| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 24.89% | 193.14% |
| Max Drawdown | -28.69% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.4 | 1.08 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.31 | 1.01 |
| Outlier Win Ratio | 29.16 | 3.51 |
| Outlier Loss Ratio | 4.33 | 3.56 |
| Volatility (ann.) | 10.84% | 25.76% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.24 | 0.56 |
| Skew | -0.03 | 0.16 |
| Kurtosis | 32.15 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.59% |
| Expected Yearly % | 5.71% | 30.85% |
| Kelly Criterion | 0.67% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.19% |
| Expected Shortfall (cVaR) | -0.93% | -2.19% |
| Year | 11376289:BTCUSD | 11376289:btcusd:triple_med_gx:lsma235_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 4.90 | -0.08 | + |
| 2023 | 155.54 | 0.54 | 0.00 | - |
| 2024 | 121.00 | 13.60 | 0.11 | - |
| 2025 | 30.14 | 4.24 | 0.14 | - |
| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 18.69% | 45.08% |
| 6M | 4.24% | 28.47% |
| YTD | 4.24% | 30.14% |
| 1Y | 10.62% | 105.13% |
| 3Y (ann.) | 14.4% | 81.7% |
| 5Y (ann.) | 6.81% | 37.56% |
| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| Max Drawdown | -28.69% | -67.18% |
| Longest DD Days | 473.0 | 683.0 |
| Avg. Drawdown | -4.49% | -6.85% |
| Avg. Drawdown Days | 60.0 | 37.0 |
| Recovery Factor | 0.87 | 2.88 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -28.69 | 228 |
| 2024-03-16 | 2025-07-02 | -18.10 | 473 |
| 2023-01-30 | 2024-03-08 | -14.52 | 403 |
| 2022-04-05 | 2022-05-30 | -10.52 | 55 |
| 2022-03-06 | 2022-03-24 | -3.73 | 18 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-01-21 | 2023-01-29 | -2.24 | 7 |
| 2024-03-11 | 2024-03-13 | -2.21 | 1 |
| 2025-07-04 | 2025-07-14 | -1.78 | 10 |
| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -17.25% | -29.64% |
| Best Month | 13.04% | 43.77% |
| Worst Month | -19.99% | -37.12% |
| Best Year | 13.6% | 155.54% |
| Worst Year | 0.54% | -60.11% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.25% | 5.32% |
| Avg. Down Week | -3.35% | -5.15% |
| Avg. Up Month | 6.81% | 16.35% |
| Avg. Down Month | -7.37% | -15.01% |
| Win Days % | 49.11% | 51.32% |
| Win Month % | 54.29% | 61.9% |
| Win Week % | 53.19% | 51.67% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |