| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 40.94% | 237.48% |
| Max Drawdown | -26.6% | -67.18% |
| Sharpe | 0.33 | 0.47 |
| Sortino | 0.48 | 0.68 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.98 | 1.08 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.73 | 1.0 |
| Outlier Win Ratio | 43.97 | 3.29 |
| Outlier Loss Ratio | 4.14 | 3.26 |
| Volatility (ann.) | 8.78% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.39 | 0.63 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 59.02 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.87% |
| Expected Yearly % | 8.96% | 35.54% |
| Kelly Criterion | 2.03% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11380896:BTCUSD | 11380896:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 13.65 | -0.25 | + |
| 2023 | 155.54 | -10.14 | -0.07 | - |
| 2024 | 121.00 | 46.38 | 0.38 | - |
| 2025 | 30.14 | -5.72 | -0.19 | - |
| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| MTD | 2.22% | 13.36% |
| 3M | 5.5% | 45.08% |
| 6M | -5.72% | 28.47% |
| YTD | -5.72% | 30.14% |
| 1Y | 17.73% | 105.13% |
| 3Y (ann.) | 7.26% | 81.7% |
| 5Y (ann.) | 10.42% | 42.08% |
| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| Max Drawdown | -26.6% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -3.22% | -5.84% |
| Avg. Drawdown Days | 43.0 | 29.0 |
| Recovery Factor | 1.54 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-08-20 | -26.60 | 761 |
| 2024-12-17 | 2025-07-14 | -20.40 | 208 |
| 2022-03-09 | 2022-07-07 | -14.41 | 120 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2022-02-16 | 2022-03-09 | -3.18 | 21 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.42 | 8 |
| 2024-10-25 | 2024-11-07 | -2.34 | 13 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11380896:btcusd:triple_med_gx:lsma105_65 | 11380896:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -9.06% | -29.64% |
| Best Month | 20.21% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 46.38% | 155.54% |
| Worst Year | -10.14% | -54.08% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.62% | 6.56% |
| Avg. Down Week | -2.3% | -5.07% |
| Avg. Up Month | 6.97% | 18.03% |
| Avg. Down Month | -4.08% | -10.97% |
| Win Days % | 47.11% | 51.31% |
| Win Month % | 41.46% | 62.79% |
| Win Week % | 46.07% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |