| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 57.13% | 237.48% |
| Max Drawdown | -25.54% | -67.18% |
| Sharpe | 0.43 | 0.47 |
| Sortino | 0.66 | 0.68 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.2 | 1.08 |
| Common Sense Ratio | 1.74 | 1.08 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | 1.45 | 1.0 |
| Outlier Win Ratio | 45.56 | 3.25 |
| Outlier Loss Ratio | 4.22 | 3.18 |
| Volatility (ann.) | 8.47% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.55 | 0.63 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 65.43 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.87% |
| Expected Yearly % | 11.96% | 35.54% |
| Kelly Criterion | 4.43% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11380841:BTCUSD | 11380841:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 25.37 | -0.47 | + |
| 2023 | 155.54 | -13.85 | -0.09 | - |
| 2024 | 121.00 | 61.72 | 0.51 | - |
| 2025 | 30.14 | -10.03 | -0.33 | - |
| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 11.17% | 45.08% |
| 6M | -10.31% | 28.47% |
| YTD | -10.03% | 30.14% |
| 1Y | 26.21% | 105.13% |
| 3Y (ann.) | 8.66% | 81.7% |
| 5Y (ann.) | 13.94% | 42.08% |
| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| Max Drawdown | -25.54% | -67.18% |
| Longest DD Days | 718.0 | 683.0 |
| Avg. Drawdown | -2.91% | -5.84% |
| Avg. Drawdown Days | 39.0 | 29.0 |
| Recovery Factor | 2.24 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-05 | 2024-08-23 | -25.54 | 718 |
| 2024-12-17 | 2025-07-14 | -20.27 | 208 |
| 2022-03-09 | 2022-07-04 | -9.76 | 117 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-10-25 | 2024-11-10 | -2.71 | 16 |
| 2022-07-20 | 2022-09-04 | -2.06 | 46 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-16 | -1.92 | 8 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11380841:btcusd:triple_med_gx:lsma105_65 | 11380841:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -9.12% | -29.64% |
| Best Month | 27.17% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 61.72% | 155.54% |
| Worst Year | -13.85% | -54.08% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 5.01% | 6.91% |
| Avg. Down Week | -3.03% | -4.56% |
| Avg. Up Month | 5.51% | 14.82% |
| Avg. Down Month | -3.89% | -12.14% |
| Win Days % | 47.56% | 51.31% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 48.78% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |