| Metric | 11392374:btcusd:triple_med_gx:lsma255_105 | 11392374:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 25.22% | 176.19% |
| Max Drawdown | -39.92% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.01 | 1.01 |
| Outlier Win Ratio | 29.85 | 3.71 |
| Outlier Loss Ratio | 4.11 | 3.67 |
| Volatility (ann.) | 12.49% | 25.94% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.18 | 0.54 |
| Skew | 0.81 | 0.17 |
| Kurtosis | 47.76 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.57% |
| Expected Yearly % | 5.78% | 28.92% |
| Kelly Criterion | 1.06% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.2% |
| Expected Shortfall (cVaR) | -1.07% | -2.2% |
| Year | 11392374:BTCUSD | 11392374:btcusd:triple_med_gx:lsma255_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.11 | -9.28 | 0.16 | + |
| 2023 | 155.54 | 45.33 | 0.29 | - |
| 2024 | 121.00 | 5.83 | 0.05 | - |
| 2025 | 16.76 | -10.26 | -0.61 | - |
| Metric | 11392374:btcusd:triple_med_gx:lsma255_105 | 11392374:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.97% | 31.46% |
| 6M | -10.26% | 12.77% |
| YTD | -10.26% | 16.76% |
| 1Y | -12.88% | 56.84% |
| 3Y (ann.) | 12.94% | 55.31% |
| 5Y (ann.) | 7.12% | 36.42% |
| Metric | 11392374:btcusd:triple_med_gx:lsma255_105 | 11392374:BTCUSD |
|---|---|---|
| Max Drawdown | -39.92% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -5.3% | -6.42% |
| Avg. Drawdown Days | 64.0 | 34.0 |
| Recovery Factor | 0.63 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-10-01 | -39.92 | 560 |
| 2024-03-05 | 2025-06-11 | -30.44 | 463 |
| 2023-11-16 | 2023-12-20 | -5.75 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2023-12-22 | 2024-02-27 | -1.50 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| Metric | 11392374:btcusd:triple_med_gx:lsma255_105 | 11392374:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -31.89% | -37.12% |
| Best Year | 45.33% | 155.54% |
| Worst Year | -10.26% | -58.11% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.03% | 5.89% |
| Avg. Down Week | -3.18% | -4.43% |
| Avg. Up Month | 7.0% | 18.15% |
| Avg. Down Month | -8.48% | -11.45% |
| Win Days % | 48.09% | 51.27% |
| Win Month % | 57.58% | 60.0% |
| Win Week % | 48.72% | 51.15% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |