| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 38.77% | 237.48% |
| Max Drawdown | -34.37% | -67.18% |
| Sharpe | 0.29 | 0.47 |
| Sortino | 0.44 | 0.68 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 34.41 | 3.36 |
| Outlier Loss Ratio | 4.32 | 3.34 |
| Volatility (ann.) | 9.89% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.29 | 0.63 |
| Skew | 1.65 | 0.2 |
| Kurtosis | 49.3 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.87% |
| Expected Yearly % | 8.54% | 35.54% |
| Kelly Criterion | 0.96% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11377406:BTCUSD | 11377406:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 33.55 | -0.62 | + |
| 2023 | 155.54 | -21.10 | -0.14 | - |
| 2024 | 121.00 | 26.22 | 0.22 | - |
| 2025 | 30.14 | 4.34 | 0.14 | - |
| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| MTD | 0.52% | 13.36% |
| 3M | 10.42% | 45.08% |
| 6M | 4.4% | 28.47% |
| YTD | 4.34% | 30.14% |
| 1Y | 29.54% | 105.13% |
| 3Y (ann.) | 1.73% | 81.7% |
| 5Y (ann.) | 9.92% | 42.08% |
| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| Max Drawdown | -34.37% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.16% | -5.84% |
| Avg. Drawdown Days | 82.0 | 29.0 |
| Recovery Factor | 1.13 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -34.37 | 904 |
| 2022-07-17 | 2023-01-20 | -16.49 | 187 |
| 2022-03-09 | 2022-04-28 | -10.24 | 49 |
| 2022-04-28 | 2022-07-14 | -9.22 | 76 |
| 2022-03-06 | 2022-03-08 | -1.89 | 1 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-02-05 | 2022-02-14 | -1.05 | 8 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11377406:btcusd:triple_med_gx:lsma105_50 | 11377406:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -9.82% | -29.64% |
| Best Month | 18.02% | 43.77% |
| Worst Month | -8.0% | -37.12% |
| Best Year | 33.55% | 155.54% |
| Worst Year | -21.1% | -54.08% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.63% | 5.48% |
| Avg. Down Week | -2.71% | -4.53% |
| Avg. Up Month | 5.52% | 16.06% |
| Avg. Down Month | -4.03% | -12.77% |
| Win Days % | 48.88% | 51.31% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 48.11% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |