| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.01% | 152.06% |
| Max Drawdown | -28.34% | -67.18% |
| Sharpe | 0.14 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.19 | 1.05 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 30.44 | 3.72 |
| Outlier Loss Ratio | 3.99 | 3.75 |
| Volatility (ann.) | 12.47% | 25.97% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.13 | 0.49 |
| Skew | 0.09 | 0.16 |
| Kurtosis | 43.66 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.34% |
| Expected Yearly % | 3.1% | 26.0% |
| Kelly Criterion | 0.9% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 11390801:BTCUSD | 11390801:btcusd:triple_med_gx:lsma245_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.86 | -15.92 | 0.26 | + |
| 2023 | 155.54 | 28.31 | 0.18 | - |
| 2024 | 121.00 | 9.30 | 0.08 | - |
| 2025 | 17.02 | -4.16 | -0.24 | - |
| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.88% | 31.76% |
| 6M | -4.16% | 12.25% |
| YTD | -4.16% | 17.02% |
| 1Y | -18.07% | 57.19% |
| 3Y (ann.) | 5.53% | 55.42% |
| 5Y (ann.) | 3.8% | 32.6% |
| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| Max Drawdown | -28.34% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -5.25% | -7.13% |
| Avg. Drawdown Days | 70.0 | 39.0 |
| Recovery Factor | 0.46 | 2.26 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-23 | -28.34 | 564 |
| 2024-06-07 | 2025-06-11 | -24.52 | 368 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-16 | 2023-12-20 | -5.28 | 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 | -1.81 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801: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 | 28.31% | 155.54% |
| Worst Year | -15.92% | -61.86% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.82% | 5.81% |
| Avg. Down Week | -3.47% | -5.62% |
| Avg. Up Month | 5.99% | 18.58% |
| Avg. Down Month | -8.64% | -14.86% |
| Win Days % | 48.55% | 51.28% |
| Win Month % | 59.38% | 60.0% |
| Win Week % | 52.11% | 50.86% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |