| Metric | 11377128:btcusd:triple_med_gx:lsma105_50 | 11377128:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.84% | 237.48% |
| Max Drawdown | -29.45% | -67.18% |
| Sharpe | 0.01 | 0.47 |
| Sortino | 0.02 | 0.68 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 43.01 | 3.24 |
| Outlier Loss Ratio | 4.45 | 3.24 |
| Volatility (ann.) | 8.8% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.04 | 0.63 |
| Skew | 0.94 | 0.2 |
| Kurtosis | 58.49 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.87% |
| Expected Yearly % | -0.97% | 35.54% |
| Kelly Criterion | -3.97% | 4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11377128:BTCUSD | 11377128:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 20.50 | -0.38 | + |
| 2023 | 155.54 | -8.20 | -0.05 | - |
| 2024 | 121.00 | -4.74 | -0.04 | - |
| 2025 | 30.14 | -8.75 | -0.29 | - |
| Metric | 11377128:btcusd:triple_med_gx:lsma105_50 | 11377128:BTCUSD |
|---|---|---|
| MTD | -0.16% | 13.36% |
| 3M | 0.08% | 45.08% |
| 6M | -5.9% | 28.47% |
| YTD | -8.75% | 30.14% |
| 1Y | -11.22% | 105.13% |
| 3Y (ann.) | -3.33% | 81.7% |
| 5Y (ann.) | -1.12% | 42.08% |
| Metric | 11377128:btcusd:triple_med_gx:lsma105_50 | 11377128:BTCUSD |
|---|---|---|
| Max Drawdown | -29.45% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.82% | -5.84% |
| Avg. Drawdown Days | 89.0 | 29.0 |
| Recovery Factor | -0.13 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -29.45 | 469 |
| 2023-01-21 | 2024-03-11 | -16.78 | 414 |
| 2022-06-04 | 2022-11-30 | -15.04 | 179 |
| 2022-02-11 | 2022-05-26 | -7.00 | 103 |
| 2022-05-26 | 2022-05-30 | -4.32 | 3 |
| 2022-12-07 | 2023-01-20 | -4.15 | 44 |
| 2024-03-11 | 2024-03-31 | -1.71 | 20 |
| 2022-12-05 | 2022-12-06 | -0.73 | 1 |
| 2022-02-05 | 2022-02-11 | -0.68 | 6 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11377128:btcusd:triple_med_gx:lsma105_50 | 11377128:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -7.06% | -29.64% |
| Best Month | 15.39% | 43.77% |
| Worst Month | -15.2% | -37.12% |
| Best Year | 20.5% | 155.54% |
| Worst Year | -8.75% | -54.08% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.54% | 5.15% |
| Avg. Down Week | -2.84% | -5.05% |
| Avg. Up Month | 4.51% | 17.43% |
| Avg. Down Month | -4.27% | -13.01% |
| Win Days % | 45.59% | 51.31% |
| Win Month % | 43.59% | 62.79% |
| Win Week % | 46.32% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |