| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 27.7% | 179.89% |
| Max Drawdown | -33.22% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.31 | 0.63 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 30.89 | 3.72 |
| Outlier Loss Ratio | 3.92 | 3.71 |
| Volatility (ann.) | 12.49% | 26.08% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.23 | 0.55 |
| Skew | 0.29 | 0.2 |
| Kurtosis | 46.16 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.54% |
| Expected Yearly % | 6.3% | 29.34% |
| Kelly Criterion | 1.82% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 11390797:BTCUSD | 11390797:btcusd:triple_med_gx:lsma225_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -9.44 | 0.16 | + |
| 2023 | 155.54 | 44.52 | 0.29 | - |
| 2024 | 121.00 | -1.00 | -0.01 | - |
| 2025 | 17.02 | -1.44 | -0.08 | - |
| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.39% | 31.76% |
| 6M | -1.44% | 12.25% |
| YTD | -1.44% | 17.02% |
| 1Y | -20.08% | 57.19% |
| 3Y (ann.) | 10.26% | 55.42% |
| 5Y (ann.) | 7.71% | 36.72% |
| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| Max Drawdown | -33.22% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.74% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 0.83 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -33.22 | 450 |
| 2022-02-26 | 2022-10-26 | -29.24 | 241 |
| 2022-10-26 | 2023-10-01 | -18.01 | 340 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-16 | 2023-12-18 | -1.80 | 2 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2023-10-05 | 2023-10-06 | -1.35 | 1 |
| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.34% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 44.52% | 155.54% |
| Worst Year | -9.44% | -57.65% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.24% | 6.01% |
| Avg. Down Week | -3.77% | -5.93% |
| Avg. Up Month | 6.11% | 14.77% |
| Avg. Down Month | -6.88% | -13.6% |
| Win Days % | 48.9% | 51.29% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 52.7% | 51.43% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |