| Metric | 11392384:btcusd:triple_med_gx:lsma290_105 | 11392384:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 24.3% | 180.16% |
| Max Drawdown | -38.84% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.29 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.1 | 1.1 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 29.74 | 3.69 |
| Outlier Loss Ratio | 4.19 | 3.69 |
| Volatility (ann.) | 12.36% | 25.8% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.18 | 0.56 |
| Skew | 0.9 | 0.17 |
| Kurtosis | 48.05 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.61% |
| Expected Yearly % | 5.59% | 29.38% |
| Kelly Criterion | 1.19% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.19% |
| Expected Shortfall (cVaR) | -1.06% | -2.19% |
| Year | 11392384:BTCUSD | 11392384:btcusd:triple_med_gx:lsma290_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | -11.34 | 0.20 | + |
| 2023 | 155.54 | 53.02 | 0.34 | - |
| 2024 | 121.00 | 1.05 | 0.01 | - |
| 2025 | 16.76 | -9.33 | -0.56 | - |
| Metric | 11392384:btcusd:triple_med_gx:lsma290_105 | 11392384:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -6.61% | 31.46% |
| 6M | -9.33% | 12.77% |
| YTD | -9.33% | 16.76% |
| 1Y | -13.63% | 56.84% |
| 3Y (ann.) | 9.86% | 55.31% |
| 5Y (ann.) | 6.93% | 37.34% |
| Metric | 11392384:btcusd:triple_med_gx:lsma290_105 | 11392384:BTCUSD |
|---|---|---|
| Max Drawdown | -38.84% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -5.32% | -5.72% |
| Avg. Drawdown Days | 64.0 | 31.0 |
| Recovery Factor | 0.63 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-20 | -38.84 | 560 |
| 2024-03-05 | 2025-06-11 | -32.88 | 463 |
| 2023-11-16 | 2024-02-27 | -4.73 | 103 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| Metric | 11392384:btcusd:triple_med_gx:lsma290_105 | 11392384: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 | 53.02% | 155.54% |
| Worst Year | -11.34% | -57.51% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.93% | 6.34% |
| Avg. Down Week | -3.39% | -4.26% |
| Avg. Up Month | 7.47% | 18.26% |
| Avg. Down Month | -8.61% | -11.45% |
| Win Days % | 48.43% | 51.25% |
| Win Month % | 55.88% | 60.0% |
| Win Week % | 50.6% | 51.45% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |