| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 9.26% | 237.48% |
| Max Drawdown | -17.52% | -67.18% |
| Sharpe | 0.12 | 0.47 |
| Sortino | 0.17 | 0.68 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 47.06 | 3.21 |
| Outlier Loss Ratio | 4.12 | 3.21 |
| Volatility (ann.) | 8.82% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.15 | 0.63 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 70.04 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.87% |
| Expected Yearly % | 2.24% | 35.54% |
| Kelly Criterion | -1.17% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11379386:BTCUSD | 11379386:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 0.39 | -0.01 | + |
| 2023 | 155.54 | -6.50 | -0.04 | - |
| 2024 | 121.00 | 24.12 | 0.20 | - |
| 2025 | 30.14 | -6.22 | -0.21 | - |
| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| MTD | 1.98% | 13.36% |
| 3M | 4.62% | 45.08% |
| 6M | -6.48% | 28.47% |
| YTD | -6.22% | 30.14% |
| 1Y | -1.27% | 105.13% |
| 3Y (ann.) | 6.34% | 81.7% |
| 5Y (ann.) | 2.59% | 42.08% |
| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| Max Drawdown | -17.52% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -6.62% | -5.84% |
| Avg. Drawdown Days | 123.0 | 29.0 |
| Recovery Factor | 0.53 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-12 | 2023-01-21 | -17.52 | 342 |
| 2023-01-21 | 2024-03-10 | -16.02 | 413 |
| 2024-04-01 | 2024-09-27 | -14.15 | 179 |
| 2024-09-28 | 2025-07-14 | -13.39 | 289 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-02-05 | 2022-02-12 | -0.94 | 7 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| 2024-03-31 | 2024-03-31 | -0.18 | 0 |
| Metric | 11379386:btcusd:triple_med_gx:lsma105_60 | 11379386:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -10.56% | -29.64% |
| Best Month | 15.21% | 43.77% |
| Worst Month | -10.56% | -37.12% |
| Best Year | 24.12% | 155.54% |
| Worst Year | -6.5% | -54.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.8% | 5.38% |
| Avg. Down Week | -2.79% | -5.1% |
| Avg. Up Month | 5.57% | 17.08% |
| Avg. Down Month | -2.53% | -14.88% |
| Win Days % | 47.48% | 51.31% |
| Win Month % | 43.59% | 62.79% |
| Win Week % | 45.05% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |