| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 43.73% | 215.74% |
| Max Drawdown | -17.58% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.48 | 0.65 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 38.41 | 3.38 |
| Outlier Loss Ratio | 3.81 | 3.32 |
| Volatility (ann.) | 9.91% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.63 | 0.59 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 48.25 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.78% |
| Expected Yearly % | 9.49% | 33.3% |
| Kelly Criterion | 3.51% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11380019:BTCUSD | 11380019:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 26.08 | -0.46 | + |
| 2023 | 155.54 | 22.48 | 0.14 | - |
| 2024 | 121.00 | 2.06 | 0.02 | - |
| 2025 | 30.14 | -8.80 | -0.29 | - |
| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.09% | 45.08% |
| 6M | -5.18% | 28.47% |
| YTD | -8.8% | 30.14% |
| 1Y | 5.62% | 105.13% |
| 3Y (ann.) | 12.19% | 81.7% |
| 5Y (ann.) | 11.09% | 39.56% |
| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -67.18% |
| Longest DD Days | 340.0 | 683.0 |
| Avg. Drawdown | -3.84% | -6.45% |
| Avg. Drawdown Days | 41.0 | 33.0 |
| Recovery Factor | 2.49 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -17.58 | 208 |
| 2022-04-26 | 2022-10-03 | -16.48 | 160 |
| 2023-12-06 | 2024-11-10 | -14.98 | 340 |
| 2022-03-03 | 2022-03-27 | -12.60 | 24 |
| 2023-04-14 | 2023-06-21 | -10.91 | 68 |
| 2023-08-31 | 2023-12-05 | -8.37 | 96 |
| 2022-10-05 | 2022-10-26 | -4.54 | 21 |
| 2022-11-24 | 2023-03-16 | -3.57 | 112 |
| 2022-10-26 | 2022-11-24 | -3.12 | 28 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| Metric | 11380019:btcusd:triple_med_gx:lsma105_60 | 11380019:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 16.55% | 43.77% |
| Worst Month | -7.56% | -37.12% |
| Best Year | 26.08% | 155.54% |
| Worst Year | -8.8% | -57.04% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.64% | 8.0% |
| Avg. Down Week | -3.18% | -3.58% |
| Avg. Up Month | 5.56% | 15.69% |
| Avg. Down Month | -3.89% | -14.23% |
| Win Days % | 49.46% | 51.33% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 45.83% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |