| Metric | 11390802:btcusd:triple_med_gx:lsma250_100 | 11390802:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 13.0% | 162.18% |
| Max Drawdown | -28.23% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.2 | 0.6 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 30.17 | 3.75 |
| Outlier Loss Ratio | 3.98 | 3.73 |
| Volatility (ann.) | 12.53% | 25.96% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.13 | 0.51 |
| Skew | 0.11 | 0.16 |
| Kurtosis | 42.9 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.44% |
| Expected Yearly % | 3.1% | 27.25% |
| Kelly Criterion | 0.82% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 11390802:BTCUSD | 11390802:btcusd:triple_med_gx:lsma250_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | -14.90 | 0.25 | + |
| 2023 | 155.54 | 31.13 | 0.20 | - |
| 2024 | 121.00 | 6.44 | 0.05 | - |
| 2025 | 17.02 | -4.87 | -0.29 | - |
| Metric | 11390802:btcusd:triple_med_gx:lsma250_100 | 11390802:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.61% | 31.76% |
| 6M | -4.87% | 12.25% |
| YTD | -4.87% | 17.02% |
| 1Y | -20.68% | 57.19% |
| 3Y (ann.) | 5.47% | 55.42% |
| 5Y (ann.) | 3.8% | 34.23% |
| Metric | 11390802:btcusd:triple_med_gx:lsma250_100 | 11390802:BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -67.18% |
| Longest DD Days | 562.0 | 683.0 |
| Avg. Drawdown | -4.82% | -6.76% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 0.46 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-20 | -28.23 | 562 |
| 2024-06-07 | 2025-06-11 | -26.39 | 368 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-16 | 2023-12-20 | -4.98 | 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 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11390802:btcusd:triple_med_gx:lsma250_100 | 11390802: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 | 31.13% | 155.54% |
| Worst Year | -14.9% | -60.33% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.96% | 5.67% |
| Avg. Down Week | -3.29% | -5.71% |
| Avg. Up Month | 6.21% | 18.58% |
| Avg. Down Month | -7.45% | -13.89% |
| Win Days % | 48.33% | 51.27% |
| Win Month % | 56.25% | 60.0% |
| Win Week % | 48.61% | 50.86% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |