| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 46.92% | 237.48% |
| Max Drawdown | -19.58% | -67.18% |
| Sharpe | 0.35 | 0.47 |
| Sortino | 0.52 | 0.68 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.97 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.71 | 1.0 |
| Outlier Win Ratio | 40.25 | 3.27 |
| Outlier Loss Ratio | 4.22 | 3.28 |
| Volatility (ann.) | 9.17% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.6 | 0.63 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 59.48 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.87% |
| Expected Yearly % | 10.1% | 35.54% |
| Kelly Criterion | 2.94% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11378373:BTCUSD | 11378373:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 33.30 | -0.62 | + |
| 2023 | 155.54 | -11.37 | -0.07 | - |
| 2024 | 121.00 | 24.75 | 0.20 | - |
| 2025 | 30.14 | -0.32 | -0.01 | - |
| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 7.97% | 45.08% |
| 6M | -1.46% | 28.47% |
| YTD | -0.32% | 30.14% |
| 1Y | 9.41% | 105.13% |
| 3Y (ann.) | 6.85% | 81.7% |
| 5Y (ann.) | 11.75% | 42.08% |
| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| Max Drawdown | -19.58% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -3.62% | -5.84% |
| Avg. Drawdown Days | 51.0 | 29.0 |
| Recovery Factor | 2.4 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-09-26 | -19.58 | 613 |
| 2025-01-24 | 2025-07-14 | -14.60 | 170 |
| 2022-06-06 | 2022-10-26 | -14.53 | 141 |
| 2022-04-26 | 2022-05-29 | -7.26 | 33 |
| 2022-02-05 | 2022-03-27 | -6.13 | 49 |
| 2024-12-20 | 2025-01-24 | -4.88 | 35 |
| 2022-04-02 | 2022-04-25 | -3.43 | 23 |
| 2022-12-09 | 2023-01-20 | -3.13 | 42 |
| 2024-09-28 | 2024-11-19 | -3.12 | 51 |
| 2022-11-02 | 2022-11-23 | -2.11 | 21 |
| Metric | 11378373:btcusd:triple_med_gx:lsma105_55 | 11378373:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -6.64% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -6.46% | -37.12% |
| Best Year | 33.3% | 155.54% |
| Worst Year | -11.37% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.85% | 5.15% |
| Avg. Down Week | -2.25% | -4.52% |
| Avg. Up Month | 4.97% | 16.24% |
| Avg. Down Month | -3.84% | -13.39% |
| Win Days % | 49.29% | 51.31% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 47.92% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |