| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 57.41% | 189.95% |
| Max Drawdown | -21.57% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.65 | 0.63 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.65 | 0.99 |
| Outlier Win Ratio | 41.45 | 3.34 |
| Outlier Loss Ratio | 4.1 | 3.25 |
| Volatility (ann.) | 9.15% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.67 | 0.55 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 49.46 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.57% |
| Expected Yearly % | 12.01% | 30.49% |
| Kelly Criterion | 4.03% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11382462:BTCUSD | 11382462:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.05 | -0.00 | + |
| 2023 | 155.54 | 21.72 | 0.14 | - |
| 2024 | 121.00 | 31.90 | 0.26 | - |
| 2025 | 17.02 | -2.00 | -0.12 | - |
| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.28% | 31.76% |
| 6M | -0.3% | 12.25% |
| YTD | -2.0% | 17.02% |
| 1Y | 9.67% | 57.19% |
| 3Y (ann.) | 13.33% | 55.42% |
| 5Y (ann.) | 14.44% | 37.22% |
| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| Max Drawdown | -21.57% | -67.18% |
| Longest DD Days | 665.0 | 683.0 |
| Avg. Drawdown | -3.23% | -6.63% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 2.66 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-07 | 2023-12-04 | -21.57 | 665 |
| 2024-03-05 | 2024-05-15 | -14.26 | 71 |
| 2024-12-17 | 2025-06-11 | -9.69 | 175 |
| 2024-05-30 | 2024-09-18 | -8.98 | 111 |
| 2024-01-09 | 2024-03-04 | -4.07 | 54 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2024-05-29 | 2024-05-30 | -1.42 | 1 |
| 2023-12-06 | 2024-01-01 | -1.25 | 26 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11382462:btcusd:triple_med_gx:lsma105_70 | 11382462:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 15.75% | 43.77% |
| Worst Month | -9.75% | -37.12% |
| Best Year | 31.9% | 155.54% |
| Worst Year | -2.0% | -56.13% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 4.44% | 8.32% |
| Avg. Down Week | -2.73% | -3.07% |
| Avg. Up Month | 5.18% | 14.94% |
| Avg. Down Month | -4.18% | -14.15% |
| Win Days % | 48.29% | 51.26% |
| Win Month % | 61.11% | 61.9% |
| Win Week % | 48.05% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |