| Metric | 11390798:btcusd:triple_med_gx:lsma230_100 | 11390798:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 12.27% | 176.52% |
| Max Drawdown | -34.3% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.19 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 30.92 | 3.72 |
| Outlier Loss Ratio | 3.92 | 3.7 |
| Volatility (ann.) | 12.51% | 26.08% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.1 | 0.54 |
| Skew | 0.28 | 0.2 |
| Kurtosis | 45.91 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.51% |
| Expected Yearly % | 2.94% | 28.95% |
| Kelly Criterion | 0.2% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 11390798:BTCUSD | 11390798:btcusd:triple_med_gx:lsma230_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -13.41 | 0.23 | + |
| 2023 | 155.54 | 34.90 | 0.22 | - |
| 2024 | 121.00 | -2.56 | -0.02 | - |
| 2025 | 17.02 | -1.35 | -0.08 | - |
| Metric | 11390798:btcusd:triple_med_gx:lsma230_100 | 11390798:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.48% | 31.76% |
| 6M | -1.35% | 12.25% |
| YTD | -1.35% | 17.02% |
| 1Y | -21.27% | 57.19% |
| 3Y (ann.) | 5.29% | 55.42% |
| 5Y (ann.) | 3.58% | 36.26% |
| Metric | 11390798:btcusd:triple_med_gx:lsma230_100 | 11390798:BTCUSD |
|---|---|---|
| Max Drawdown | -34.3% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -6.38% | -7.12% |
| Avg. Drawdown Days | 71.0 | 38.0 |
| Recovery Factor | 0.36 | 2.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -34.30 | 450 |
| 2022-03-24 | 2022-10-26 | -28.32 | 215 |
| 2022-10-26 | 2023-10-20 | -18.06 | 358 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -3.34 | 32 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-22 | 2024-02-26 | -1.34 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11390798:btcusd:triple_med_gx:lsma230_100 | 11390798:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.21% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -17.4% | -37.12% |
| Best Year | 34.9% | 155.54% |
| Worst Year | -13.41% | -58.16% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.1% | 6.09% |
| Avg. Down Week | -3.62% | -6.09% |
| Avg. Up Month | 6.04% | 17.35% |
| Avg. Down Month | -7.02% | -13.6% |
| Win Days % | 48.18% | 51.3% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 49.33% | 50.86% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |