| Metric | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 32.7% | 181.37% |
| Max Drawdown | -36.81% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.12 | 1.09 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 28.57 | 3.73 |
| Outlier Loss Ratio | 4.13 | 3.71 |
| Volatility (ann.) | 12.72% | 25.8% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.25 | 0.56 |
| Skew | 0.77 | 0.16 |
| Kurtosis | 45.43 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.62% |
| Expected Yearly % | 7.33% | 29.52% |
| Kelly Criterion | 2.03% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.19% |
| Expected Shortfall (cVaR) | -1.09% | -2.19% |
| Year | 11392381:BTCUSD | 11392381:btcusd:triple_med_gx:lsma280_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -5.03 | 0.09 | + |
| 2023 | 155.54 | 52.77 | 0.34 | - |
| 2024 | 121.00 | 0.83 | 0.01 | - |
| 2025 | 16.76 | -9.28 | -0.55 | - |
| Metric | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.56% | 31.46% |
| 6M | -9.28% | 12.77% |
| YTD | -9.28% | 16.76% |
| 1Y | -12.66% | 56.84% |
| 3Y (ann.) | 11.06% | 55.31% |
| 5Y (ann.) | 9.09% | 37.45% |
| Metric | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381:BTCUSD |
|---|---|---|
| Max Drawdown | -36.81% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.45% | -5.8% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 0.89 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-21 | -36.81 | 440 |
| 2024-03-05 | 2025-06-11 | -33.73 | 463 |
| 2023-11-16 | 2024-02-27 | -6.01 | 103 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -4.49 | 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 | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381: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 | 52.77% | 155.54% |
| Worst Year | -9.28% | -57.33% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.06% | 6.18% |
| Avg. Down Week | -3.29% | -4.25% |
| Avg. Up Month | 7.83% | 18.3% |
| Avg. Down Month | -8.14% | -11.45% |
| Win Days % | 48.97% | 51.26% |
| Win Month % | 57.58% | 60.0% |
| Win Week % | 50.6% | 51.45% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |