| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 66.21% | 188.04% |
| Max Drawdown | -13.28% | -67.18% |
| Sharpe | 0.54 | 0.43 |
| Sortino | 0.92 | 0.63 |
| Payoff Ratio | 1.39 | 1.34 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.85 | 0.74 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 57.67 | 3.16 |
| Outlier Loss Ratio | 4.09 | 3.03 |
| Volatility (ann.) | 7.6% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.23 | 0.55 |
| Skew | 3.89 | 0.2 |
| Kurtosis | 73.48 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.55% |
| Expected Yearly % | 13.54% | 30.28% |
| Kelly Criterion | 7.85% | 14.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11386528:BTCUSD | 11386528:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.93 | 0.02 | + |
| 2023 | 155.54 | 32.29 | 0.21 | - |
| 2024 | 121.00 | 38.07 | 0.31 | - |
| 2025 | 17.02 | -8.14 | -0.48 | - |
| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.44% | 31.76% |
| 6M | -8.3% | 12.25% |
| YTD | -8.14% | 17.02% |
| 1Y | 7.92% | 57.19% |
| 3Y (ann.) | 15.61% | 55.42% |
| 5Y (ann.) | 16.32% | 36.99% |
| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| Max Drawdown | -13.28% | -67.18% |
| Longest DD Days | 394.0 | 683.0 |
| Avg. Drawdown | -2.42% | -6.61% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 4.99 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2023-06-23 | -13.28 | 394 |
| 2024-12-17 | 2025-06-11 | -11.79 | 175 |
| 2024-05-30 | 2024-09-19 | -10.98 | 111 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2023-08-08 | 2023-10-23 | -4.91 | 76 |
| 2022-03-05 | 2022-04-25 | -4.23 | 51 |
| 2024-01-02 | 2024-03-04 | -4.23 | 62 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2023-12-06 | 2024-01-01 | -1.25 | 26 |
| Metric | 11386528:btcusd:triple_med_gx:lsma105_85 | 11386528:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.7% | 35.75% |
| Worst Week | -4.74% | -29.64% |
| Best Month | 10.7% | 43.77% |
| Worst Month | -6.38% | -37.12% |
| Best Year | 38.07% | 155.54% |
| Worst Year | -8.14% | -56.42% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.67% | 9.42% |
| Avg. Down Week | -2.25% | -6.24% |
| Avg. Up Month | 5.42% | 18.09% |
| Avg. Down Month | -3.61% | -13.27% |
| Win Days % | 46.36% | 51.3% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 54.69% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |