| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 18.67% | 237.48% |
| Max Drawdown | -14.66% | -67.18% |
| Sharpe | 0.2 | 0.47 |
| Sortino | 0.29 | 0.68 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 0.81 | 1.0 |
| Outlier Win Ratio | 53.11 | 3.16 |
| Outlier Loss Ratio | 4.23 | 3.15 |
| Volatility (ann.) | 7.85% | 26.13% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.35 | 0.63 |
| Skew | 0.57 | 0.2 |
| Kurtosis | 71.28 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.87% |
| Expected Yearly % | 4.37% | 35.54% |
| Kelly Criterion | 1.85% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11380564:BTCUSD | 11380564:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -7.86 | 0.15 | + |
| 2023 | 155.54 | 0.75 | 0.00 | - |
| 2024 | 121.00 | 19.22 | 0.16 | - |
| 2025 | 30.14 | 7.22 | 0.24 | - |
| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| MTD | 2.53% | 13.36% |
| 3M | 10.26% | 45.08% |
| 6M | 6.93% | 28.47% |
| YTD | 7.22% | 30.14% |
| 1Y | 7.87% | 105.13% |
| 3Y (ann.) | 10.45% | 81.7% |
| 5Y (ann.) | 5.07% | 42.08% |
| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -67.18% |
| Longest DD Days | 382.0 | 683.0 |
| Avg. Drawdown | -3.12% | -5.84% |
| Avg. Drawdown Days | 51.0 | 29.0 |
| Recovery Factor | 1.27 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-12 | 2023-01-21 | -14.66 | 342 |
| 2023-02-23 | 2024-03-11 | -12.58 | 382 |
| 2024-04-02 | 2024-05-24 | -9.23 | 52 |
| 2025-01-24 | 2025-04-22 | -7.73 | 87 |
| 2024-07-22 | 2024-09-27 | -5.90 | 67 |
| 2025-04-29 | 2025-07-02 | -3.51 | 63 |
| 2024-09-28 | 2024-11-19 | -3.30 | 52 |
| 2023-01-21 | 2023-02-22 | -2.83 | 32 |
| 2024-11-23 | 2025-01-23 | -2.61 | 61 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| Metric | 11380564:btcusd:triple_med_gx:lsma105_65 | 11380564:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.48% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -9.55% | -37.12% |
| Best Year | 19.22% | 155.54% |
| Worst Year | -7.86% | -54.08% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.62% | 5.51% |
| Avg. Down Week | -2.56% | -5.23% |
| Avg. Up Month | 5.11% | 20.57% |
| Avg. Down Month | -2.19% | -14.53% |
| Win Days % | 48.61% | 51.31% |
| Win Month % | 44.74% | 62.79% |
| Win Week % | 46.15% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |