| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 50.81% | 183.93% |
| Max Drawdown | -19.01% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.57 | 0.62 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.9 | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.63 | 0.99 |
| Outlier Win Ratio | 41.05 | 3.35 |
| Outlier Loss Ratio | 3.82 | 3.27 |
| Volatility (ann.) | 9.62% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.68 | 0.54 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 50.32 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.58% |
| Expected Yearly % | 10.82% | 29.81% |
| Kelly Criterion | 3.54% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11381240:BTCUSD | 11381240:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 26.36 | -0.46 | + |
| 2023 | 155.54 | 25.97 | 0.17 | - |
| 2024 | 121.00 | -4.07 | -0.03 | - |
| 2025 | 17.02 | -1.25 | -0.07 | - |
| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.04% | 31.76% |
| 6M | -6.14% | 12.25% |
| YTD | -1.25% | 17.02% |
| 1Y | 6.21% | 57.19% |
| 3Y (ann.) | 8.71% | 55.42% |
| 5Y (ann.) | 13.01% | 36.44% |
| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| Max Drawdown | -19.01% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.73% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 2.67 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-12-16 | -19.01 | 376 |
| 2022-04-26 | 2022-10-04 | -17.62 | 161 |
| 2024-12-17 | 2025-06-11 | -14.82 | 175 |
| 2022-03-04 | 2022-03-25 | -8.81 | 20 |
| 2023-05-06 | 2023-06-21 | -8.62 | 46 |
| 2023-08-31 | 2023-12-05 | -8.54 | 96 |
| 2022-10-05 | 2023-03-16 | -4.54 | 162 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-06-22 | 2023-08-08 | -1.48 | 47 |
| Metric | 11381240:btcusd:triple_med_gx:lsma105_65 | 11381240:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 16.55% | 43.77% |
| Worst Month | -8.28% | -37.12% |
| Best Year | 26.36% | 155.54% |
| Worst Year | -4.07% | -57.04% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.93% | 8.58% |
| Avg. Down Week | -2.82% | -4.8% |
| Avg. Up Month | 6.8% | 16.83% |
| Avg. Down Month | -3.41% | -14.23% |
| Win Days % | 48.35% | 51.31% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 43.48% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |