| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 56.48% | 237.48% |
| Max Drawdown | -25.73% | -67.18% |
| Sharpe | 0.38 | 0.47 |
| Sortino | 0.59 | 0.68 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.78 | 1.08 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 36.71 | 3.32 |
| Outlier Loss Ratio | 4.37 | 3.3 |
| Volatility (ann.) | 9.64% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.54 | 0.63 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 55.06 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.87% |
| Expected Yearly % | 11.84% | 35.54% |
| Kelly Criterion | 2.05% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11377349:BTCUSD | 11377349:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 29.69 | -0.55 | + |
| 2023 | 155.54 | -12.88 | -0.08 | - |
| 2024 | 121.00 | 39.59 | 0.33 | - |
| 2025 | 30.14 | -0.79 | -0.03 | - |
| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 9.16% | 45.08% |
| 6M | -2.1% | 28.47% |
| YTD | -0.79% | 30.14% |
| 1Y | 26.18% | 105.13% |
| 3Y (ann.) | 8.16% | 81.7% |
| 5Y (ann.) | 13.8% | 42.08% |
| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| Max Drawdown | -25.73% | -67.18% |
| Longest DD Days | 669.0 | 683.0 |
| Avg. Drawdown | -3.76% | -5.84% |
| Avg. Drawdown Days | 54.0 | 29.0 |
| Recovery Factor | 2.2 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-11-21 | -25.73 | 669 |
| 2022-04-26 | 2022-12-02 | -18.60 | 220 |
| 2025-01-24 | 2025-07-14 | -16.85 | 170 |
| 2022-02-14 | 2022-03-09 | -4.26 | 22 |
| 2022-04-02 | 2022-04-25 | -3.50 | 23 |
| 2022-12-09 | 2023-01-20 | -2.88 | 42 |
| 2025-01-10 | 2025-01-23 | -1.96 | 12 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2022-02-13 | 2022-02-14 | -1.66 | 1 |
| 2022-12-03 | 2022-12-08 | -1.21 | 5 |
| Metric | 11377349:btcusd:triple_med_gx:lsma105_50 | 11377349:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 14.25% | 43.77% |
| Worst Month | -6.97% | -37.12% |
| Best Year | 39.59% | 155.54% |
| Worst Year | -12.88% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.6% | 5.52% |
| Avg. Down Week | -2.44% | -4.56% |
| Avg. Up Month | 5.83% | 15.97% |
| Avg. Down Month | -3.78% | -14.29% |
| Win Days % | 47.9% | 51.31% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 47.57% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |