| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 21.36% | 202.8% |
| Max Drawdown | -52.29% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.07 | 1.01 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 20.06 | 4.06 |
| Outlier Loss Ratio | 3.98 | 4.04 |
| Volatility (ann.) | 16.4% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.11 | 0.58 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 29.57 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.67% |
| Expected Yearly % | 4.96% | 31.91% |
| Kelly Criterion | 0.45% | 3.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11392328:BTCUSD | 11392328:btcusd:triple_med_gx:lsma25_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -31.92 | 0.59 | + |
| 2023 | 155.54 | 65.72 | 0.42 | - |
| 2024 | 121.00 | -6.18 | -0.05 | - |
| 2025 | 16.76 | 14.65 | 0.87 | - |
| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | -2.9% | 31.46% |
| 6M | 15.1% | 12.77% |
| YTD | 14.65% | 16.76% |
| 1Y | -1.93% | 56.84% |
| 3Y (ann.) | 20.05% | 55.31% |
| 5Y (ann.) | 5.91% | 38.89% |
| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| Max Drawdown | -52.29% | -67.18% |
| Longest DD Days | 511.0 | 683.0 |
| Avg. Drawdown | -8.52% | -6.06% |
| Avg. Drawdown Days | 73.0 | 30.0 |
| Recovery Factor | 0.41 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-17 | 2023-07-13 | -52.29 | 511 |
| 2024-04-04 | 2025-06-11 | -38.09 | 432 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2023-12-22 | 2024-02-27 | -9.03 | 66 |
| 2023-07-14 | 2023-11-10 | -6.97 | 119 |
| 2023-11-16 | 2023-11-22 | -4.55 | 6 |
| 2023-11-11 | 2023-11-15 | -3.51 | 4 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-17 | 2023-12-18 | -2.51 | 1 |
| 2023-11-28 | 2023-12-01 | -1.47 | 2 |
| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 15.57% | 43.77% |
| Worst Month | -28.49% | -37.12% |
| Best Year | 65.72% | 155.54% |
| Worst Year | -31.92% | -54.08% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.93% | -0.99% |
| Avg. Up Week | 3.96% | 5.83% |
| Avg. Down Week | -3.47% | -4.95% |
| Avg. Up Month | 5.66% | 14.92% |
| Avg. Down Month | -8.48% | -14.46% |
| Win Days % | 48.58% | 51.27% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 52.21% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |