| Metric | 11392373:btcusd:triple_med_gx:lsma250_105 | 11392373:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 16.78% | 161.59% |
| Max Drawdown | -40.14% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.23 | 0.6 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 30.39 | 3.68 |
| Outlier Loss Ratio | 4.07 | 3.67 |
| Volatility (ann.) | 12.43% | 25.96% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.12 | 0.51 |
| Skew | 0.77 | 0.16 |
| Kurtosis | 48.47 | 6.42 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.43% |
| Expected Yearly % | 3.95% | 27.18% |
| Kelly Criterion | 0.45% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.21% |
| Expected Shortfall (cVaR) | -1.06% | -2.21% |
| Year | 11392373:BTCUSD | 11392373:btcusd:triple_med_gx:lsma250_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.33 | -10.31 | 0.17 | + |
| 2023 | 155.54 | 38.87 | 0.25 | - |
| 2024 | 121.00 | 1.60 | 0.01 | - |
| 2025 | 16.76 | -7.71 | -0.46 | - |
| Metric | 11392373:btcusd:triple_med_gx:lsma250_105 | 11392373:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.44% | 31.46% |
| 6M | -7.71% | 12.77% |
| YTD | -7.71% | 16.76% |
| 1Y | -12.75% | 56.84% |
| 3Y (ann.) | 9.55% | 55.31% |
| 5Y (ann.) | 4.85% | 34.14% |
| Metric | 11392373:btcusd:triple_med_gx:lsma250_105 | 11392373:BTCUSD |
|---|---|---|
| Max Drawdown | -40.14% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -5.98% | -6.76% |
| Avg. Drawdown Days | 71.0 | 35.0 |
| Recovery Factor | 0.42 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-20 | -40.14 | 560 |
| 2024-03-05 | 2025-06-11 | -31.68 | 463 |
| 2023-11-16 | 2023-12-20 | -6.50 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-22 | 2024-02-27 | -2.57 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| Metric | 11392373:btcusd:triple_med_gx:lsma250_105 | 11392373:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -34.11% | -37.12% |
| Best Year | 38.87% | 155.54% |
| Worst Year | -10.31% | -60.33% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.95% | 5.89% |
| Avg. Down Week | -3.22% | -4.43% |
| Avg. Up Month | 6.67% | 17.71% |
| Avg. Down Month | -8.83% | -11.45% |
| Win Days % | 48.19% | 51.26% |
| Win Month % | 57.58% | 60.0% |
| Win Week % | 48.72% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |