| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 65.89% | 237.48% |
| Max Drawdown | -18.84% | -67.18% |
| Sharpe | 0.44 | 0.47 |
| Sortino | 0.67 | 0.68 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 2.12 | 1.08 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.79 | 1.0 |
| Outlier Win Ratio | 37.46 | 3.36 |
| Outlier Loss Ratio | 4.42 | 3.28 |
| Volatility (ann.) | 9.37% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.84 | 0.63 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 50.24 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.87% |
| Expected Yearly % | 13.49% | 35.54% |
| Kelly Criterion | 3.12% | 10.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11379722:BTCUSD | 11379722:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 27.81 | -0.51 | + |
| 2023 | 155.54 | -5.61 | -0.04 | - |
| 2024 | 121.00 | 44.29 | 0.37 | - |
| 2025 | 30.14 | -4.70 | -0.16 | - |
| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| MTD | 0.25% | 13.36% |
| 3M | 8.53% | 45.08% |
| 6M | -2.54% | 28.47% |
| YTD | -4.7% | 30.14% |
| 1Y | 11.22% | 105.13% |
| 3Y (ann.) | 12.65% | 81.7% |
| 5Y (ann.) | 15.74% | 42.08% |
| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| Max Drawdown | -18.84% | -67.18% |
| Longest DD Days | 493.0 | 683.0 |
| Avg. Drawdown | -2.86% | -5.84% |
| Avg. Drawdown Days | 30.0 | 29.0 |
| Recovery Factor | 3.5 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -18.84 | 208 |
| 2022-11-05 | 2024-03-13 | -17.10 | 493 |
| 2022-03-09 | 2022-07-18 | -16.42 | 130 |
| 2022-07-20 | 2022-11-04 | -11.95 | 107 |
| 2024-08-22 | 2024-11-10 | -6.20 | 79 |
| 2024-04-30 | 2024-05-15 | -6.16 | 15 |
| 2024-06-12 | 2024-07-25 | -4.41 | 43 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-27 | 2024-06-12 | -3.47 | 15 |
| Metric | 11379722:btcusd:triple_med_gx:lsma105_60 | 11379722:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 24.26% | 43.77% |
| Worst Month | -9.19% | -37.12% |
| Best Year | 44.29% | 155.54% |
| Worst Year | -5.61% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.43% | 6.23% |
| Avg. Down Week | -2.3% | -4.68% |
| Avg. Up Month | 5.97% | 14.66% |
| Avg. Down Month | -4.48% | -11.39% |
| Win Days % | 46.58% | 51.31% |
| Win Month % | 58.54% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |