| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -9.68% | 237.48% |
| Max Drawdown | -31.29% | -67.18% |
| Sharpe | -0.02 | 0.47 |
| Sortino | -0.03 | 0.68 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.99 | 1.08 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 35.2 | 3.35 |
| Outlier Loss Ratio | 4.32 | 3.37 |
| Volatility (ann.) | 10.19% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.09 | 0.63 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 47.11 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.24% | 2.87% |
| Expected Yearly % | -2.51% | 35.54% |
| Kelly Criterion | -3.21% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11375117:BTCUSD | 11375117:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -6.41 | 0.12 | + |
| 2023 | 155.54 | -1.31 | -0.01 | - |
| 2024 | 121.00 | 13.77 | 0.11 | - |
| 2025 | 30.14 | -14.05 | -0.47 | - |
| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| MTD | 0.86% | 13.36% |
| 3M | 2.68% | 45.08% |
| 6M | -9.64% | 28.47% |
| YTD | -14.05% | 30.14% |
| 1Y | -12.8% | 105.13% |
| 3Y (ann.) | 0.75% | 81.7% |
| 5Y (ann.) | -2.9% | 42.08% |
| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| Max Drawdown | -31.29% | -67.18% |
| Longest DD Days | 752.0 | 683.0 |
| Avg. Drawdown | -6.88% | -5.84% |
| Avg. Drawdown Days | 114.0 | 29.0 |
| Recovery Factor | -0.31 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -31.29 | 469 |
| 2022-02-10 | 2024-03-04 | -28.38 | 752 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-11 | 2024-03-30 | -0.99 | 18 |
| 2024-03-30 | 2024-03-31 | -0.72 | 0 |
| 2022-02-05 | 2022-02-10 | -0.47 | 5 |
| 2024-03-08 | 2024-03-09 | -0.26 | 1 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| Metric | 11375117:btcusd:triple_med_gx:lsma105_40 | 11375117:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.39% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.89% | 43.77% |
| Worst Month | -14.69% | -37.12% |
| Best Year | 13.77% | 155.54% |
| Worst Year | -14.05% | -54.08% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.08% | 6.17% |
| Avg. Down Week | -2.92% | -4.24% |
| Avg. Up Month | 5.1% | 18.12% |
| Avg. Down Month | -5.63% | -12.06% |
| Win Days % | 45.41% | 51.31% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 47.17% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |