| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.07% | 237.48% |
| Max Drawdown | -30.72% | -67.18% |
| Sharpe | 0.31 | 0.47 |
| Sortino | 0.48 | 0.68 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 50.28 | 3.17 |
| Outlier Loss Ratio | 4.33 | 3.18 |
| Volatility (ann.) | 7.88% | 26.13% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.29 | 0.63 |
| Skew | 2.22 | 0.2 |
| Kurtosis | 76.43 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.87% |
| Expected Yearly % | 7.6% | 35.54% |
| Kelly Criterion | 2.73% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11380785:BTCUSD | 11380785:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 34.34 | -0.64 | + |
| 2023 | 155.54 | -22.74 | -0.15 | - |
| 2024 | 121.00 | 32.63 | 0.27 | - |
| 2025 | 30.14 | -2.61 | -0.09 | - |
| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| MTD | 2.56% | 13.36% |
| 3M | 12.11% | 45.08% |
| 6M | -2.67% | 28.47% |
| YTD | -2.61% | 30.14% |
| 1Y | 21.89% | 105.13% |
| 3Y (ann.) | 2.82% | 81.7% |
| 5Y (ann.) | 8.83% | 42.08% |
| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| Max Drawdown | -30.72% | -67.18% |
| Longest DD Days | 751.0 | 683.0 |
| Avg. Drawdown | -4.68% | -5.84% |
| Avg. Drawdown Days | 70.0 | 29.0 |
| Recovery Factor | 1.11 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-26 | 2024-12-16 | -30.72 | 751 |
| 2025-01-12 | 2025-07-14 | -15.12 | 182 |
| 2022-03-09 | 2022-07-04 | -9.84 | 117 |
| 2022-07-19 | 2022-11-26 | -8.40 | 129 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11380785:btcusd:triple_med_gx:lsma105_65 | 11380785:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 21.44% | 43.77% |
| Worst Month | -8.04% | -37.12% |
| Best Year | 34.34% | 155.54% |
| Worst Year | -22.74% | -54.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 4.09% | 5.84% |
| Avg. Down Week | -2.35% | -4.93% |
| Avg. Up Month | 5.53% | 15.3% |
| Avg. Down Month | -2.47% | -13.15% |
| Win Days % | 48.2% | 51.31% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 43.53% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |