| Metric | 11378429:btcusd:triple_med_gx:lsma105_55 | 11378429:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 32.22% | 237.48% |
| Max Drawdown | -25.99% | -67.18% |
| Sharpe | 0.27 | 0.47 |
| Sortino | 0.4 | 0.68 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 41.27 | 3.25 |
| Outlier Loss Ratio | 4.19 | 3.26 |
| Volatility (ann.) | 9.15% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.32 | 0.63 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 64.59 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.87% |
| Expected Yearly % | 7.23% | 35.54% |
| Kelly Criterion | 0.58% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11378429:BTCUSD | 11378429:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 26.87 | -0.50 | + |
| 2023 | 155.54 | -17.63 | -0.11 | - |
| 2024 | 121.00 | 33.50 | 0.28 | - |
| 2025 | 30.14 | -5.23 | -0.17 | - |
| Metric | 11378429:btcusd:triple_med_gx:lsma105_55 | 11378429:BTCUSD |
|---|---|---|
| MTD | -0.72% | 13.36% |
| 3M | 9.22% | 45.08% |
| 6M | -6.7% | 28.47% |
| YTD | -5.23% | 30.14% |
| 1Y | 15.14% | 105.13% |
| 3Y (ann.) | 1.44% | 81.7% |
| 5Y (ann.) | 8.4% | 42.08% |
| Metric | 11378429:btcusd:triple_med_gx:lsma105_55 | 11378429:BTCUSD |
|---|---|---|
| Max Drawdown | -25.99% | -67.18% |
| Longest DD Days | 694.0 | 683.0 |
| Avg. Drawdown | -4.94% | -5.84% |
| Avg. Drawdown Days | 80.0 | 29.0 |
| Recovery Factor | 1.24 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-12-16 | -25.99 | 694 |
| 2025-01-10 | 2025-07-14 | -19.06 | 184 |
| 2022-04-26 | 2022-12-08 | -16.70 | 226 |
| 2022-12-09 | 2023-01-20 | -2.69 | 42 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| 2022-02-05 | 2022-03-06 | -2.04 | 28 |
| 2022-04-02 | 2022-04-25 | -1.63 | 23 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-03-25 | 2022-03-27 | -0.78 | 2 |
| 2025-01-03 | 2025-01-10 | -0.58 | 6 |
| Metric | 11378429:btcusd:triple_med_gx:lsma105_55 | 11378429:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 12.87% | 43.77% |
| Worst Month | -10.84% | -37.12% |
| Best Year | 33.5% | 155.54% |
| Worst Year | -17.63% | -54.08% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.51% | 5.22% |
| Avg. Down Week | -2.43% | -4.67% |
| Avg. Up Month | 5.92% | 16.25% |
| Avg. Down Month | -4.2% | -14.29% |
| Win Days % | 48.31% | 51.31% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.94% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |