| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 11.92% | 229.61% |
| Max Drawdown | -26.65% | -67.18% |
| Sharpe | 0.13 | 0.46 |
| Sortino | 0.2 | 0.67 |
| Payoff Ratio | 1.14 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 37.93 | 3.3 |
| Outlier Loss Ratio | 4.49 | 3.31 |
| Volatility (ann.) | 9.53% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.12 | 0.61 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 55.29 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.81% |
| Expected Yearly % | 2.85% | 34.74% |
| Kelly Criterion | -1.11% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11376097:BTCUSD | 11376097:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 13.73 | -0.25 | + |
| 2023 | 155.54 | -0.88 | -0.01 | - |
| 2024 | 121.00 | 13.71 | 0.11 | - |
| 2025 | 27.10 | -12.69 | -0.47 | - |
| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| MTD | 0.41% | 10.71% |
| 3M | 0.51% | 41.88% |
| 6M | -8.65% | 22.91% |
| YTD | -12.69% | 27.1% |
| 1Y | -15.87% | 82.29% |
| 3Y (ann.) | 2.03% | 77.48% |
| 5Y (ann.) | 3.3% | 41.0% |
| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -4.5% | -5.93% |
| Avg. Drawdown Days | 61.0 | 29.0 |
| Recovery Factor | 0.45 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-17 | -26.65 | 472 |
| 2022-06-03 | 2023-01-20 | -14.90 | 231 |
| 2023-01-21 | 2024-02-07 | -11.25 | 382 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-25 | 2022-04-26 | -4.00 | 32 |
| 2022-02-05 | 2022-03-22 | -3.52 | 45 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11376097:btcusd:triple_med_gx:lsma105_45 | 11376097:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 18.96% | 43.77% |
| Worst Month | -13.53% | -37.12% |
| Best Year | 13.73% | 155.54% |
| Worst Year | -12.69% | -54.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.21% | 5.55% |
| Avg. Down Week | -2.92% | -4.32% |
| Avg. Up Month | 5.71% | 16.62% |
| Avg. Down Month | -5.35% | -13.21% |
| Win Days % | 46.23% | 51.29% |
| Win Month % | 46.15% | 62.79% |
| Win Week % | 49.52% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |