| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 1.93% | 237.48% |
| Max Drawdown | -33.42% | -67.18% |
| Sharpe | 0.06 | 0.47 |
| Sortino | 0.09 | 0.68 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 38.31 | 3.26 |
| Outlier Loss Ratio | 4.36 | 3.35 |
| Volatility (ann.) | 9.56% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.02 | 0.63 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 58.85 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.87% |
| Expected Yearly % | 0.48% | 35.54% |
| Kelly Criterion | -2.53% | 3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11376208:BTCUSD | 11376208:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 13.90 | -0.26 | + |
| 2023 | 155.54 | 10.93 | 0.07 | - |
| 2024 | 121.00 | -7.95 | -0.07 | - |
| 2025 | 30.14 | -12.35 | -0.41 | - |
| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| MTD | 2.37% | 13.36% |
| 3M | 5.25% | 45.08% |
| 6M | -12.35% | 28.47% |
| YTD | -12.35% | 30.14% |
| 1Y | -10.81% | 105.13% |
| 3Y (ann.) | -0.33% | 81.7% |
| 5Y (ann.) | 0.55% | 42.08% |
| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| Max Drawdown | -33.42% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -4.05% | -5.84% |
| Avg. Drawdown Days | 45.0 | 29.0 |
| Recovery Factor | 0.06 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -33.42 | 489 |
| 2022-06-28 | 2022-10-04 | -12.77 | 98 |
| 2023-01-21 | 2023-08-29 | -10.29 | 219 |
| 2023-10-30 | 2024-02-19 | -7.65 | 111 |
| 2022-02-05 | 2022-04-25 | -7.24 | 79 |
| 2024-02-19 | 2024-03-08 | -6.72 | 18 |
| 2022-04-26 | 2022-05-30 | -6.20 | 33 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2023-09-20 | 2023-10-23 | -5.47 | 33 |
| 2022-10-09 | 2022-11-23 | -3.26 | 44 |
| Metric | 11376208:btcusd:triple_med_gx:lsma105_45 | 11376208:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.88% | 35.75% |
| Worst Week | -10.8% | -29.64% |
| Best Month | 9.7% | 43.77% |
| Worst Month | -11.78% | -37.12% |
| Best Year | 13.9% | 155.54% |
| Worst Year | -12.35% | -54.08% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.92% | 5.64% |
| Avg. Down Week | -2.68% | -4.65% |
| Avg. Up Month | 3.79% | 16.67% |
| Avg. Down Month | -4.67% | -12.65% |
| Win Days % | 46.78% | 51.31% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 48.51% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |