| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 83.34% | 229.61% |
| Max Drawdown | -21.89% | -67.18% |
| Sharpe | 0.51 | 0.46 |
| Sortino | 0.8 | 0.67 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 2.24 | 1.08 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.82 | 1.0 |
| Outlier Win Ratio | 38.63 | 3.36 |
| Outlier Loss Ratio | 4.21 | 3.25 |
| Volatility (ann.) | 9.35% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.87 | 0.61 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 53.62 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.42% | 2.81% |
| Expected Yearly % | 16.36% | 34.74% |
| Kelly Criterion | 5.01% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11380953:BTCUSD | 11380953:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 43.17 | -0.80 | + |
| 2023 | 155.54 | -12.41 | -0.08 | - |
| 2024 | 121.00 | 49.79 | 0.41 | - |
| 2025 | 27.10 | -2.39 | -0.09 | - |
| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| MTD | 3.12% | 10.71% |
| 3M | 2.26% | 41.88% |
| 6M | -3.96% | 22.91% |
| YTD | -2.39% | 27.1% |
| 1Y | 1.13% | 82.29% |
| 3Y (ann.) | 13.42% | 77.48% |
| 5Y (ann.) | 19.08% | 41.0% |
| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| Max Drawdown | -21.89% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -2.69% | -5.93% |
| Avg. Drawdown Days | 29.0 | 29.0 |
| Recovery Factor | 3.81 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-17 | -21.89 | 236 |
| 2022-07-30 | 2024-04-04 | -20.85 | 613 |
| 2022-03-09 | 2022-05-30 | -10.40 | 82 |
| 2024-05-27 | 2024-07-15 | -8.07 | 48 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-06-11 | 2022-07-04 | -3.03 | 23 |
| 2024-09-28 | 2024-11-20 | -2.57 | 53 |
| Metric | 11380953:btcusd:triple_med_gx:lsma105_65 | 11380953:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -12.7% | -29.64% |
| Best Month | 38.79% | 43.77% |
| Worst Month | -11.98% | -37.12% |
| Best Year | 49.79% | 155.54% |
| Worst Year | -12.41% | -54.08% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.92% | 7.34% |
| Avg. Down Week | -2.23% | -5.46% |
| Avg. Up Month | 6.11% | 15.74% |
| Avg. Down Month | -3.98% | -9.45% |
| Win Days % | 48.15% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 47.92% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |