| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 32.25% | 215.74% |
| Max Drawdown | -19.16% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.38 | 0.65 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.4 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 37.79 | 3.38 |
| Outlier Loss Ratio | 3.79 | 3.35 |
| Volatility (ann.) | 9.97% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.44 | 0.59 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 46.69 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.78% |
| Expected Yearly % | 7.24% | 33.3% |
| Kelly Criterion | 2.84% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11378848:BTCUSD | 11378848:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 21.94 | -0.38 | + |
| 2023 | 155.54 | 21.02 | 0.14 | - |
| 2024 | 121.00 | 0.19 | 0.00 | - |
| 2025 | 30.14 | -10.55 | -0.35 | - |
| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| MTD | 1.46% | 13.36% |
| 3M | -0.99% | 45.08% |
| 6M | -7.14% | 28.47% |
| YTD | -10.55% | 30.14% |
| 1Y | 7.33% | 105.13% |
| 3Y (ann.) | 10.69% | 81.7% |
| 5Y (ann.) | 8.44% | 39.56% |
| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| Max Drawdown | -19.16% | -67.18% |
| Longest DD Days | 341.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.45% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 1.68 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-11-11 | -19.16 | 341 |
| 2024-12-17 | 2025-07-14 | -19.15 | 208 |
| 2022-04-22 | 2022-09-09 | -17.12 | 140 |
| 2022-03-02 | 2022-03-27 | -13.63 | 25 |
| 2023-05-06 | 2023-06-21 | -10.49 | 46 |
| 2023-08-30 | 2023-12-05 | -9.02 | 97 |
| 2022-10-05 | 2022-11-23 | -4.54 | 49 |
| 2022-11-24 | 2023-03-17 | -3.57 | 112 |
| 2023-04-14 | 2023-05-04 | -2.20 | 19 |
| 2023-06-22 | 2023-08-08 | -1.95 | 47 |
| Metric | 11378848:btcusd:triple_med_gx:lsma105_55 | 11378848:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 16.55% | 43.77% |
| Worst Month | -7.55% | -37.12% |
| Best Year | 21.94% | 155.54% |
| Worst Year | -10.55% | -57.04% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.42% | 8.04% |
| Avg. Down Week | -3.36% | -3.49% |
| Avg. Up Month | 5.44% | 15.64% |
| Avg. Down Month | -4.15% | -14.03% |
| Win Days % | 49.35% | 51.33% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 47.95% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |