| Metric | 11376106:btcusd:triple_med_gx:lsma150_45 | 11376106:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.94% | 184.18% |
| Max Drawdown | -30.0% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.16 | 0.61 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 32.99 | 3.44 |
| Outlier Loss Ratio | 4.5 | 3.41 |
| Volatility (ann.) | 10.08% | 26.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.08 | 0.53 |
| Skew | 0.32 | 0.18 |
| Kurtosis | 33.18 | 6.48 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.52% |
| Expected Yearly % | 2.16% | 29.84% |
| Kelly Criterion | -1.57% | 3.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11376106:BTCUSD | 11376106:btcusd:triple_med_gx:lsma150_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | -2.25 | 0.04 | + |
| 2023 | 155.54 | -7.53 | -0.05 | - |
| 2024 | 121.00 | 32.51 | 0.27 | - |
| 2025 | 30.14 | -9.05 | -0.30 | - |
| Metric | 11376106:btcusd:triple_med_gx:lsma150_45 | 11376106:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.69% | 45.08% |
| 6M | -5.72% | 28.47% |
| YTD | -9.05% | 30.14% |
| 1Y | -7.69% | 105.13% |
| 3Y (ann.) | 0.43% | 81.7% |
| 5Y (ann.) | 2.53% | 35.56% |
| Metric | 11376106:btcusd:triple_med_gx:lsma150_45 | 11376106:BTCUSD |
|---|---|---|
| Max Drawdown | -30.0% | -67.18% |
| Longest DD Days | 835.0 | 683.0 |
| Avg. Drawdown | -4.43% | -7.25% |
| Avg. Drawdown Days | 64.0 | 38.0 |
| Recovery Factor | 0.3 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-09-19 | -30.00 | 835 |
| 2024-09-28 | 2025-07-14 | -24.23 | 289 |
| 2022-04-05 | 2022-05-22 | -5.33 | 47 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-10 | 2022-02-15 | -4.15 | 4 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-02-16 | 2022-03-16 | -2.34 | 28 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-09-19 | 2024-09-26 | -1.87 | 6 |
| Metric | 11376106:btcusd:triple_med_gx:lsma150_45 | 11376106:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -8.58% | -37.12% |
| Best Year | 32.51% | 155.54% |
| Worst Year | -9.05% | -61.33% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 2.86% | 5.34% |
| Avg. Down Week | -2.72% | -5.38% |
| Avg. Up Month | 4.9% | 15.86% |
| Avg. Down Month | -3.9% | -11.69% |
| Win Days % | 46.44% | 51.31% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 49.54% | 50.82% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |