| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 26.37% | 203.48% |
| Max Drawdown | -21.86% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.46 | 0.65 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.65 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.79 | 3.03 |
| Outlier Loss Ratio | 4.27 | 3.03 |
| Volatility (ann.) | 6.95% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.33 | 0.58 |
| Skew | 3.89 | 0.2 |
| Kurtosis | 95.84 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.68% |
| Expected Yearly % | 6.03% | 31.99% |
| Kelly Criterion | 1.02% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11383214:BTCUSD | 11383214:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 23.10 | -0.43 | + |
| 2023 | 155.54 | -12.34 | -0.08 | - |
| 2024 | 121.00 | 38.40 | 0.32 | - |
| 2025 | 17.02 | -15.38 | -0.90 | - |
| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.49% | 31.76% |
| 6M | -9.79% | 12.25% |
| YTD | -15.38% | 17.02% |
| 1Y | 9.15% | 57.19% |
| 3Y (ann.) | 3.87% | 55.42% |
| 5Y (ann.) | 7.19% | 38.98% |
| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| Max Drawdown | -21.86% | -67.18% |
| Longest DD Days | 842.0 | 683.0 |
| Avg. Drawdown | -4.17% | -6.06% |
| Avg. Drawdown Days | 69.0 | 30.0 |
| Recovery Factor | 1.21 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2024-11-19 | -21.86 | 842 |
| 2025-01-10 | 2025-06-11 | -18.06 | 151 |
| 2022-04-28 | 2022-05-30 | -7.32 | 32 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-07-04 | -3.80 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-14 | 2022-03-08 | -2.02 | 21 |
| 2022-04-02 | 2022-04-28 | -1.81 | 26 |
| 2022-07-18 | 2022-07-18 | -1.37 | 0 |
| 2022-02-13 | 2022-02-14 | -1.35 | 1 |
| Metric | 11383214:btcusd:triple_med_gx:lsma105_75 | 11383214:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -9.85% | -29.64% |
| Best Month | 15.77% | 43.77% |
| Worst Month | -9.85% | -37.12% |
| Best Year | 38.4% | 155.54% |
| Worst Year | -15.38% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.32% | 5.34% |
| Avg. Down Week | -2.08% | -4.65% |
| Avg. Up Month | 4.55% | 17.9% |
| Avg. Down Month | -3.89% | -11.59% |
| Win Days % | 45.27% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 38.57% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |