| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 36.25% | 177.72% |
| Max Drawdown | -33.17% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.36 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 32.28 | 3.62 |
| Outlier Loss Ratio | 3.79 | 3.63 |
| Volatility (ann.) | 12.53% | 26.26% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.3 | 0.54 |
| Skew | 0.1 | 0.19 |
| Kurtosis | 52.06 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.52% |
| Expected Yearly % | 8.04% | 29.09% |
| Kelly Criterion | 2.62% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.23% |
| Expected Shortfall (cVaR) | -1.07% | -2.23% |
| Year | 11392308:BTCUSD | 11392308:btcusd:triple_med_gx:lsma205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -10.70 | 0.18 | + |
| 2023 | 155.54 | 28.28 | 0.18 | - |
| 2024 | 121.00 | 10.27 | 0.08 | - |
| 2025 | 16.76 | 7.87 | 0.47 | - |
| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.21% | 31.46% |
| 6M | 7.87% | 12.77% |
| YTD | 7.87% | 16.76% |
| 1Y | -2.14% | 56.84% |
| 3Y (ann.) | 10.43% | 55.31% |
| 5Y (ann.) | 9.81% | 36.23% |
| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| Max Drawdown | -33.17% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -6.87% | -7.09% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | 1.09 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-23 | -33.17 | 564 |
| 2024-06-07 | 2025-06-11 | -24.14 | 369 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2024-03-18 | 2024-06-05 | -10.38 | 79 |
| 2023-11-11 | 2024-02-27 | -7.26 | 108 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.29% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -28.19% | -37.12% |
| Best Year | 28.28% | 155.54% |
| Worst Year | -10.7% | -57.88% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.99% | 6.77% |
| Avg. Down Week | -3.23% | -4.71% |
| Avg. Up Month | 6.88% | 17.7% |
| Avg. Down Month | -7.09% | -12.31% |
| Win Days % | 49.79% | 51.32% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 50.0% | 50.57% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |