| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 2.45% | 237.48% |
| Max Drawdown | -35.87% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 35.75 | 3.34 |
| Outlier Loss Ratio | 4.33 | 3.37 |
| Volatility (ann.) | 10.04% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.02 | 0.63 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 49.42 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.87% |
| Expected Yearly % | 0.61% | 35.54% |
| Kelly Criterion | -2.03% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11375174:BTCUSD | 11375174:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 18.57 | -0.34 | + |
| 2023 | 155.54 | 5.37 | 0.03 | - |
| 2024 | 121.00 | -7.62 | -0.06 | - |
| 2025 | 30.14 | -11.24 | -0.37 | - |
| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| MTD | 1.79% | 13.36% |
| 3M | 2.79% | 45.08% |
| 6M | -9.56% | 28.47% |
| YTD | -11.24% | 30.14% |
| 1Y | -12.11% | 105.13% |
| 3Y (ann.) | -1.63% | 81.7% |
| 5Y (ann.) | 0.7% | 42.08% |
| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| Max Drawdown | -35.87% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -6.08% | -5.84% |
| Avg. Drawdown Days | 76.0 | 29.0 |
| Recovery Factor | 0.07 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -35.87 | 489 |
| 2022-06-27 | 2023-01-20 | -17.76 | 207 |
| 2023-01-21 | 2023-08-29 | -10.84 | 219 |
| 2022-02-05 | 2022-05-29 | -9.90 | 113 |
| 2023-08-29 | 2024-02-15 | -7.99 | 169 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2024-02-15 | 2024-03-04 | -2.19 | 17 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11375174:btcusd:triple_med_gx:lsma105_40 | 11375174:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 14.63% | 43.77% |
| Worst Month | -13.61% | -37.12% |
| Best Year | 18.57% | 155.54% |
| Worst Year | -11.24% | -54.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.26% | 5.25% |
| Avg. Down Week | -2.81% | -4.46% |
| Avg. Up Month | 4.3% | 17.78% |
| Avg. Down Month | -5.6% | -12.51% |
| Win Days % | 46.54% | 51.31% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 48.04% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |