| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 48.78% | 237.48% |
| Max Drawdown | -22.73% | -67.18% |
| Sharpe | 0.35 | 0.47 |
| Sortino | 0.52 | 0.68 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.66 | 1.0 |
| Outlier Win Ratio | 37.42 | 3.28 |
| Outlier Loss Ratio | 4.28 | 3.29 |
| Volatility (ann.) | 9.46% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.53 | 0.63 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 54.18 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.87% |
| Expected Yearly % | 10.44% | 35.54% |
| Kelly Criterion | 3.28% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11377296:BTCUSD | 11377296:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 35.43 | -0.66 | + |
| 2023 | 155.54 | -13.40 | -0.09 | - |
| 2024 | 121.00 | 27.07 | 0.22 | - |
| 2025 | 30.14 | -0.17 | -0.01 | - |
| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 11.53% | 45.08% |
| 6M | -1.51% | 28.47% |
| YTD | -0.17% | 30.14% |
| 1Y | 11.74% | 105.13% |
| 3Y (ann.) | 8.57% | 81.7% |
| 5Y (ann.) | 12.16% | 42.08% |
| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| Max Drawdown | -22.73% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -3.89% | -5.84% |
| Avg. Drawdown Days | 49.0 | 29.0 |
| Recovery Factor | 2.15 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-09-26 | -22.73 | 613 |
| 2024-12-19 | 2025-07-14 | -17.00 | 206 |
| 2022-06-06 | 2022-09-09 | -12.42 | 94 |
| 2022-04-26 | 2022-06-06 | -11.17 | 40 |
| 2022-02-12 | 2022-03-25 | -5.46 | 40 |
| 2024-10-15 | 2024-12-15 | -5.18 | 61 |
| 2022-10-05 | 2022-10-25 | -3.94 | 20 |
| 2022-12-09 | 2023-01-20 | -3.59 | 42 |
| 2022-04-02 | 2022-04-25 | -3.52 | 23 |
| 2022-10-25 | 2022-11-23 | -3.01 | 28 |
| Metric | 11377296:btcusd:triple_med_gx:lsma105_50 | 11377296:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -7.9% | -29.64% |
| Best Month | 12.69% | 43.77% |
| Worst Month | -6.25% | -37.12% |
| Best Year | 35.43% | 155.54% |
| Worst Year | -13.4% | -54.08% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 4.13% | 5.51% |
| Avg. Down Week | -2.22% | -4.42% |
| Avg. Up Month | 4.86% | 16.58% |
| Avg. Down Month | -3.39% | -13.39% |
| Win Days % | 48.68% | 51.31% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 42.86% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |