| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 39.05% | 203.48% |
| Max Drawdown | -26.91% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.57 | 0.65 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 0.62 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 0.52 | 0.99 |
| Outlier Win Ratio | 55.6 | 3.14 |
| Outlier Loss Ratio | 4.3 | 3.05 |
| Volatility (ann.) | 7.56% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.38 | 0.58 |
| Skew | 2.24 | 0.2 |
| Kurtosis | 85.85 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.68% |
| Expected Yearly % | 8.59% | 31.99% |
| Kelly Criterion | 2.88% | 7.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11382003:BTCUSD | 11382003:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 33.09 | -0.61 | + |
| 2023 | 155.54 | -15.37 | -0.10 | - |
| 2024 | 121.00 | 36.50 | 0.30 | - |
| 2025 | 17.02 | -9.56 | -0.56 | - |
| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.55% | 31.76% |
| 6M | -3.49% | 12.25% |
| YTD | -9.56% | 17.02% |
| 1Y | 22.03% | 57.19% |
| 3Y (ann.) | 5.05% | 55.42% |
| 5Y (ann.) | 10.27% | 38.98% |
| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| Max Drawdown | -26.91% | -67.18% |
| Longest DD Days | 855.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.06% |
| Avg. Drawdown Days | 60.0 | 30.0 |
| Recovery Factor | 1.45 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-11-21 | -26.91 | 855 |
| 2025-01-12 | 2025-06-11 | -15.60 | 149 |
| 2022-03-09 | 2022-05-30 | -10.29 | 82 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-07-04 | -3.22 | 26 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11382003:btcusd:triple_med_gx:lsma105_70 | 11382003:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 16.46% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 36.5% | 155.54% |
| Worst Year | -15.37% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 4.21% | 6.16% |
| Avg. Down Week | -2.52% | -4.69% |
| Avg. Up Month | 4.47% | 15.34% |
| Avg. Down Month | -2.91% | -15.33% |
| Win Days % | 47.16% | 51.28% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 48.05% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |