| Metric | 11392309:btcusd:triple_med_gx:lsma210_105 | 11392309:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 40.2% | 190.36% |
| Max Drawdown | -32.95% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 32.43 | 3.61 |
| Outlier Loss Ratio | 3.87 | 3.62 |
| Volatility (ann.) | 12.35% | 26.21% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.33 | 0.57 |
| Skew | 0.13 | 0.19 |
| Kurtosis | 54.2 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.63% |
| Expected Yearly % | 8.82% | 30.54% |
| Kelly Criterion | 3.02% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.22% |
| Expected Shortfall (cVaR) | -1.05% | -2.22% |
| Year | 11392309:BTCUSD | 11392309:btcusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | -8.97 | 0.16 | + |
| 2023 | 155.54 | 32.45 | 0.21 | - |
| 2024 | 121.00 | 10.08 | 0.08 | - |
| 2025 | 16.76 | 5.64 | 0.34 | - |
| Metric | 11392309:btcusd:triple_med_gx:lsma210_105 | 11392309:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.33% | 31.46% |
| 6M | 5.64% | 12.77% |
| YTD | 5.64% | 16.76% |
| 1Y | -7.44% | 56.84% |
| 3Y (ann.) | 11.02% | 55.31% |
| 5Y (ann.) | 10.78% | 38.11% |
| Metric | 11392309:btcusd:triple_med_gx:lsma210_105 | 11392309:BTCUSD |
|---|---|---|
| Max Drawdown | -32.95% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -5.37% | -6.7% |
| Avg. Drawdown Days | 59.0 | 33.0 |
| Recovery Factor | 1.22 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-20 | -32.95 | 561 |
| 2024-06-07 | 2025-06-11 | -25.21 | 369 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-18 | 2024-05-27 | -10.38 | 70 |
| 2023-11-11 | 2024-02-27 | -7.26 | 108 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-05-27 | 2024-06-04 | -3.02 | 7 |
| 2022-03-22 | 2022-03-24 | -2.44 | 2 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11392309:btcusd:triple_med_gx:lsma210_105 | 11392309:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.29% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -28.19% | -37.12% |
| Best Year | 32.45% | 155.54% |
| Worst Year | -8.97% | -55.97% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 5.0% | 6.9% |
| Avg. Down Week | -3.45% | -4.9% |
| Avg. Up Month | 7.03% | 17.77% |
| Avg. Down Month | -7.12% | -12.31% |
| Win Days % | 49.89% | 51.33% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 51.43% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |