| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 45.74% | 237.48% |
| Max Drawdown | -24.0% | -67.18% |
| Sharpe | 0.35 | 0.47 |
| Sortino | 0.53 | 0.68 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 2.06 | 1.08 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.78 | 1.0 |
| Outlier Win Ratio | 41.83 | 3.26 |
| Outlier Loss Ratio | 4.31 | 3.23 |
| Volatility (ann.) | 8.8% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.48 | 0.63 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 60.27 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.87% |
| Expected Yearly % | 9.87% | 35.54% |
| Kelly Criterion | 2.27% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11379666:BTCUSD | 11379666:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 29.33 | -0.54 | + |
| 2023 | 155.54 | -12.67 | -0.08 | - |
| 2024 | 121.00 | 44.38 | 0.37 | - |
| 2025 | 30.14 | -10.63 | -0.35 | - |
| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.78% | 45.08% |
| 6M | -11.22% | 28.47% |
| YTD | -10.63% | 30.14% |
| 1Y | 12.68% | 105.13% |
| 3Y (ann.) | 5.83% | 81.7% |
| 5Y (ann.) | 11.49% | 42.08% |
| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| Max Drawdown | -24.0% | -67.18% |
| Longest DD Days | 843.0 | 683.0 |
| Avg. Drawdown | -2.79% | -5.84% |
| Avg. Drawdown Days | 47.0 | 29.0 |
| Recovery Factor | 1.91 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-11-10 | -24.00 | 843 |
| 2024-12-17 | 2025-07-14 | -18.44 | 208 |
| 2022-03-09 | 2022-07-07 | -10.83 | 120 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-02-16 | 2022-03-08 | -2.31 | 20 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| Metric | 11379666:btcusd:triple_med_gx:lsma105_60 | 11379666:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -9.04% | -29.64% |
| Best Month | 27.57% | 43.77% |
| Worst Month | -8.15% | -37.12% |
| Best Year | 44.38% | 155.54% |
| Worst Year | -12.67% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 4.4% | 6.58% |
| Avg. Down Week | -2.56% | -4.58% |
| Avg. Up Month | 5.36% | 13.94% |
| Avg. Down Month | -3.44% | -12.01% |
| Win Days % | 47.54% | 51.31% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 48.94% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |