| Metric | 11392376:btcusd:triple_med_gx:lsma265_105 | 11392376:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 23.15% | 184.2% |
| Max Drawdown | -38.19% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.1 | 1.09 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 29.3 | 3.77 |
| Outlier Loss Ratio | 4.07 | 3.71 |
| Volatility (ann.) | 12.76% | 25.94% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.17 | 0.56 |
| Skew | 0.71 | 0.17 |
| Kurtosis | 44.73 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.65% |
| Expected Yearly % | 5.34% | 29.84% |
| Kelly Criterion | 1.22% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.2% |
| Expected Shortfall (cVaR) | -1.09% | -2.2% |
| Year | 11392376:BTCUSD | 11392376:btcusd:triple_med_gx:lsma265_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.90 | -9.76 | 0.17 | + |
| 2023 | 155.54 | 60.09 | 0.39 | - |
| 2024 | 121.00 | -4.16 | -0.03 | - |
| 2025 | 16.76 | -11.05 | -0.66 | - |
| Metric | 11392376:btcusd:triple_med_gx:lsma265_105 | 11392376:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.52% | 31.46% |
| 6M | -11.05% | 12.77% |
| YTD | -11.05% | 16.76% |
| 1Y | -19.14% | 56.84% |
| 3Y (ann.) | 11.26% | 55.31% |
| 5Y (ann.) | 6.59% | 37.73% |
| Metric | 11392376:btcusd:triple_med_gx:lsma265_105 | 11392376:BTCUSD |
|---|---|---|
| Max Drawdown | -38.19% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.57% | -6.52% |
| Avg. Drawdown Days | 50.0 | 35.0 |
| Recovery Factor | 0.61 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-06-21 | -38.19 | 458 |
| 2024-03-05 | 2025-06-11 | -34.14 | 463 |
| 2023-11-16 | 2023-12-20 | -6.01 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -4.01 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2023-06-22 | 2023-07-11 | -1.60 | 19 |
| 2023-12-22 | 2024-02-27 | -1.53 | 66 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11392376:btcusd:triple_med_gx:lsma265_105 | 11392376:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -31.89% | -37.12% |
| Best Year | 60.09% | 155.54% |
| Worst Year | -11.05% | -56.9% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.28% | 6.26% |
| Avg. Down Week | -3.36% | -4.43% |
| Avg. Up Month | 7.6% | 18.39% |
| Avg. Down Month | -8.32% | -11.45% |
| Win Days % | 48.35% | 51.27% |
| Win Month % | 57.58% | 60.0% |
| Win Week % | 47.5% | 51.72% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |