| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 94.29% | 215.41% |
| Max Drawdown | -12.87% | -67.18% |
| Sharpe | 0.62 | 0.45 |
| Sortino | 1.03 | 0.65 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.34 | 1.08 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.86 | 0.71 |
| Tail Ratio | 0.92 | 1.0 |
| Outlier Win Ratio | 49.05 | 3.28 |
| Outlier Loss Ratio | 4.03 | 3.05 |
| Volatility (ann.) | 8.39% | 26.14% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.65 | 0.59 |
| Skew | 3.02 | 0.2 |
| Kurtosis | 72.16 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.77% |
| Expected Yearly % | 18.06% | 33.27% |
| Kelly Criterion | 9.44% | 13.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | 11383833:BTCUSD | 11383833:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 27.32 | -0.48 | + |
| 2023 | 155.54 | 14.40 | 0.09 | - |
| 2024 | 121.00 | 32.38 | 0.27 | - |
| 2025 | 30.14 | 0.76 | 0.03 | - |
| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 3.16% | 45.08% |
| 6M | 6.48% | 28.47% |
| YTD | 0.76% | 30.14% |
| 1Y | 20.05% | 105.13% |
| 3Y (ann.) | 17.88% | 81.7% |
| 5Y (ann.) | 21.25% | 39.55% |
| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| Max Drawdown | -12.87% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -2.75% | -6.6% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 7.32 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-04 | -12.87 | 161 |
| 2024-11-12 | 2025-07-14 | -12.10 | 244 |
| 2023-03-18 | 2023-12-05 | -10.89 | 262 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-05-18 | 2024-09-19 | -8.74 | 124 |
| 2022-10-05 | 2023-03-17 | -6.58 | 163 |
| 2024-01-31 | 2024-04-04 | -3.81 | 63 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-01-13 | 2024-01-31 | -2.96 | 18 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| Metric | 11383833:btcusd:triple_med_gx:lsma105_75 | 11383833:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 18.08% | 43.77% |
| Worst Month | -6.21% | -37.12% |
| Best Year | 32.38% | 155.54% |
| Worst Year | 0.76% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.43% | 8.55% |
| Avg. Down Week | -2.94% | -4.24% |
| Avg. Up Month | 6.79% | 15.05% |
| Avg. Down Month | -2.7% | -15.52% |
| Win Days % | 48.7% | 51.34% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 50.82% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |