| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.5% | 237.48% |
| Max Drawdown | -25.19% | -67.18% |
| Sharpe | 0.17 | 0.47 |
| Sortino | 0.25 | 0.68 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 40.27 | 3.26 |
| Outlier Loss Ratio | 4.33 | 3.31 |
| Volatility (ann.) | 9.12% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.19 | 0.63 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 54.23 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.87% |
| Expected Yearly % | 4.11% | 35.54% |
| Kelly Criterion | -0.15% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11377239:BTCUSD | 11377239:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 28.06 | -0.52 | + |
| 2023 | 155.54 | -2.95 | -0.02 | - |
| 2024 | 121.00 | 11.47 | 0.09 | - |
| 2025 | 30.14 | -15.18 | -0.50 | - |
| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 7.19% | 45.08% |
| 6M | -14.25% | 28.47% |
| YTD | -15.18% | 30.14% |
| 1Y | -7.02% | 105.13% |
| 3Y (ann.) | 2.32% | 81.7% |
| 5Y (ann.) | 4.77% | 42.08% |
| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| Max Drawdown | -25.19% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -5.3% | -5.84% |
| Avg. Drawdown Days | 82.0 | 29.0 |
| Recovery Factor | 0.69 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -25.19 | 489 |
| 2023-01-21 | 2024-03-11 | -14.18 | 414 |
| 2022-04-26 | 2022-06-05 | -9.00 | 40 |
| 2022-06-08 | 2022-09-09 | -7.76 | 92 |
| 2022-02-05 | 2022-04-01 | -7.24 | 55 |
| 2022-09-15 | 2022-10-04 | -4.04 | 19 |
| 2022-11-24 | 2023-01-20 | -2.94 | 57 |
| 2022-10-31 | 2022-11-22 | -2.71 | 22 |
| 2022-04-02 | 2022-04-25 | -2.34 | 23 |
| 2022-10-09 | 2022-10-25 | -1.39 | 16 |
| Metric | 11377239:btcusd:triple_med_gx:lsma105_50 | 11377239:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -10.9% | -29.64% |
| Best Month | 10.03% | 43.77% |
| Worst Month | -10.68% | -37.12% |
| Best Year | 28.06% | 155.54% |
| Worst Year | -15.18% | -54.08% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.14% | 5.4% |
| Avg. Down Week | -2.43% | -4.69% |
| Avg. Up Month | 4.72% | 15.24% |
| Avg. Down Month | -3.34% | -13.01% |
| Win Days % | 47.87% | 51.31% |
| Win Month % | 46.15% | 62.79% |
| Win Week % | 46.88% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |