| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 18.16% | 237.48% |
| Max Drawdown | -22.88% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.26 | 0.68 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 43.12 | 3.25 |
| Outlier Loss Ratio | 4.26 | 3.25 |
| Volatility (ann.) | 9.02% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.22 | 0.63 |
| Skew | 0.38 | 0.2 |
| Kurtosis | 64.21 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.87% |
| Expected Yearly % | 4.26% | 35.54% |
| Kelly Criterion | -0.12% | 4.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11378261:BTCUSD | 11378261:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 27.26 | -0.50 | + |
| 2023 | 155.54 | -3.12 | -0.02 | - |
| 2024 | 121.00 | -4.06 | -0.03 | - |
| 2025 | 30.14 | -0.11 | -0.00 | - |
| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| MTD | 1.31% | 13.36% |
| 3M | 5.48% | 45.08% |
| 6M | 0.27% | 28.47% |
| YTD | -0.11% | 30.14% |
| 1Y | -3.51% | 105.13% |
| 3Y (ann.) | 4.85% | 81.7% |
| 5Y (ann.) | 4.94% | 42.08% |
| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.01% | -5.84% |
| Avg. Drawdown Days | 82.0 | 29.0 |
| Recovery Factor | 0.79 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -22.88 | 904 |
| 2022-02-05 | 2022-06-07 | -11.94 | 122 |
| 2022-06-08 | 2022-09-09 | -11.78 | 93 |
| 2022-09-14 | 2022-10-04 | -3.82 | 19 |
| 2022-10-09 | 2022-11-22 | -2.51 | 44 |
| 2022-12-09 | 2023-01-19 | -1.77 | 41 |
| 2022-12-07 | 2022-12-08 | -1.74 | 1 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.76 | 5 |
| 2023-01-20 | 2023-01-20 | -0.57 | 0 |
| Metric | 11378261:btcusd:triple_med_gx:lsma105_55 | 11378261:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -8.43% | -29.64% |
| Best Month | 11.12% | 43.77% |
| Worst Month | -9.53% | -37.12% |
| Best Year | 27.26% | 155.54% |
| Worst Year | -4.06% | -54.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 3.53% | 5.17% |
| Avg. Down Week | -2.56% | -5.12% |
| Avg. Up Month | 4.08% | 16.77% |
| Avg. Down Month | -2.66% | -13.59% |
| Win Days % | 47.39% | 51.31% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 45.05% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |