| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 59.87% | 196.5% |
| Max Drawdown | -16.08% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.71 | 0.64 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 47.28 | 3.27 |
| Outlier Loss Ratio | 3.88 | 3.16 |
| Volatility (ann.) | 8.61% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.93 | 0.57 |
| Skew | 1.91 | 0.2 |
| Kurtosis | 59.47 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.69% |
| Expected Yearly % | 12.45% | 31.22% |
| Kelly Criterion | 6.66% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11381284:BTCUSD | 11381284:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 15.68 | -0.28 | + |
| 2023 | 155.54 | 16.26 | 0.10 | - |
| 2024 | 121.00 | 23.31 | 0.19 | - |
| 2025 | 17.02 | -3.60 | -0.21 | - |
| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.23% | 31.76% |
| 6M | -8.62% | 12.25% |
| YTD | -3.6% | 17.02% |
| 1Y | 15.32% | 57.19% |
| 3Y (ann.) | 12.92% | 55.42% |
| 5Y (ann.) | 15.03% | 38.32% |
| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| Max Drawdown | -16.08% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 3.72 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-04 | -16.08 | 161 |
| 2024-12-17 | 2025-06-11 | -13.48 | 175 |
| 2024-04-30 | 2024-08-18 | -9.89 | 110 |
| 2023-03-18 | 2023-06-21 | -9.88 | 95 |
| 2023-12-06 | 2024-04-08 | -8.57 | 124 |
| 2023-08-09 | 2023-12-05 | -8.43 | 118 |
| 2022-03-04 | 2022-03-09 | -7.13 | 4 |
| 2023-02-21 | 2023-03-17 | -5.83 | 24 |
| 2022-10-05 | 2023-02-21 | -4.96 | 139 |
| 2024-08-22 | 2024-09-17 | -4.35 | 26 |
| Metric | 11381284:btcusd:triple_med_gx:lsma105_65 | 11381284:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 16.12% | 43.77% |
| Worst Month | -5.21% | -37.12% |
| Best Year | 23.31% | 155.54% |
| Worst Year | -3.6% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.03% | 7.8% |
| Avg. Down Week | -3.1% | -4.37% |
| Avg. Up Month | 6.11% | 18.3% |
| Avg. Down Month | -2.04% | -13.76% |
| Win Days % | 49.53% | 51.33% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 52.63% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |