| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 56.1% | 196.5% |
| Max Drawdown | -20.74% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.69 | 0.64 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 49.94 | 3.26 |
| Outlier Loss Ratio | 3.86 | 3.16 |
| Volatility (ann.) | 8.43% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.69 | 0.57 |
| Skew | 2.31 | 0.2 |
| Kurtosis | 63.55 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.69% |
| Expected Yearly % | 11.78% | 31.22% |
| Kelly Criterion | 6.09% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11382548:BTCUSD | 11382548:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.81 | -0.18 | + |
| 2023 | 155.54 | 13.20 | 0.08 | - |
| 2024 | 121.00 | 31.19 | 0.26 | - |
| 2025 | 17.02 | -4.28 | -0.25 | - |
| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.18% | 31.76% |
| 6M | -12.15% | 12.25% |
| YTD | -4.28% | 17.02% |
| 1Y | 11.81% | 57.19% |
| 3Y (ann.) | 11.6% | 55.42% |
| 5Y (ann.) | 14.21% | 38.32% |
| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| Max Drawdown | -20.74% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.22% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.7 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-18 | -20.74 | 325 |
| 2024-11-12 | 2025-06-11 | -14.41 | 211 |
| 2023-03-18 | 2023-08-08 | -12.01 | 143 |
| 2024-04-30 | 2024-05-15 | -9.89 | 15 |
| 2023-08-09 | 2023-12-05 | -7.38 | 118 |
| 2024-01-31 | 2024-04-04 | -4.20 | 63 |
| 2023-12-06 | 2024-01-31 | -4.00 | 56 |
| 2024-08-22 | 2024-09-17 | -3.81 | 26 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| Metric | 11382548:btcusd:triple_med_gx:lsma105_70 | 11382548:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 17.48% | 43.77% |
| Worst Month | -8.22% | -37.12% |
| Best Year | 31.19% | 155.54% |
| Worst Year | -4.28% | -55.14% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.14% | 8.51% |
| Avg. Down Week | -3.15% | -4.06% |
| Avg. Up Month | 7.1% | 18.95% |
| Avg. Down Month | -3.25% | -15.78% |
| Win Days % | 48.99% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 52.73% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |