| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 19.07% | 209.53% |
| Max Drawdown | -26.34% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.25 | 0.65 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 32.17 | 3.55 |
| Outlier Loss Ratio | 4.29 | 3.49 |
| Volatility (ann.) | 10.78% | 26.05% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.2 | 0.59 |
| Skew | -0.16 | 0.18 |
| Kurtosis | 37.07 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.73% |
| Expected Yearly % | 4.46% | 32.64% |
| Kelly Criterion | -0.61% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.21% |
| Expected Shortfall (cVaR) | -0.92% | -2.21% |
| Year | 11377371:BTCUSD | 11377371:btcusd:triple_med_gx:lsma205_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -10.30 | 0.18 | + |
| 2023 | 155.54 | 8.64 | 0.06 | - |
| 2024 | 121.00 | 9.43 | 0.08 | - |
| 2025 | 30.14 | 11.66 | 0.39 | - |
| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 17.8% | 45.08% |
| 6M | 10.37% | 28.47% |
| YTD | 11.66% | 30.14% |
| 1Y | 9.49% | 105.13% |
| 3Y (ann.) | 13.87% | 81.7% |
| 5Y (ann.) | 5.28% | 39.49% |
| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| Max Drawdown | -26.34% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.77% |
| Avg. Drawdown Days | 80.0 | 34.0 |
| Recovery Factor | 0.72 | 3.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-07-03 | -26.34 | 454 |
| 2024-03-13 | 2025-05-08 | -20.31 | 421 |
| 2023-07-04 | 2024-02-09 | -13.83 | 220 |
| 2022-02-21 | 2022-04-01 | -8.09 | 39 |
| 2024-02-19 | 2024-02-26 | -3.07 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-06 | 2024-03-07 | -2.55 | 1 |
| 2025-05-15 | 2025-07-14 | -1.84 | 59 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-02-17 | 2024-02-18 | -1.11 | 1 |
| Metric | 11377371:btcusd:triple_med_gx:lsma205_50 | 11377371:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -9.99% | -29.64% |
| Best Month | 19.99% | 43.77% |
| Worst Month | -17.34% | -37.12% |
| Best Year | 11.66% | 155.54% |
| Worst Year | -10.3% | -57.88% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.55% | 5.35% |
| Avg. Down Week | -3.34% | -4.98% |
| Avg. Up Month | 6.34% | 15.8% |
| Avg. Down Month | -5.69% | -13.63% |
| Win Days % | 48.04% | 51.35% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 49.46% | 51.38% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |