| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 38.25% | 237.48% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | 0.29 | 0.47 |
| Sortino | 0.44 | 0.68 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.43 | 1.0 |
| Outlier Win Ratio | 35.76 | 3.31 |
| Outlier Loss Ratio | 4.23 | 3.3 |
| Volatility (ann.) | 9.69% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.34 | 0.63 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 53.84 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.87% |
| Expected Yearly % | 8.43% | 35.54% |
| Kelly Criterion | 1.24% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11378541:BTCUSD | 11378541:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 40.01 | -0.74 | + |
| 2023 | 155.54 | -18.37 | -0.12 | - |
| 2024 | 121.00 | 23.31 | 0.19 | - |
| 2025 | 30.14 | -1.90 | -0.06 | - |
| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 12.33% | 45.08% |
| 6M | -2.48% | 28.47% |
| YTD | -1.9% | 30.14% |
| 1Y | 22.97% | 105.13% |
| 3Y (ann.) | 3.38% | 81.7% |
| 5Y (ann.) | 9.8% | 42.08% |
| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 963.0 | 683.0 |
| Avg. Drawdown | -4.44% | -5.84% |
| Avg. Drawdown Days | 73.0 | 29.0 |
| Recovery Factor | 1.33 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-23 | 2025-07-14 | -28.80 | 963 |
| 2022-07-25 | 2022-11-23 | -12.77 | 120 |
| 2022-04-26 | 2022-07-16 | -11.89 | 81 |
| 2022-03-09 | 2022-04-25 | -9.10 | 47 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-02-16 | 2022-03-07 | -1.44 | 19 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11378541:btcusd:triple_med_gx:lsma105_55 | 11378541:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 20.99% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 40.01% | 155.54% |
| Worst Year | -18.37% | -54.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 4.01% | 6.71% |
| Avg. Down Week | -2.75% | -4.66% |
| Avg. Up Month | 6.29% | 15.79% |
| Avg. Down Month | -4.5% | -14.02% |
| Win Days % | 47.46% | 51.31% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 48.54% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |