| Metric | 11396957:btcusd:triple_med_gx:lsma225_120 | 11396957:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 29.34% | 179.26% |
| Max Drawdown | -32.17% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.34 | 0.62 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 40.31 | 3.46 |
| Outlier Loss Ratio | 3.7 | 3.34 |
| Volatility (ann.) | 10.65% | 26.07% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.25 | 0.55 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 68.64 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.54% |
| Expected Yearly % | 6.64% | 29.27% |
| Kelly Criterion | 2.47% | 3.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.21% |
| Expected Shortfall (cVaR) | -0.91% | -2.21% |
| Year | 11396957:BTCUSD | 11396957:btcusd:triple_med_gx:lsma225_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -7.16 | 0.12 | + |
| 2023 | 155.54 | 28.09 | 0.18 | - |
| 2024 | 121.00 | -4.12 | -0.03 | - |
| 2025 | 16.76 | 13.44 | 0.80 | - |
| Metric | 11396957:btcusd:triple_med_gx:lsma225_120 | 11396957:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.17% | 31.46% |
| 6M | 13.44% | 12.77% |
| YTD | 13.44% | 16.76% |
| 1Y | -11.28% | 56.84% |
| 3Y (ann.) | 10.4% | 55.31% |
| 5Y (ann.) | 8.13% | 36.63% |
| Metric | 11396957:btcusd:triple_med_gx:lsma225_120 | 11396957:BTCUSD |
|---|---|---|
| Max Drawdown | -32.17% | -67.18% |
| Longest DD Days | 542.0 | 683.0 |
| Avg. Drawdown | -4.61% | -6.74% |
| Avg. Drawdown Days | 57.0 | 35.0 |
| Recovery Factor | 0.91 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-02 | -32.17 | 542 |
| 2024-06-07 | 2025-06-11 | -30.90 | 369 |
| 2024-03-18 | 2024-06-03 | -8.17 | 77 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2024-02-27 | -1.61 | 68 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11396957:btcusd:triple_med_gx:lsma225_120 | 11396957:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -26.31% | -29.64% |
| Best Month | 12.78% | 43.77% |
| Worst Month | -26.31% | -37.12% |
| Best Year | 28.09% | 155.54% |
| Worst Year | -7.16% | -57.65% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.14% | 6.7% |
| Avg. Down Week | -3.88% | -5.8% |
| Avg. Up Month | 5.16% | 17.37% |
| Avg. Down Month | -9.94% | -14.02% |
| Win Days % | 50.32% | 51.28% |
| Win Month % | 73.33% | 60.98% |
| Win Week % | 59.32% | 51.43% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |