| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 86.5% | 202.31% |
| Max Drawdown | -30.73% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.66 | 0.64 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 31.31 | 3.69 |
| Outlier Loss Ratio | 3.9 | 3.52 |
| Volatility (ann.) | 12.29% | 26.03% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.65 | 0.57 |
| Skew | 0.91 | 0.18 |
| Kurtosis | 53.28 | 6.59 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.67% |
| Expected Yearly % | 16.86% | 31.86% |
| Kelly Criterion | 5.61% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11392364:BTCUSD | 11392364:btcusd:triple_med_gx:lsma205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 8.97 | -0.15 | + |
| 2023 | 155.54 | 62.80 | 0.40 | - |
| 2024 | 121.00 | 12.07 | 0.10 | - |
| 2025 | 27.10 | -6.19 | -0.23 | - |
| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| MTD | -0.98% | 10.71% |
| 3M | -3.19% | 41.88% |
| 6M | -6.19% | 22.91% |
| YTD | -6.19% | 27.1% |
| 1Y | -13.46% | 82.29% |
| 3Y (ann.) | 34.44% | 77.48% |
| 5Y (ann.) | 20.1% | 38.42% |
| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| Max Drawdown | -30.73% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.87% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 2.81 | 3.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-11-10 | -30.73 | 216 |
| 2024-06-07 | 2025-07-17 | -26.07 | 404 |
| 2024-03-05 | 2024-05-15 | -12.52 | 71 |
| 2022-02-21 | 2022-03-19 | -11.66 | 26 |
| 2023-02-02 | 2023-06-06 | -7.55 | 123 |
| 2023-06-07 | 2023-06-19 | -6.42 | 12 |
| 2023-11-11 | 2023-12-19 | -4.68 | 38 |
| 2024-05-27 | 2024-06-04 | -3.47 | 7 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -23.28% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -27.54% | -37.12% |
| Best Year | 62.8% | 155.54% |
| Worst Year | -6.19% | -57.88% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.61% | 6.56% |
| Avg. Down Week | -2.86% | -4.54% |
| Avg. Up Month | 7.29% | 16.85% |
| Avg. Down Month | -6.78% | -11.93% |
| Win Days % | 50.0% | 51.34% |
| Win Month % | 61.11% | 61.9% |
| Win Week % | 50.0% | 51.38% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |