| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 9.18% | 237.48% |
| Max Drawdown | -22.41% | -67.18% |
| Sharpe | 0.11 | 0.47 |
| Sortino | 0.16 | 0.68 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 36.8 | 3.29 |
| Outlier Loss Ratio | 4.27 | 3.35 |
| Volatility (ann.) | 9.85% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.11 | 0.63 |
| Skew | 0.21 | 0.2 |
| Kurtosis | 57.67 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.87% |
| Expected Yearly % | 2.22% | 35.54% |
| Kelly Criterion | -1.79% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11376264:BTCUSD | 11376264:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 13.64 | -0.25 | + |
| 2023 | 155.54 | 5.16 | 0.03 | - |
| 2024 | 121.00 | 2.40 | 0.02 | - |
| 2025 | 30.14 | -10.78 | -0.36 | - |
| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 4.16% | 45.08% |
| 6M | -11.02% | 28.47% |
| YTD | -10.78% | 30.14% |
| 1Y | -4.2% | 105.13% |
| 3Y (ann.) | 1.9% | 81.7% |
| 5Y (ann.) | 2.57% | 42.08% |
| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| Max Drawdown | -22.41% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.84% | -5.84% |
| Avg. Drawdown Days | 61.0 | 29.0 |
| Recovery Factor | 0.41 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -22.41 | 489 |
| 2022-06-06 | 2023-01-20 | -19.93 | 228 |
| 2022-04-26 | 2022-06-06 | -13.92 | 40 |
| 2023-01-21 | 2023-08-29 | -8.36 | 219 |
| 2023-09-20 | 2024-03-06 | -8.33 | 167 |
| 2022-02-12 | 2022-03-24 | -4.72 | 39 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-04-02 | 2022-04-25 | -3.52 | 23 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| Metric | 11376264:btcusd:triple_med_gx:lsma105_45 | 11376264:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 10.93% | 43.77% |
| Worst Month | -10.97% | -37.12% |
| Best Year | 13.64% | 155.54% |
| Worst Year | -10.78% | -54.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.92% | 5.35% |
| Avg. Down Week | -2.16% | -4.22% |
| Avg. Up Month | 3.9% | 17.06% |
| Avg. Down Month | -4.89% | -13.07% |
| Win Days % | 47.25% | 51.31% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 46.23% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |