| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 30.09% | 203.48% |
| Max Drawdown | -22.91% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.4 | 0.65 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.83 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.73 | 0.99 |
| Outlier Win Ratio | 49.76 | 3.22 |
| Outlier Loss Ratio | 3.85 | 3.13 |
| Volatility (ann.) | 8.56% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.35 | 0.58 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 68.73 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.68% |
| Expected Yearly % | 6.8% | 31.99% |
| Kelly Criterion | 1.47% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11382116:BTCUSD | 11382116:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 15.47 | -0.29 | + |
| 2023 | 155.54 | -10.30 | -0.07 | - |
| 2024 | 121.00 | 38.45 | 0.32 | - |
| 2025 | 17.02 | -9.28 | -0.55 | - |
| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.73% | 31.76% |
| 6M | -14.1% | 12.25% |
| YTD | -9.28% | 17.02% |
| 1Y | 5.72% | 57.19% |
| 3Y (ann.) | 8.85% | 55.42% |
| 5Y (ann.) | 8.11% | 38.98% |
| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| Max Drawdown | -22.91% | -67.18% |
| Longest DD Days | 736.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.06% |
| Avg. Drawdown Days | 60.0 | 30.0 |
| Recovery Factor | 1.31 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-07-26 | -22.91 | 736 |
| 2024-12-13 | 2025-06-11 | -18.42 | 179 |
| 2022-03-09 | 2022-07-07 | -14.78 | 119 |
| 2024-07-27 | 2024-08-23 | -4.50 | 26 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-02-16 | 2022-03-09 | -2.55 | 21 |
| 2024-10-25 | 2024-11-20 | -2.34 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2022-07-08 | 2022-07-16 | -1.52 | 8 |
| Metric | 11382116:btcusd:triple_med_gx:lsma105_70 | 11382116:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.87% | 35.75% |
| Worst Week | -7.96% | -29.64% |
| Best Month | 23.6% | 43.77% |
| Worst Month | -7.96% | -37.12% |
| Best Year | 38.45% | 155.54% |
| Worst Year | -10.3% | -54.08% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.56% | 6.68% |
| Avg. Down Week | -2.28% | -5.24% |
| Avg. Up Month | 5.05% | 14.96% |
| Avg. Down Month | -4.53% | -11.39% |
| Win Days % | 47.02% | 51.28% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 47.44% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |