| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 36.53% | 237.48% |
| Max Drawdown | -18.17% | -67.18% |
| Sharpe | 0.3 | 0.47 |
| Sortino | 0.45 | 0.68 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.56 | 1.0 |
| Outlier Win Ratio | 41.57 | 3.26 |
| Outlier Loss Ratio | 4.36 | 3.26 |
| Volatility (ann.) | 8.89% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.52 | 0.63 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 58.7 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.87% |
| Expected Yearly % | 8.1% | 35.54% |
| Kelly Criterion | 2.21% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11378317:BTCUSD | 11378317:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 16.16 | -0.30 | + |
| 2023 | 155.54 | -7.99 | -0.05 | - |
| 2024 | 121.00 | 32.62 | 0.27 | - |
| 2025 | 30.14 | -3.68 | -0.12 | - |
| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 8.93% | 45.08% |
| 6M | -3.25% | 28.47% |
| YTD | -3.68% | 30.14% |
| 1Y | 3.63% | 105.13% |
| 3Y (ann.) | 9.0% | 81.7% |
| 5Y (ann.) | 9.41% | 42.08% |
| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -4.12% | -5.84% |
| Avg. Drawdown Days | 51.0 | 29.0 |
| Recovery Factor | 2.01 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-10 | -18.17 | 413 |
| 2024-11-19 | 2025-07-14 | -16.54 | 236 |
| 2022-04-26 | 2022-10-04 | -12.57 | 161 |
| 2024-03-11 | 2024-08-16 | -12.17 | 157 |
| 2022-02-05 | 2022-04-26 | -8.27 | 79 |
| 2024-09-28 | 2024-11-19 | -6.21 | 52 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2022-11-01 | 2022-11-23 | -3.20 | 22 |
| 2024-09-20 | 2024-09-26 | -2.92 | 6 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| Metric | 11378317:btcusd:triple_med_gx:lsma105_55 | 11378317:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 11.43% | 43.77% |
| Worst Month | -8.15% | -37.12% |
| Best Year | 32.62% | 155.54% |
| Worst Year | -7.99% | -54.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.79% | 5.16% |
| Avg. Down Week | -2.47% | -4.98% |
| Avg. Up Month | 5.32% | 14.83% |
| Avg. Down Month | -3.08% | -13.01% |
| Win Days % | 47.92% | 51.31% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 45.83% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |