| Metric | 11392311:btcusd:triple_med_gx:lsma225_105 | 11392311:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 30.97% | 179.26% |
| Max Drawdown | -37.49% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.33 | 0.62 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 32.64 | 3.62 |
| Outlier Loss Ratio | 3.85 | 3.64 |
| Volatility (ann.) | 12.18% | 26.07% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.23 | 0.55 |
| Skew | 0.13 | 0.2 |
| Kurtosis | 52.25 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.54% |
| Expected Yearly % | 6.98% | 29.27% |
| Kelly Criterion | 2.3% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11392311:BTCUSD | 11392311:btcusd:triple_med_gx:lsma225_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -13.63 | 0.24 | + |
| 2023 | 155.54 | 47.41 | 0.30 | - |
| 2024 | 121.00 | -0.83 | -0.01 | - |
| 2025 | 16.76 | 3.73 | 0.22 | - |
| Metric | 11392311:btcusd:triple_med_gx:lsma225_105 | 11392311:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.84% | 31.46% |
| 6M | 3.73% | 12.77% |
| YTD | 3.73% | 16.76% |
| 1Y | -12.33% | 56.84% |
| 3Y (ann.) | 13.28% | 55.31% |
| 5Y (ann.) | 8.55% | 36.63% |
| Metric | 11392311:btcusd:triple_med_gx:lsma225_105 | 11392311:BTCUSD |
|---|---|---|
| Max Drawdown | -37.49% | -67.18% |
| Longest DD Days | 543.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.74% |
| Avg. Drawdown Days | 46.0 | 35.0 |
| Recovery Factor | 0.83 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-01 | -37.49 | 543 |
| 2024-03-18 | 2025-06-11 | -31.05 | 450 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-17 | 2023-12-18 | -2.68 | 1 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2023-10-05 | 2023-10-06 | -1.35 | 1 |
| 2023-12-22 | 2024-02-27 | -1.33 | 66 |
| Metric | 11392311:btcusd:triple_med_gx:lsma225_105 | 11392311:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.47% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -28.37% | -37.12% |
| Best Year | 47.41% | 155.54% |
| Worst Year | -13.63% | -57.65% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.62% | 6.29% |
| Avg. Down Week | -3.23% | -4.96% |
| Avg. Up Month | 6.37% | 16.56% |
| Avg. Down Month | -6.95% | -12.15% |
| Win Days % | 49.79% | 51.28% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 48.57% | 51.43% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |