| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 24.38% | 202.8% |
| Max Drawdown | -45.78% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 17.57 | 4.1 |
| Outlier Loss Ratio | 4.16 | 4.14 |
| Volatility (ann.) | 17.19% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.15 | 0.58 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 26.88 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.67% |
| Expected Yearly % | 5.6% | 31.91% |
| Kelly Criterion | 0.85% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.24% |
| Expected Shortfall (cVaR) | -1.47% | -2.24% |
| Year | 11392336:BTCUSD | 11392336:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -30.52 | 0.56 | + |
| 2023 | 155.54 | 62.70 | 0.40 | - |
| 2024 | 121.00 | 5.18 | 0.04 | - |
| 2025 | 16.76 | 4.60 | 0.27 | - |
| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.29% | 31.46% |
| 6M | 3.04% | 12.77% |
| YTD | 4.6% | 16.76% |
| 1Y | -3.48% | 56.84% |
| 3Y (ann.) | 12.99% | 55.31% |
| 5Y (ann.) | 6.68% | 38.89% |
| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| Max Drawdown | -45.78% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -6.32% | -6.06% |
| Avg. Drawdown Days | 41.0 | 30.0 |
| Recovery Factor | 0.53 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-11-09 | -45.78 | 599 |
| 2024-06-07 | 2025-03-02 | -33.67 | 268 |
| 2025-03-03 | 2025-06-11 | -21.44 | 100 |
| 2022-02-01 | 2022-02-28 | -18.26 | 27 |
| 2024-02-29 | 2024-03-25 | -12.02 | 25 |
| 2024-03-29 | 2024-06-04 | -9.97 | 67 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2023-12-22 | 2024-01-08 | -4.91 | 17 |
| 2023-11-16 | 2023-11-24 | -4.89 | 8 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 15.89% | 43.77% |
| Worst Month | -19.58% | -37.12% |
| Best Year | 62.7% | 155.54% |
| Worst Year | -30.52% | -54.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.9% | -0.95% |
| Avg. Up Week | 4.05% | 6.53% |
| Avg. Down Week | -3.35% | -4.77% |
| Avg. Up Month | 5.69% | 15.11% |
| Avg. Down Month | -6.35% | -11.24% |
| Win Days % | 48.68% | 51.27% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 49.57% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |