| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 23.1% | 178.34% |
| Max Drawdown | -26.0% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 31.53 | 3.61 |
| Outlier Loss Ratio | 3.91 | 3.51 |
| Volatility (ann.) | 11.36% | 26.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.25 | 0.54 |
| Skew | 0.02 | 0.19 |
| Kurtosis | 35.75 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.53% |
| Expected Yearly % | 5.33% | 29.17% |
| Kelly Criterion | 0.32% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11380973:BTCUSD | 11380973:btcusd:triple_med_gx:lsma205_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -4.95 | 0.09 | + |
| 2023 | 155.54 | 6.41 | 0.04 | - |
| 2024 | 121.00 | 27.76 | 0.23 | - |
| 2025 | 17.02 | -4.73 | -0.28 | - |
| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.08% | 31.76% |
| 6M | -4.73% | 12.25% |
| YTD | -4.73% | 17.02% |
| 1Y | -10.42% | 57.19% |
| 3Y (ann.) | 4.01% | 55.42% |
| 5Y (ann.) | 6.49% | 36.32% |
| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| Max Drawdown | -26.0% | -67.18% |
| Longest DD Days | 576.0 | 683.0 |
| Avg. Drawdown | -7.21% | -7.09% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | 0.89 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -26.00 | 317 |
| 2022-06-11 | 2022-07-27 | -24.91 | 46 |
| 2022-07-30 | 2024-02-27 | -24.46 | 576 |
| 2024-03-13 | 2024-07-29 | -9.42 | 137 |
| 2022-04-05 | 2022-05-30 | -9.30 | 55 |
| 2022-02-21 | 2022-03-09 | -6.00 | 15 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-03-22 | 2022-03-23 | -1.58 | 1 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| Metric | 11380973:btcusd:triple_med_gx:lsma205_65 | 11380973:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 23.82% | 35.75% |
| Worst Week | -24.03% | -29.64% |
| Best Month | 37.84% | 43.77% |
| Worst Month | -21.0% | -37.12% |
| Best Year | 27.76% | 155.54% |
| Worst Year | -4.95% | -57.88% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.78% | 6.22% |
| Avg. Down Week | -3.45% | -4.95% |
| Avg. Up Month | 8.6% | 16.86% |
| Avg. Down Month | -5.93% | -12.6% |
| Win Days % | 49.27% | 51.33% |
| Win Month % | 42.11% | 60.98% |
| Win Week % | 44.05% | 50.57% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |