| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 19.62% | 152.36% |
| Max Drawdown | -18.53% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.28 | 0.58 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 57.14 | 3.06 |
| Outlier Loss Ratio | 3.02 | 3.06 |
| Volatility (ann.) | 9.28% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.3 | 0.48 |
| Skew | 0.83 | 0.18 |
| Kurtosis | 115.14 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.28% |
| Expected Yearly % | 4.58% | 26.04% |
| Kelly Criterion | 2.5% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11394460:BTCUSD | 11394460:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.24 | -0.28 | + |
| 2023 | 155.54 | 8.29 | 0.05 | - |
| 2024 | 121.00 | -11.32 | -0.09 | - |
| 2025 | 16.76 | 6.24 | 0.37 | - |
| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.65% | 31.46% |
| 6M | 6.24% | 12.77% |
| YTD | 6.24% | 16.76% |
| 1Y | -3.94% | 56.84% |
| 3Y (ann.) | 5.98% | 55.31% |
| 5Y (ann.) | 5.55% | 32.21% |
| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| Max Drawdown | -18.53% | -67.18% |
| Longest DD Days | 537.0 | 683.0 |
| Avg. Drawdown | -4.54% | -7.61% |
| Avg. Drawdown Days | 64.0 | 38.0 |
| Recovery Factor | 1.06 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-06-11 | -18.53 | 537 |
| 2022-04-10 | 2022-09-27 | -13.59 | 169 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-11-11 | 2023-10-20 | -10.38 | 343 |
| 2022-09-27 | 2022-11-10 | -7.06 | 43 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-16 | 2023-12-18 | -2.02 | 32 |
| 2022-04-08 | 2022-04-10 | -1.93 | 2 |
| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -8.08% | -29.64% |
| Best Month | 8.72% | 43.77% |
| Worst Month | -8.41% | -37.12% |
| Best Year | 17.24% | 155.54% |
| Worst Year | -11.32% | -61.73% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 3.86% | 7.89% |
| Avg. Down Week | -2.15% | -6.1% |
| Avg. Up Month | 3.79% | 11.06% |
| Avg. Down Month | -2.63% | -12.25% |
| Win Days % | 48.72% | 51.26% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 42.86% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |