| Metric | 11392370:btcusd:triple_med_gx:lsma235_105 | 11392370:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 7.84% | 163.01% |
| Max Drawdown | -40.4% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.16 | 0.6 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 31.99 | 3.63 |
| Outlier Loss Ratio | 4.04 | 3.64 |
| Volatility (ann.) | 12.14% | 25.97% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.06 | 0.51 |
| Skew | 0.71 | 0.16 |
| Kurtosis | 52.5 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.39% |
| Expected Yearly % | 1.9% | 27.35% |
| Kelly Criterion | -0.74% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11392370:BTCUSD | 11392370:btcusd:triple_med_gx:lsma235_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -8.36 | 0.14 | + |
| 2023 | 155.54 | 40.29 | 0.26 | - |
| 2024 | 121.00 | -8.97 | -0.07 | - |
| 2025 | 16.76 | -7.85 | -0.47 | - |
| Metric | 11392370:btcusd:triple_med_gx:lsma235_105 | 11392370:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.04% | 31.46% |
| 6M | -7.85% | 12.77% |
| YTD | -7.85% | 16.76% |
| 1Y | -23.75% | 56.84% |
| 3Y (ann.) | 7.28% | 55.31% |
| 5Y (ann.) | 2.32% | 34.23% |
| Metric | 11392370:btcusd:triple_med_gx:lsma235_105 | 11392370:BTCUSD |
|---|---|---|
| Max Drawdown | -40.4% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.45% | -7.2% |
| Avg. Drawdown Days | 60.0 | 39.0 |
| Recovery Factor | 0.19 | 2.43 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-07-13 | -40.40 | 462 |
| 2024-03-05 | 2025-06-11 | -32.40 | 463 |
| 2023-11-16 | 2023-12-20 | -6.47 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-07-14 | 2023-10-01 | -4.00 | 79 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2023-12-22 | 2024-02-27 | -2.92 | 67 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11392370:btcusd:triple_med_gx:lsma235_105 | 11392370: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 | 40.29% | 155.54% |
| Worst Year | -8.97% | -60.11% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 3.92% | 5.97% |
| Avg. Down Week | -3.11% | -4.38% |
| Avg. Up Month | 6.22% | 17.43% |
| Avg. Down Month | -7.65% | -10.42% |
| Win Days % | 47.96% | 51.28% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 45.45% | 50.86% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 25.0% | 75.0% |