| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 49.19% | 215.41% |
| Max Drawdown | -15.33% | -67.18% |
| Sharpe | 0.36 | 0.45 |
| Sortino | 0.55 | 0.65 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.84 | 1.08 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.59 | 1.0 |
| Outlier Win Ratio | 41.19 | 3.34 |
| Outlier Loss Ratio | 3.91 | 3.29 |
| Volatility (ann.) | 9.32% | 26.14% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.8 | 0.59 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 51.62 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.77% |
| Expected Yearly % | 10.52% | 33.27% |
| Kelly Criterion | 4.45% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11380042:BTCUSD | 11380042:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 21.13 | -0.37 | + |
| 2023 | 155.54 | 18.17 | 0.12 | - |
| 2024 | 121.00 | 11.56 | 0.10 | - |
| 2025 | 30.14 | -6.58 | -0.22 | - |
| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | -6.4% | 45.08% |
| 6M | -2.5% | 28.47% |
| YTD | -6.58% | 30.14% |
| 1Y | 17.75% | 105.13% |
| 3Y (ann.) | 12.7% | 81.7% |
| 5Y (ann.) | 12.31% | 39.55% |
| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -67.18% |
| Longest DD Days | 437.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.6% |
| Avg. Drawdown Days | 53.0 | 34.0 |
| Recovery Factor | 3.21 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-30 | 2024-11-10 | -15.33 | 437 |
| 2024-12-17 | 2025-07-14 | -13.00 | 208 |
| 2022-05-23 | 2022-10-03 | -12.47 | 133 |
| 2023-03-18 | 2023-06-21 | -10.57 | 95 |
| 2022-03-03 | 2022-03-24 | -10.53 | 21 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-10-05 | 2023-02-20 | -4.65 | 138 |
| 2022-04-23 | 2022-04-25 | -2.66 | 2 |
| 2023-02-21 | 2023-03-16 | -2.34 | 23 |
| 2023-06-22 | 2023-08-08 | -1.83 | 47 |
| Metric | 11380042:btcusd:triple_med_gx:lsma105_60 | 11380042:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 16.12% | 43.77% |
| Worst Month | -7.36% | -37.12% |
| Best Year | 21.13% | 155.54% |
| Worst Year | -6.58% | -57.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.29% | 8.22% |
| Avg. Down Week | -3.37% | -4.16% |
| Avg. Up Month | 5.91% | 15.95% |
| Avg. Down Month | -3.98% | -14.6% |
| Win Days % | 49.68% | 51.34% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |