| Metric | 11392323:btcusd:triple_med_gx:lsma280_105 | 11392323:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 27.64% | 181.37% |
| Max Drawdown | -36.44% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.31 | 0.63 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.2 | 1.09 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 29.14 | 3.71 |
| Outlier Loss Ratio | 3.98 | 3.73 |
| Volatility (ann.) | 12.83% | 25.8% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.21 | 0.56 |
| Skew | 0.36 | 0.16 |
| Kurtosis | 44.48 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.62% |
| Expected Yearly % | 6.29% | 29.52% |
| Kelly Criterion | 1.74% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.19% |
| Expected Shortfall (cVaR) | -1.1% | -2.19% |
| Year | 11392323:BTCUSD | 11392323:btcusd:triple_med_gx:lsma280_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -15.23 | 0.27 | + |
| 2023 | 155.54 | 44.18 | 0.28 | - |
| 2024 | 121.00 | 6.73 | 0.06 | - |
| 2025 | 16.76 | -2.15 | -0.13 | - |
| Metric | 11392323:btcusd:triple_med_gx:lsma280_105 | 11392323:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.5% | 31.46% |
| 6M | -2.15% | 12.77% |
| YTD | -2.15% | 16.76% |
| 1Y | -11.17% | 56.84% |
| 3Y (ann.) | 9.07% | 55.31% |
| 5Y (ann.) | 7.79% | 37.45% |
| Metric | 11392323:btcusd:triple_med_gx:lsma280_105 | 11392323:BTCUSD |
|---|---|---|
| Max Drawdown | -36.44% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -5.09% | -5.8% |
| Avg. Drawdown Days | 63.0 | 31.0 |
| Recovery Factor | 0.76 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-20 | -36.44 | 561 |
| 2024-03-18 | 2025-06-11 | -29.53 | 450 |
| 2023-11-16 | 2024-02-27 | -6.17 | 103 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11392323:btcusd:triple_med_gx:lsma280_105 | 11392323:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.47% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -28.37% | -37.12% |
| Best Year | 44.18% | 155.54% |
| Worst Year | -15.23% | -57.33% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 5.02% | 6.03% |
| Avg. Down Week | -3.46% | -4.71% |
| Avg. Up Month | 7.6% | 17.94% |
| Avg. Down Month | -8.27% | -13.72% |
| Win Days % | 49.15% | 51.26% |
| Win Month % | 57.58% | 60.0% |
| Win Week % | 47.95% | 51.45% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |