| Metric | 11390799:btcusd:triple_med_gx:lsma235_100 | 11390799:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 18.12% | 163.6% |
| Max Drawdown | -30.2% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.6 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 30.84 | 3.74 |
| Outlier Loss Ratio | 3.96 | 3.71 |
| Volatility (ann.) | 12.55% | 25.98% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.17 | 0.51 |
| Skew | 0.42 | 0.16 |
| Kurtosis | 46.22 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.39% |
| Expected Yearly % | 4.25% | 27.42% |
| Kelly Criterion | 0.99% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 11390799:BTCUSD | 11390799:btcusd:triple_med_gx:lsma235_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -12.94 | 0.22 | + |
| 2023 | 155.54 | 29.30 | 0.19 | - |
| 2024 | 121.00 | 8.11 | 0.07 | - |
| 2025 | 17.02 | -2.93 | -0.17 | - |
| Metric | 11390799:btcusd:triple_med_gx:lsma235_100 | 11390799:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.4% | 31.76% |
| 6M | -2.93% | 12.25% |
| YTD | -2.93% | 17.02% |
| 1Y | -18.79% | 57.19% |
| 3Y (ann.) | 6.78% | 55.42% |
| 5Y (ann.) | 5.2% | 34.35% |
| Metric | 11390799:btcusd:triple_med_gx:lsma235_100 | 11390799:BTCUSD |
|---|---|---|
| Max Drawdown | -30.2% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -5.53% | -7.2% |
| Avg. Drawdown Days | 56.0 | 39.0 |
| Recovery Factor | 0.6 | 2.44 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -30.20 | 368 |
| 2022-04-06 | 2022-10-26 | -27.69 | 203 |
| 2022-10-26 | 2023-10-20 | -19.06 | 358 |
| 2024-03-18 | 2024-06-03 | -10.38 | 76 |
| 2023-11-16 | 2023-12-20 | -5.78 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 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 | 11390799:btcusd:triple_med_gx:lsma235_100 | 11390799: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 | 29.3% | 155.54% |
| Worst Year | -12.94% | -60.11% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.26% | 5.67% |
| Avg. Down Week | -3.51% | -6.01% |
| Avg. Up Month | 6.97% | 19.09% |
| Avg. Down Month | -6.66% | -13.6% |
| Win Days % | 48.08% | 51.29% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 50.0% | 50.86% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |