| Metric | 11392385:btcusd:triple_med_gx:lsma295_105 | 11392385:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 20.49% | 177.29% |
| Max Drawdown | -40.84% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.11 | 1.1 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.04 | 1.02 |
| Outlier Win Ratio | 30.12 | 3.69 |
| Outlier Loss Ratio | 4.2 | 3.7 |
| Volatility (ann.) | 12.35% | 25.8% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.14 | 0.55 |
| Skew | 0.89 | 0.17 |
| Kurtosis | 48.17 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.58% |
| Expected Yearly % | 4.77% | 29.04% |
| Kelly Criterion | 0.62% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.19% |
| Expected Shortfall (cVaR) | -1.06% | -2.19% |
| Year | 11392385:BTCUSD | 11392385:btcusd:triple_med_gx:lsma295_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.95 | -15.19 | 0.26 | + |
| 2023 | 155.54 | 51.96 | 0.33 | - |
| 2024 | 121.00 | 4.16 | 0.03 | - |
| 2025 | 16.76 | -10.24 | -0.61 | - |
| Metric | 11392385:btcusd:triple_med_gx:lsma295_105 | 11392385:BTCUSD |
|---|---|---|
| MTD | -0.65% | 4.16% |
| 3M | -7.85% | 31.46% |
| 6M | -10.24% | 12.77% |
| YTD | -10.24% | 16.76% |
| 1Y | -13.24% | 56.84% |
| 3Y (ann.) | 8.72% | 55.31% |
| 5Y (ann.) | 5.91% | 36.95% |
| Metric | 11392385:btcusd:triple_med_gx:lsma295_105 | 11392385:BTCUSD |
|---|---|---|
| Max Drawdown | -40.84% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -5.91% | -5.79% |
| Avg. Drawdown Days | 72.0 | 32.0 |
| Recovery Factor | 0.5 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-23 | -40.84 | 564 |
| 2024-03-05 | 2025-06-11 | -31.81 | 463 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 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 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| 2022-03-25 | 2022-04-07 | -0.60 | 12 |
| Metric | 11392385:btcusd:triple_med_gx:lsma295_105 | 11392385: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 | -34.11% | -37.12% |
| Best Year | 51.96% | 155.54% |
| Worst Year | -15.19% | -57.95% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.13% | 6.67% |
| Avg. Down Week | -3.36% | -4.26% |
| Avg. Up Month | 7.75% | 18.18% |
| Avg. Down Month | -8.07% | -10.41% |
| Win Days % | 48.13% | 51.26% |
| Win Month % | 52.94% | 60.0% |
| Win Week % | 48.19% | 51.45% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |