| Metric | 11392377:btcusd:triple_med_gx:lsma270_105 | 11392377:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 40.5% | 158.52% |
| Max Drawdown | -36.66% | -67.18% |
| Sharpe | 0.27 | 0.41 |
| Sortino | 0.4 | 0.59 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.07 | 1.01 |
| Outlier Win Ratio | 28.3 | 3.77 |
| Outlier Loss Ratio | 4.11 | 3.71 |
| Volatility (ann.) | 12.83% | 25.87% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.3 | 0.5 |
| Skew | 0.77 | 0.14 |
| Kurtosis | 43.98 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.4% |
| Expected Yearly % | 8.87% | 26.8% |
| Kelly Criterion | 2.55% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.2% |
| Expected Shortfall (cVaR) | -1.1% | -2.2% |
| Year | 11392377:BTCUSD | 11392377:btcusd:triple_med_gx:lsma270_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -0.59 | 0.01 | + |
| 2023 | 155.54 | 64.47 | 0.41 | - |
| 2024 | 121.00 | -4.27 | -0.04 | - |
| 2025 | 16.76 | -10.23 | -0.61 | - |
| Metric | 11392377:btcusd:triple_med_gx:lsma270_105 | 11392377:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.54% | 31.46% |
| 6M | -10.23% | 12.77% |
| YTD | -10.23% | 16.76% |
| 1Y | -17.65% | 56.84% |
| 3Y (ann.) | 13.1% | 55.31% |
| 5Y (ann.) | 10.99% | 33.82% |
| Metric | 11392377:btcusd:triple_med_gx:lsma270_105 | 11392377:BTCUSD |
|---|---|---|
| Max Drawdown | -36.66% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.69% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 1.1 | 2.36 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-19 | -36.66 | 438 |
| 2024-03-05 | 2025-06-11 | -33.96 | 463 |
| 2023-11-16 | 2023-12-20 | -6.01 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -3.88 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-11 | -1.60 | 19 |
| Metric | 11392377:btcusd:triple_med_gx:lsma270_105 | 11392377:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.42% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -31.89% | -37.12% |
| Best Year | 64.47% | 155.54% |
| Worst Year | -10.23% | -60.79% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.37% | 6.31% |
| Avg. Down Week | -3.49% | -4.54% |
| Avg. Up Month | 8.12% | 17.62% |
| Avg. Down Month | -8.08% | -11.45% |
| Win Days % | 48.88% | 51.24% |
| Win Month % | 57.58% | 60.0% |
| Win Week % | 51.85% | 51.15% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |