| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 7.99% | 190.36% |
| Max Drawdown | -37.86% | -67.18% |
| Sharpe | 0.11 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 34.4 | 3.61 |
| Outlier Loss Ratio | 3.83 | 3.62 |
| Volatility (ann.) | 12.21% | 26.21% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.06 | 0.57 |
| Skew | 0.02 | 0.19 |
| Kurtosis | 56.37 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.63% |
| Expected Yearly % | 1.94% | 30.54% |
| Kelly Criterion | -0.1% | 4.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.22% |
| Expected Shortfall (cVaR) | -1.05% | -2.22% |
| Year | 11392253:BTCUSD | 11392253:btcusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -12.62 | 0.23 | + |
| 2023 | 155.54 | 23.39 | 0.15 | - |
| 2024 | 121.00 | 2.18 | 0.02 | - |
| 2025 | 16.76 | -1.97 | -0.12 | - |
| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.39% | 31.46% |
| 6M | -1.97% | 12.77% |
| YTD | -1.97% | 16.76% |
| 1Y | -20.02% | 56.84% |
| 3Y (ann.) | 5.84% | 55.31% |
| 5Y (ann.) | 2.36% | 38.11% |
| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| Max Drawdown | -37.86% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -8.76% | -6.7% |
| Avg. Drawdown Days | 108.0 | 33.0 |
| Recovery Factor | 0.21 | 2.83 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-24 | 2023-11-10 | -37.86 | 596 |
| 2024-03-18 | 2025-06-11 | -33.93 | 450 |
| 2022-02-23 | 2022-03-23 | -10.75 | 28 |
| 2023-11-11 | 2023-12-19 | -4.46 | 38 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-22 | 2024-02-26 | -1.28 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -25.68% | -29.64% |
| Best Month | 19.54% | 43.77% |
| Worst Month | -30.37% | -37.12% |
| Best Year | 23.39% | 155.54% |
| Worst Year | -12.62% | -55.97% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.6% | 6.77% |
| Avg. Down Week | -4.44% | -5.67% |
| Avg. Up Month | 7.4% | 16.68% |
| Avg. Down Month | -9.48% | -14.16% |
| Win Days % | 48.69% | 51.33% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 53.03% | 51.14% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |