| Metric | 11396905:btcusd:triple_med_gx:lsma235_120 | 11396905:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.28% | 163.01% |
| Max Drawdown | -31.63% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.26 | 0.6 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 40.34 | 3.41 |
| Outlier Loss Ratio | 3.75 | 3.35 |
| Volatility (ann.) | 10.52% | 25.97% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.17 | 0.51 |
| Skew | 0.12 | 0.16 |
| Kurtosis | 70.51 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.39% |
| Expected Yearly % | 4.51% | 27.35% |
| Kelly Criterion | 2.28% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.21% |
| Expected Shortfall (cVaR) | -0.9% | -2.21% |
| Year | 11396905:BTCUSD | 11396905:btcusd:triple_med_gx:lsma235_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -11.97 | 0.20 | + |
| 2023 | 155.54 | 27.56 | 0.18 | - |
| 2024 | 121.00 | -3.61 | -0.03 | - |
| 2025 | 16.76 | 10.20 | 0.61 | - |
| Metric | 11396905:btcusd:triple_med_gx:lsma235_120 | 11396905:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.74% | 31.46% |
| 6M | 10.2% | 12.77% |
| YTD | 10.2% | 16.76% |
| 1Y | -13.33% | 56.84% |
| 3Y (ann.) | 7.02% | 55.31% |
| 5Y (ann.) | 5.51% | 34.23% |
| Metric | 11396905:btcusd:triple_med_gx:lsma235_120 | 11396905:BTCUSD |
|---|---|---|
| Max Drawdown | -31.63% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -6.33% | -7.2% |
| Avg. Drawdown Days | 96.0 | 39.0 |
| Recovery Factor | 0.61 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -31.63 | 450 |
| 2022-04-07 | 2023-10-20 | -26.39 | 560 |
| 2023-11-16 | 2024-02-26 | -5.22 | 102 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-21 | 2023-11-07 | -1.93 | 17 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2022-03-23 | 2022-04-07 | -0.51 | 15 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11396905:btcusd:triple_med_gx:lsma235_120 | 11396905:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.86% | 35.75% |
| Worst Week | -23.56% | -29.64% |
| Best Month | 18.39% | 43.77% |
| Worst Month | -23.56% | -37.12% |
| Best Year | 27.56% | 155.54% |
| Worst Year | -11.97% | -60.11% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.13% | 6.63% |
| Avg. Down Week | -3.23% | -5.34% |
| Avg. Up Month | 5.54% | 17.65% |
| Avg. Down Month | -6.44% | -12.26% |
| Win Days % | 49.61% | 51.28% |
| Win Month % | 58.62% | 60.98% |
| Win Week % | 53.45% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |