% | 29.84% |
| Kelly Criterion | 4.07% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.2% |
| Expected Shortfall (cVaR) | -1.04% | -2.2% |
| Year | 11393982:BTCUSD | 11393982:btcusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -8.66 | 0.15 | + |
| 2023 | 155.54 | 43.45 | 0.28 | - |
| 2024 | 121.00 | 28.09 | 0.23 | - |
| 2025 | 16.76 | -5.60 | -0.33 | - |
| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.17% | 31.46% |
| 6M | -5.6% | 12.77% |
| YTD | -5.6% | 16.76% |
| 1Y | 10.6% | 56.84% |
| 3Y (ann.) | 21.02% | 55.31% |
| 5Y (ann.) | 15.15% | 37.73% |
| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| Max Drawdown | -28.47% | -67.18% |
| Longest DD Days | 455.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.52% |
| Avg. Drawdown Days | 42.0 | 35.0 |
| Recovery Factor | 2.05 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-06-21 | -28.47 | 455 |
| 2024-06-07 | 2024-11-06 | -26.70 | 151 |
| 2024-12-05 | 2025-06-11 | -20.23 | 188 |
| 2024-03-05 | 2024-03-20 | -6.85 | 15 |
| 2024-03-21 | 2024-06-05 | -6.31 | 76 |
| 2023-07-14 | 2023-10-23 | -5.29 | 101 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 17.36% | 43.77% |
| Worst Month | -23.19% | -37.12% |
| Best Year | 43.45% | 155.54% |
| Worst Year | -8.66% | -56.9% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.9% | 6.36% |
| Avg. Down Week | -2.53% | -5.71% |
| Avg. Up Month | 6.33% | 15.15% |
| Avg. Down Month | -5.49% | -12.67% |
| Win Days % | 49.62% | 51.27% |
| Win Month % | 64.52% | 60.0% |
| Win Week % | 54.67% | 51.72% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |