| Metric | 11392368:btcusd:triple_med_gx:lsma225_105 | 11392368:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 33.27% | 179.26% |
| Max Drawdown | -37.83% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 31.71 | 3.65 |
| Outlier Loss Ratio | 4.03 | 3.62 |
| Volatility (ann.) | 12.15% | 26.07% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.24 | 0.55 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 52.46 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.54% |
| Expected Yearly % | 7.45% | 29.27% |
| Kelly Criterion | 1.98% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11392368:BTCUSD | 11392368:btcusd:triple_med_gx:lsma225_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | -4.38 | 0.08 | + |
| 2023 | 155.54 | 48.09 | 0.31 | - |
| 2024 | 121.00 | 0.14 | 0.00 | - |
| 2025 | 16.76 | -6.01 | -0.36 | - |
| Metric | 11392368:btcusd:triple_med_gx:lsma225_105 | 11392368:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.47% | 31.46% |
| 6M | -6.01% | 12.77% |
| YTD | -6.01% | 16.76% |
| 1Y | -15.19% | 56.84% |
| 3Y (ann.) | 13.96% | 55.31% |
| 5Y (ann.) | 9.12% | 36.63% |
| Metric | 11392368:btcusd:triple_med_gx:lsma225_105 | 11392368:BTCUSD |
|---|---|---|
| Max Drawdown | -37.83% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.74% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | 0.88 | 2.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-21 | -37.83 | 439 |
| 2024-03-05 | 2025-06-11 | -29.20 | 463 |
| 2023-11-16 | 2023-12-20 | -6.59 | 34 |
| 2023-07-14 | 2023-10-02 | -4.95 | 80 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2022-02-27 | 2022-03-24 | -1.77 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-06-22 | 2023-07-11 | -1.60 | 19 |
| Metric | 11392368:btcusd:triple_med_gx:lsma225_105 | 11392368: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 | 48.09% | 155.54% |
| Worst Year | -6.01% | -57.65% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.12% | 6.33% |
| Avg. Down Week | -3.1% | -4.37% |
| Avg. Up Month | 6.01% | 15.97% |
| Avg. Down Month | -6.56% | -10.52% |
| Win Days % | 49.0% | 51.28% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 46.84% | 51.43% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |