| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 19.03% | 211.25% |
| Max Drawdown | -27.58% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.25 | 0.66 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 30.32 | 3.5 |
| Outlier Loss Ratio | 4.38 | 3.52 |
| Volatility (ann.) | 10.65% | 25.86% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.19 | 0.59 |
| Skew | -0.0 | 0.2 |
| Kurtosis | 33.72 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.74% |
| Expected Yearly % | 4.45% | 32.82% |
| Kelly Criterion | 0.2% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.19% |
| Expected Shortfall (cVaR) | -0.91% | -2.19% |
| Year | 11376288:BTCUSD | 11376288:btcusd:triple_med_gx:lsma225_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 5.84 | -0.10 | + |
| 2023 | 155.54 | -3.54 | -0.02 | - |
| 2024 | 121.00 | 7.38 | 0.06 | - |
| 2025 | 30.14 | 8.57 | 0.28 | - |
| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 19.32% | 45.08% |
| 6M | 8.57% | 28.47% |
| YTD | 8.57% | 30.14% |
| 1Y | 11.64% | 105.13% |
| 3Y (ann.) | 10.42% | 81.7% |
| 5Y (ann.) | 5.29% | 39.91% |
| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| Max Drawdown | -27.58% | -67.18% |
| Longest DD Days | 885.0 | 683.0 |
| Avg. Drawdown | -4.91% | -6.44% |
| Avg. Drawdown Days | 86.0 | 34.0 |
| Recovery Factor | 0.69 | 3.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -27.58 | 228 |
| 2023-01-30 | 2025-07-03 | -19.25 | 885 |
| 2022-04-05 | 2022-05-30 | -7.62 | 54 |
| 2022-03-06 | 2022-03-24 | -3.73 | 18 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-01-21 | 2023-01-29 | -2.24 | 7 |
| 2025-07-04 | 2025-07-14 | -1.78 | 10 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -17.25% | -29.64% |
| Best Month | 12.93% | 43.77% |
| Worst Month | -20.13% | -37.12% |
| Best Year | 8.57% | 155.54% |
| Worst Year | -3.54% | -57.65% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.36% | 5.28% |
| Avg. Down Week | -3.28% | -5.44% |
| Avg. Up Month | 6.59% | 16.35% |
| Avg. Down Month | -5.93% | -14.42% |
| Win Days % | 48.5% | 51.32% |
| Win Month % | 48.65% | 61.9% |
| Win Week % | 51.04% | 52.22% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |