| Metric | 11392369:btcusd:triple_med_gx:lsma230_105 | 11392369:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 20.47% | 175.9% |
| Max Drawdown | -39.42% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 32.07 | 3.63 |
| Outlier Loss Ratio | 4.0 | 3.63 |
| Volatility (ann.) | 12.12% | 26.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.15 | 0.54 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 53.0 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.51% |
| Expected Yearly % | 4.77% | 28.88% |
| Kelly Criterion | 1.0% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11392369:BTCUSD | 11392369:btcusd:triple_med_gx:lsma230_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.16 | -9.69 | 0.17 | + |
| 2023 | 155.54 | 49.20 | 0.32 | - |
| 2024 | 121.00 | -5.18 | -0.04 | - |
| 2025 | 16.76 | -5.71 | -0.34 | - |
| Metric | 11392369:btcusd:triple_med_gx:lsma230_105 | 11392369:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.84% | 31.46% |
| 6M | -5.71% | 12.77% |
| YTD | -5.71% | 16.76% |
| 1Y | -18.73% | 56.84% |
| 3Y (ann.) | 12.42% | 55.31% |
| 5Y (ann.) | 5.83% | 36.16% |
| Metric | 11392369:btcusd:triple_med_gx:lsma230_105 | 11392369:BTCUSD |
|---|---|---|
| Max Drawdown | -39.42% | -67.18% |
| Longest DD Days | 479.0 | 683.0 |
| Avg. Drawdown | -5.3% | -7.12% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 0.52 | 2.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-06-21 | -39.42 | 479 |
| 2024-03-05 | 2025-06-11 | -30.07 | 463 |
| 2023-11-16 | 2023-12-22 | -6.99 | 36 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -4.04 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2023-06-22 | 2023-07-11 | -1.60 | 19 |
| 2023-12-22 | 2024-02-27 | -1.50 | 66 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11392369:btcusd:triple_med_gx:lsma230_105 | 11392369: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 | 49.2% | 155.54% |
| Worst Year | -9.69% | -58.16% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.01% | 6.19% |
| Avg. Down Week | -3.12% | -3.93% |
| Avg. Up Month | 6.68% | 17.43% |
| Avg. Down Month | -7.27% | -10.42% |
| Win Days % | 49.05% | 51.29% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 46.75% | 50.86% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |