| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 47.13% | 237.48% |
| Max Drawdown | -30.2% | -67.18% |
| Sharpe | 0.35 | 0.47 |
| Sortino | 0.54 | 0.68 |
| Payoff Ratio | 1.12 | 1.03 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.72 | 1.08 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.5 | 1.0 |
| Outlier Win Ratio | 38.67 | 3.27 |
| Outlier Loss Ratio | 4.28 | 3.27 |
| Volatility (ann.) | 9.28% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.39 | 0.63 |
| Skew | 2.23 | 0.2 |
| Kurtosis | 62.17 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.87% |
| Expected Yearly % | 10.13% | 35.54% |
| Kelly Criterion | 3.2% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11378485:BTCUSD | 11378485:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 43.66 | -0.81 | + |
| 2023 | 155.54 | -20.90 | -0.13 | - |
| 2024 | 121.00 | 30.31 | 0.25 | - |
| 2025 | 30.14 | -0.64 | -0.02 | - |
| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 8.1% | 45.08% |
| 6M | 0.87% | 28.47% |
| YTD | -0.64% | 30.14% |
| 1Y | 21.7% | 105.13% |
| 3Y (ann.) | 5.06% | 81.7% |
| 5Y (ann.) | 11.8% | 42.08% |
| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| Max Drawdown | -30.2% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -4.14% | -5.84% |
| Avg. Drawdown Days | 54.0 | 29.0 |
| Recovery Factor | 1.56 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-05 | 2024-12-16 | -30.20 | 742 |
| 2024-12-16 | 2025-04-23 | -17.59 | 127 |
| 2022-03-09 | 2022-07-14 | -10.65 | 126 |
| 2022-07-25 | 2022-09-09 | -8.31 | 46 |
| 2022-09-10 | 2022-11-04 | -5.67 | 55 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2025-05-01 | 2025-07-14 | -3.61 | 73 |
| 2025-04-23 | 2025-05-01 | -1.71 | 7 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-11-23 | 2022-11-25 | -1.19 | 1 |
| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -8.84% | -29.64% |
| Best Month | 15.79% | 43.77% |
| Worst Month | -8.92% | -37.12% |
| Best Year | 43.66% | 155.54% |
| Worst Year | -20.9% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 3.46% | 5.59% |
| Avg. Down Week | -2.53% | -4.68% |
| Avg. Up Month | 5.33% | 15.71% |
| Avg. Down Month | -3.25% | -12.28% |
| Win Days % | 48.76% | 51.31% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 50.52% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |