| Metric | 11392314:btcusd:triple_med_gx:lsma235_105 | 11392314:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 22.13% | 163.01% |
| Max Drawdown | -36.34% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.27 | 0.6 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 32.2 | 3.63 |
| Outlier Loss Ratio | 3.91 | 3.64 |
| Volatility (ann.) | 12.26% | 25.97% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.17 | 0.51 |
| Skew | 0.27 | 0.16 |
| Kurtosis | 51.81 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.39% |
| Expected Yearly % | 5.13% | 27.35% |
| Kelly Criterion | 1.24% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.21% |
| Expected Shortfall (cVaR) | -1.05% | -2.21% |
| Year | 11392314:BTCUSD | 11392314:btcusd:triple_med_gx:lsma235_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -14.83 | 0.25 | + |
| 2023 | 155.54 | 29.92 | 0.19 | - |
| 2024 | 121.00 | 8.42 | 0.07 | - |
| 2025 | 16.76 | 1.80 | 0.11 | - |
| Metric | 11392314:btcusd:triple_med_gx:lsma235_105 | 11392314:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.47% | 31.46% |
| 6M | 1.8% | 12.77% |
| YTD | 1.8% | 16.76% |
| 1Y | -11.13% | 56.84% |
| 3Y (ann.) | 10.13% | 55.31% |
| 5Y (ann.) | 6.28% | 34.23% |
| Metric | 11392314:btcusd:triple_med_gx:lsma235_105 | 11392314:BTCUSD |
|---|---|---|
| Max Drawdown | -36.34% | -67.18% |
| Longest DD Days | 563.0 | 683.0 |
| Avg. Drawdown | -5.56% | -7.2% |
| Avg. Drawdown Days | 66.0 | 39.0 |
| Recovery Factor | 0.61 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-21 | -36.34 | 563 |
| 2024-06-07 | 2025-06-11 | -26.63 | 369 |
| 2024-03-18 | 2024-06-04 | -10.38 | 78 |
| 2023-11-16 | 2023-12-22 | -6.89 | 36 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| 2023-12-22 | 2024-02-27 | -1.34 | 66 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11392314:btcusd:triple_med_gx:lsma235_105 | 11392314: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 | 29.92% | 155.54% |
| Worst Year | -14.83% | -60.11% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.39% | 5.9% |
| Avg. Down Week | -2.88% | -4.9% |
| Avg. Up Month | 6.68% | 18.16% |
| Avg. Down Month | -7.58% | -12.26% |
| Win Days % | 48.8% | 51.28% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 45.71% | 50.86% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |