| Metric | 11390800:btcusd:triple_med_gx:lsma240_100 | 11390800:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 16.72% | 145.83% |
| Max Drawdown | -27.69% | -67.18% |
| Sharpe | 0.16 | 0.39 |
| Sortino | 0.23 | 0.57 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.17 | 1.05 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 30.64 | 3.69 |
| Outlier Loss Ratio | 3.97 | 3.72 |
| Volatility (ann.) | 12.38% | 25.96% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.17 | 0.47 |
| Skew | 0.08 | 0.16 |
| Kurtosis | 44.65 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.27% |
| Expected Yearly % | 3.94% | 25.22% |
| Kelly Criterion | 1.1% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.21% |
| Expected Shortfall (cVaR) | -1.06% | -2.21% |
| Year | 11390800:BTCUSD | 11390800:btcusd:triple_med_gx:lsma240_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | -15.16 | 0.24 | + |
| 2023 | 155.54 | 28.75 | 0.18 | - |
| 2024 | 121.00 | 8.98 | 0.07 | - |
| 2025 | 17.02 | -1.94 | -0.11 | - |
| Metric | 11390800:btcusd:triple_med_gx:lsma240_100 | 11390800:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.42% | 31.76% |
| 6M | -1.94% | 12.25% |
| YTD | -1.94% | 17.02% |
| 1Y | -17.31% | 57.19% |
| 3Y (ann.) | 6.35% | 55.42% |
| 5Y (ann.) | 4.83% | 31.56% |
| Metric | 11390800:btcusd:triple_med_gx:lsma240_100 | 11390800:BTCUSD |
|---|---|---|
| Max Drawdown | -27.69% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -5.9% | -7.2% |
| Avg. Drawdown Days | 62.0 | 39.0 |
| Recovery Factor | 0.6 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2022-10-26 | -27.69 | 203 |
| 2024-06-07 | 2025-06-11 | -25.70 | 368 |
| 2022-10-26 | 2023-10-23 | -20.64 | 361 |
| 2024-03-18 | 2024-06-03 | -10.38 | 76 |
| 2023-11-16 | 2023-12-20 | -5.66 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-22 | 2024-02-26 | -1.81 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11390800:btcusd:triple_med_gx:lsma240_100 | 11390800:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.21% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -17.4% | -37.12% |
| Best Year | 28.75% | 155.54% |
| Worst Year | -15.16% | -62.8% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.84% | 5.81% |
| Avg. Down Week | -3.44% | -5.81% |
| Avg. Up Month | 6.44% | 19.09% |
| Avg. Down Month | -7.57% | -13.89% |
| Win Days % | 48.68% | 51.24% |
| Win Month % | 54.84% | 60.0% |
| Win Week % | 52.11% | 50.86% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |