| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 19.32% | 215.74% |
| Max Drawdown | -28.24% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.26 | 0.65 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 31.64 | 3.52 |
| Outlier Loss Ratio | 4.1 | 3.51 |
| Volatility (ann.) | 11.31% | 26.13% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.19 | 0.59 |
| Skew | 1.57 | 0.2 |
| Kurtosis | 47.25 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.78% |
| Expected Yearly % | 4.51% | 33.3% |
| Kelly Criterion | -1.09% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11370500:BTCUSD | 11370500:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -1.25 | 0.02 | + |
| 2023 | 155.54 | 39.83 | 0.26 | - |
| 2024 | 121.00 | 9.50 | 0.08 | - |
| 2025 | 30.14 | -21.08 | -0.70 | - |
| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| MTD | -2.15% | 13.36% |
| 3M | -1.74% | 45.08% |
| 6M | -18.48% | 28.47% |
| YTD | -21.08% | 30.14% |
| 1Y | -3.98% | 105.13% |
| 3Y (ann.) | 7.18% | 81.7% |
| 5Y (ann.) | 5.25% | 39.56% |
| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| Max Drawdown | -28.24% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -5.39% | -6.45% |
| Avg. Drawdown Days | 53.0 | 33.0 |
| Recovery Factor | 0.68 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -28.24 | 208 |
| 2022-04-21 | 2023-03-17 | -22.71 | 329 |
| 2023-12-06 | 2024-11-09 | -17.11 | 339 |
| 2022-03-02 | 2022-04-20 | -12.73 | 49 |
| 2023-04-14 | 2023-06-21 | -12.25 | 68 |
| 2023-08-29 | 2023-12-05 | -9.18 | 97 |
| 2023-06-22 | 2023-08-29 | -5.84 | 68 |
| 2024-12-12 | 2024-12-15 | -1.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11370500:btcusd:triple_med_gx:lsma105_10 | 11370500:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 23.43% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 23.43% | 43.77% |
| Worst Month | -17.97% | -37.12% |
| Best Year | 39.83% | 155.54% |
| Worst Year | -21.08% | -57.04% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.63% | 8.36% |
| Avg. Down Week | -2.81% | -3.22% |
| Avg. Up Month | 7.12% | 14.97% |
| Avg. Down Month | -4.71% | -11.97% |
| Win Days % | 47.51% | 51.33% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 42.86% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |