| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 23.12% | 237.48% |
| Max Drawdown | -25.1% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.35 | 0.68 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.4 | 1.08 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 49.43 | 3.17 |
| Outlier Loss Ratio | 4.45 | 3.19 |
| Volatility (ann.) | 7.68% | 26.13% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.25 | 0.63 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 58.52 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.87% |
| Expected Yearly % | 5.34% | 35.54% |
| Kelly Criterion | 0.0% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11379554:BTCUSD | 11379554:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 7.13 | -0.13 | + |
| 2023 | 155.54 | -11.98 | -0.08 | - |
| 2024 | 121.00 | 34.43 | 0.28 | - |
| 2025 | 30.14 | -2.88 | -0.10 | - |
| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| MTD | -0.77% | 13.36% |
| 3M | 8.64% | 45.08% |
| 6M | -2.93% | 28.47% |
| YTD | -2.88% | 30.14% |
| 1Y | 12.48% | 105.13% |
| 3Y (ann.) | 0.81% | 81.7% |
| 5Y (ann.) | 6.19% | 42.08% |
| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| Max Drawdown | -25.1% | -67.18% |
| Longest DD Days | 860.0 | 683.0 |
| Avg. Drawdown | -5.41% | -5.84% |
| Avg. Drawdown Days | 92.0 | 29.0 |
| Recovery Factor | 0.92 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-14 | 2024-11-20 | -25.10 | 860 |
| 2025-01-24 | 2025-07-14 | -14.28 | 170 |
| 2022-04-26 | 2022-06-07 | -10.04 | 42 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-02-04 | 2022-03-09 | -3.66 | 32 |
| 2022-06-08 | 2022-06-30 | -2.61 | 22 |
| 2024-12-16 | 2025-01-24 | -2.06 | 39 |
| 2022-04-02 | 2022-04-25 | -1.81 | 23 |
| 2022-07-07 | 2022-07-13 | -1.60 | 6 |
| Metric | 11379554:btcusd:triple_med_gx:lsma105_60 | 11379554:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -10.16% | -29.64% |
| Best Month | 11.58% | 43.77% |
| Worst Month | -8.63% | -37.12% |
| Best Year | 34.43% | 155.54% |
| Worst Year | -11.98% | -54.08% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 2.92% | 5.0% |
| Avg. Down Week | -2.18% | -5.06% |
| Avg. Up Month | 4.23% | 16.69% |
| Avg. Down Month | -2.93% | -12.14% |
| Win Days % | 47.84% | 51.31% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 48.39% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |