| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.75% | 215.74% |
| Max Drawdown | -28.29% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.2 | 0.65 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 31.04 | 3.51 |
| Outlier Loss Ratio | 4.08 | 3.61 |
| Volatility (ann.) | 11.25% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.13 | 0.59 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 38.55 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.78% |
| Expected Yearly % | 3.27% | 33.3% |
| Kelly Criterion | -1.18% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11371221:BTCUSD | 11371221:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 9.19 | -0.16 | + |
| 2023 | 155.54 | 24.77 | 0.16 | - |
| 2024 | 121.00 | 5.23 | 0.04 | - |
| 2025 | 30.14 | -20.66 | -0.69 | - |
| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -1.09% | 45.08% |
| 6M | -17.39% | 28.47% |
| YTD | -20.66% | 30.14% |
| 1Y | 1.23% | 105.13% |
| 3Y (ann.) | 6.33% | 81.7% |
| 5Y (ann.) | 3.81% | 39.56% |
| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| Max Drawdown | -28.29% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -6.22% | -6.45% |
| Avg. Drawdown Days | 65.0 | 33.0 |
| Recovery Factor | 0.49 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -28.29 | 208 |
| 2023-12-06 | 2024-11-11 | -26.04 | 341 |
| 2022-03-02 | 2023-03-17 | -21.58 | 380 |
| 2023-04-14 | 2023-06-22 | -12.99 | 68 |
| 2023-08-29 | 2023-12-05 | -9.64 | 97 |
| 2023-06-22 | 2023-08-29 | -5.79 | 68 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-04-11 | 2023-04-13 | -1.24 | 2 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11371221:btcusd:triple_med_gx:lsma105_15 | 11371221:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -11.67% | -29.64% |
| Best Month | 16.55% | 43.77% |
| Worst Month | -15.58% | -37.12% |
| Best Year | 24.77% | 155.54% |
| Worst Year | -20.66% | -57.04% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 4.43% | 7.56% |
| Avg. Down Week | -3.23% | -3.06% |
| Avg. Up Month | 6.51% | 15.55% |
| Avg. Down Month | -4.96% | -12.6% |
| Win Days % | 48.27% | 51.33% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 43.96% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |