| Metric | 11393919:btcusd:triple_med_gx:lsma225_110 | 11393919:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 21.08% | 179.26% |
| Max Drawdown | -34.44% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 34.1 | 3.62 |
| Outlier Loss Ratio | 3.91 | 3.63 |
| Volatility (ann.) | 11.81% | 26.07% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.17 | 0.55 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 55.74 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.54% |
| Expected Yearly % | 4.9% | 29.27% |
| Kelly Criterion | 1.63% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.21% |
| Expected Shortfall (cVaR) | -1.01% | -2.21% |
| Year | 11393919:BTCUSD | 11393919:btcusd:triple_med_gx:lsma225_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -0.51 | 0.01 | + |
| 2023 | 155.54 | 37.37 | 0.24 | - |
| 2024 | 121.00 | -6.07 | -0.05 | - |
| 2025 | 16.76 | -5.69 | -0.34 | - |
| Metric | 11393919:btcusd:triple_med_gx:lsma225_110 | 11393919:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | -5.69% | 12.77% |
| YTD | -5.69% | 16.76% |
| 1Y | -9.67% | 56.84% |
| 3Y (ann.) | 9.82% | 55.31% |
| 5Y (ann.) | 5.98% | 36.63% |
| Metric | 11393919:btcusd:triple_med_gx:lsma225_110 | 11393919:BTCUSD |
|---|---|---|
| Max Drawdown | -34.44% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.58% | -6.74% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | 0.61 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2023-06-21 | -34.44 | 453 |
| 2024-03-05 | 2025-06-11 | -32.36 | 463 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.49 | 34 |
| 2023-07-14 | 2023-10-01 | -3.97 | 79 |
| 2023-10-02 | 2023-10-21 | -2.71 | 19 |
| 2023-06-22 | 2023-07-12 | -2.21 | 20 |
| 2022-02-27 | 2022-03-24 | -1.77 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-12-22 | 2024-03-01 | -1.50 | 70 |
| Metric | 11393919:btcusd:triple_med_gx:lsma225_110 | 11393919:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -26.24% | -37.12% |
| Best Year | 37.37% | 155.54% |
| Worst Year | -6.07% | -57.65% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.04% | 6.88% |
| Avg. Down Week | -3.28% | -4.76% |
| Avg. Up Month | 6.67% | 13.23% |
| Avg. Down Month | -5.92% | -11.34% |
| Win Days % | 49.19% | 51.28% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 48.53% | 51.43% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 25.0% | 75.0% |