| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 38.81% | 189.95% |
| Max Drawdown | -22.51% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.72 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.86 | 3.1 |
| Outlier Loss Ratio | 4.12 | 3.0 |
| Volatility (ann.) | 7.22% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.45 | 0.55 |
| Skew | 3.1 | 0.2 |
| Kurtosis | 76.55 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.57% |
| Expected Yearly % | 8.54% | 30.49% |
| Kelly Criterion | 3.78% | 11.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11386507:BTCUSD | 11386507:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.14 | 0.27 | + |
| 2023 | 155.54 | 19.04 | 0.12 | - |
| 2024 | 121.00 | 44.31 | 0.37 | - |
| 2025 | 17.02 | -4.78 | -0.28 | - |
| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.64% | 31.76% |
| 6M | -4.26% | 12.25% |
| YTD | -4.78% | 17.02% |
| 1Y | 6.8% | 57.19% |
| 3Y (ann.) | 10.81% | 55.42% |
| 5Y (ann.) | 10.24% | 37.22% |
| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| Max Drawdown | -22.51% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -2.42% | -6.63% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 1.72 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-01-01 | -22.51 | 586 |
| 2024-12-17 | 2025-06-11 | -12.19 | 175 |
| 2024-02-03 | 2024-04-23 | -7.37 | 79 |
| 2024-05-30 | 2024-09-17 | -6.59 | 109 |
| 2022-03-06 | 2022-05-24 | -4.17 | 79 |
| 2024-01-14 | 2024-01-16 | -2.94 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-05-29 | 2024-05-30 | -1.42 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11386507:btcusd:triple_med_gx:lsma105_85 | 11386507:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.27% | 35.75% |
| Worst Week | -5.38% | -29.64% |
| Best Month | 15.56% | 43.77% |
| Worst Month | -5.66% | -37.12% |
| Best Year | 44.31% | 155.54% |
| Worst Year | -15.14% | -56.13% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.37% | 8.28% |
| Avg. Down Week | -2.36% | -4.71% |
| Avg. Up Month | 4.81% | 16.85% |
| Avg. Down Month | -3.4% | -13.83% |
| Win Days % | 45.88% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 50.77% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |