| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 30.92% | 193.14% |
| Max Drawdown | -32.71% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.22 | 1.01 |
| Outlier Win Ratio | 29.22 | 3.62 |
| Outlier Loss Ratio | 4.25 | 3.63 |
| Volatility (ann.) | 11.18% | 25.76% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.25 | 0.56 |
| Skew | 0.02 | 0.16 |
| Kurtosis | 31.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.59% |
| Expected Yearly % | 6.97% | 30.85% |
| Kelly Criterion | 1.48% | 3.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.19% |
| Expected Shortfall (cVaR) | -0.96% | -2.19% |
| Year | 11378399:BTCUSD | 11378399:btcusd:triple_med_gx:lsma235_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | 1.14 | -0.02 | + |
| 2023 | 155.54 | 1.45 | 0.01 | - |
| 2024 | 121.00 | 12.10 | 0.10 | - |
| 2025 | 30.14 | 13.83 | 0.46 | - |
| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 22.62% | 45.08% |
| 6M | 13.83% | 28.47% |
| YTD | 13.83% | 30.14% |
| 1Y | 12.53% | 105.13% |
| 3Y (ann.) | 17.59% | 81.7% |
| 5Y (ann.) | 8.32% | 37.56% |
| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| Max Drawdown | -32.71% | -67.18% |
| Longest DD Days | 431.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.85% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 0.95 | 2.88 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-02-02 | -32.71 | 240 |
| 2024-03-13 | 2025-05-18 | -22.33 | 431 |
| 2023-02-02 | 2024-02-27 | -16.13 | 389 |
| 2022-04-05 | 2022-05-30 | -7.98 | 54 |
| 2022-03-06 | 2022-03-25 | -3.73 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2025-05-21 | 2025-07-02 | -2.22 | 42 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -21.8% | -29.64% |
| Best Month | 15.18% | 43.77% |
| Worst Month | -24.77% | -37.12% |
| Best Year | 13.83% | 155.54% |
| Worst Year | 1.14% | -60.11% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.66% | 5.19% |
| Avg. Down Week | -3.43% | -4.9% |
| Avg. Up Month | 6.22% | 16.65% |
| Avg. Down Month | -7.31% | -16.88% |
| Win Days % | 49.83% | 51.32% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 53.33% | 51.67% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |