| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 23.43% | 237.48% |
| Max Drawdown | -19.96% | -67.18% |
| Sharpe | 0.22 | 0.47 |
| Sortino | 0.33 | 0.68 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 48.19 | 3.23 |
| Outlier Loss Ratio | 4.36 | 3.19 |
| Volatility (ann.) | 8.29% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.31 | 0.63 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 62.97 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.87% |
| Expected Yearly % | 5.4% | 35.54% |
| Kelly Criterion | 0.55% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | 11379442:BTCUSD | 11379442:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 4.36 | -0.08 | + |
| 2023 | 155.54 | -10.94 | -0.07 | - |
| 2024 | 121.00 | 36.26 | 0.30 | - |
| 2025 | 30.14 | -2.54 | -0.08 | - |
| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| MTD | 2.54% | 13.36% |
| 3M | 13.17% | 45.08% |
| 6M | -3.16% | 28.47% |
| YTD | -2.54% | 30.14% |
| 1Y | 3.61% | 105.13% |
| 3Y (ann.) | 7.64% | 81.7% |
| 5Y (ann.) | 6.27% | 42.08% |
| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| Max Drawdown | -19.96% | -67.18% |
| Longest DD Days | 416.0 | 683.0 |
| Avg. Drawdown | -3.47% | -5.84% |
| Avg. Drawdown Days | 44.0 | 29.0 |
| Recovery Factor | 1.17 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-13 | -19.96 | 416 |
| 2025-01-24 | 2025-07-14 | -17.27 | 170 |
| 2022-02-12 | 2022-10-04 | -11.49 | 233 |
| 2024-03-13 | 2024-05-15 | -7.30 | 63 |
| 2024-07-22 | 2024-08-17 | -5.43 | 26 |
| 2022-11-02 | 2023-01-20 | -5.36 | 79 |
| 2024-09-28 | 2024-11-19 | -5.21 | 52 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2025-01-10 | 2025-01-23 | -3.48 | 12 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| Metric | 11379442:btcusd:triple_med_gx:lsma105_60 | 11379442:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.61% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -6.18% | -37.12% |
| Best Year | 36.26% | 155.54% |
| Worst Year | -10.94% | -54.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.32% | 5.72% |
| Avg. Down Week | -2.54% | -5.19% |
| Avg. Up Month | 4.91% | 16.0% |
| Avg. Down Month | -3.44% | -14.46% |
| Win Days % | 47.2% | 51.31% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |