| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 49.46% | 183.63% |
| Max Drawdown | -15.22% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 44.99 | 3.3 |
| Outlier Loss Ratio | 3.8 | 3.2 |
| Volatility (ann.) | 9.07% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.84 | 0.54 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 57.51 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.58% |
| Expected Yearly % | 10.57% | 29.77% |
| Kelly Criterion | 5.06% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11381261:BTCUSD | 11381261:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 23.57 | -0.41 | + |
| 2023 | 155.54 | 14.49 | 0.09 | - |
| 2024 | 121.00 | 8.83 | 0.07 | - |
| 2025 | 17.02 | -2.92 | -0.17 | - |
| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.49% | 31.76% |
| 6M | -5.68% | 12.25% |
| YTD | -2.92% | 17.02% |
| 1Y | 10.15% | 57.19% |
| 3Y (ann.) | 8.42% | 55.42% |
| 5Y (ann.) | 12.72% | 36.43% |
| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| Max Drawdown | -15.22% | -67.18% |
| Longest DD Days | 437.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.9% |
| Avg. Drawdown Days | 57.0 | 35.0 |
| Recovery Factor | 3.25 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-31 | 2024-11-10 | -15.22 | 437 |
| 2022-05-23 | 2022-10-03 | -12.37 | 133 |
| 2024-12-17 | 2025-06-11 | -11.18 | 175 |
| 2023-03-18 | 2023-06-21 | -10.30 | 95 |
| 2022-03-04 | 2022-03-24 | -8.97 | 20 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-10-05 | 2023-03-16 | -4.54 | 162 |
| 2022-04-24 | 2022-04-25 | -2.33 | 1 |
| 2024-11-12 | 2024-12-16 | -1.88 | 34 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381261:btcusd:triple_med_gx:lsma105_65 | 11381261:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.31% | -29.64% |
| Best Month | 16.12% | 43.77% |
| Worst Month | -6.59% | -37.12% |
| Best Year | 23.57% | 155.54% |
| Worst Year | -2.92% | -57.08% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.23% | 8.18% |
| Avg. Down Week | -3.48% | -4.49% |
| Avg. Up Month | 6.47% | 15.66% |
| Avg. Down Month | -2.62% | -13.24% |
| Win Days % | 49.26% | 51.32% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 53.33% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |