| Metric | 11392313:btcusd:triple_med_gx:lsma230_105 | 11392313:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 16.2% | 175.9% |
| Max Drawdown | -36.77% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 32.6 | 3.62 |
| Outlier Loss Ratio | 3.87 | 3.64 |
| Volatility (ann.) | 12.2% | 26.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.13 | 0.54 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 51.9 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.51% |
| Expected Yearly % | 3.83% | 28.88% |
| Kelly Criterion | 0.55% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11392313:BTCUSD | 11392313:btcusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -16.66 | 0.29 | + |
| 2023 | 155.54 | 38.09 | 0.24 | - |
| 2024 | 121.00 | -2.39 | -0.02 | - |
| 2025 | 16.76 | 3.45 | 0.21 | - |
| Metric | 11392313:btcusd:triple_med_gx:lsma230_105 | 11392313:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.56% | 31.46% |
| 6M | 3.45% | 12.77% |
| YTD | 3.45% | 16.76% |
| 1Y | -13.94% | 56.84% |
| 3Y (ann.) | 8.5% | 55.31% |
| 5Y (ann.) | 4.67% | 36.16% |
| Metric | 11392313:btcusd:triple_med_gx:lsma230_105 | 11392313:BTCUSD |
|---|---|---|
| Max Drawdown | -36.77% | -67.18% |
| Longest DD Days | 561.0 | 683.0 |
| Avg. Drawdown | -5.72% | -7.12% |
| Avg. Drawdown Days | 70.0 | 38.0 |
| Recovery Factor | 0.44 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-20 | -36.77 | 561 |
| 2024-03-18 | 2025-06-11 | -32.17 | 450 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.47 | 33 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2023-12-22 | 2024-02-27 | -1.34 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11392313:btcusd:triple_med_gx:lsma230_105 | 11392313:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 17.25% | 43.77% |
| Worst Month | -28.59% | -37.12% |
| Best Year | 38.09% | 155.54% |
| Worst Year | -16.66% | -58.16% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.29% | 6.37% |
| Avg. Down Week | -3.05% | -4.9% |
| Avg. Up Month | 6.32% | 16.95% |
| Avg. Down Month | -7.76% | -12.26% |
| Win Days % | 49.01% | 51.29% |
| Win Month % | 57.58% | 60.98% |
| Win Week % | 46.48% | 50.86% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |