| Metric | 11381535:btcusd:triple_med_gx:lsma105_65 | 11381535:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 47.49% | 156.76% |
| Max Drawdown | -14.06% | -67.18% |
| Sharpe | 0.47 | 0.4 |
| Sortino | 0.74 | 0.58 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.41 | 3.15 |
| Outlier Loss Ratio | 3.93 | 2.95 |
| Volatility (ann.) | 6.69% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.88 | 0.49 |
| Skew | 1.27 | 0.18 |
| Kurtosis | 71.76 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.33% |
| Expected Yearly % | 10.2% | 26.58% |
| Kelly Criterion | 9.35% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11381535:BTCUSD | 11381535:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 6.35 | -0.10 | + |
| 2023 | 155.54 | 19.46 | 0.13 | - |
| 2024 | 121.00 | 12.77 | 0.11 | - |
| 2025 | 17.02 | 2.95 | 0.17 | - |
| Metric | 11381535:btcusd:triple_med_gx:lsma105_65 | 11381535:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.86% | 31.76% |
| 6M | 2.95% | 12.25% |
| YTD | 2.95% | 17.02% |
| 1Y | 19.84% | 57.19% |
| 3Y (ann.) | 13.8% | 55.42% |
| 5Y (ann.) | 12.42% | 32.84% |
| Metric | 11381535:btcusd:triple_med_gx:lsma105_65 | 11381535:BTCUSD |
|---|---|---|
| Max Drawdown | -14.06% | -67.18% |
| Longest DD Days | 225.0 | 683.0 |
| Avg. Drawdown | -2.83% | -7.23% |
| Avg. Drawdown Days | 39.0 | 38.0 |
| Recovery Factor | 3.38 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-05-18 | -14.06 | 209 |
| 2023-03-18 | 2023-06-21 | -10.48 | 94 |
| 2024-01-11 | 2024-08-23 | -9.89 | 225 |
| 2022-05-25 | 2022-09-11 | -7.64 | 109 |
| 2022-12-01 | 2023-03-17 | -6.45 | 106 |
| 2022-10-05 | 2022-11-30 | -4.94 | 56 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2023-09-08 | 2023-12-05 | -2.64 | 88 |
| 2022-09-12 | 2022-10-03 | -2.00 | 21 |
| 2023-08-09 | 2023-09-03 | -1.90 | 24 |
| Metric | 11381535:btcusd:triple_med_gx:lsma105_65 | 11381535:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -5.13% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 12.22% | 43.77% |
| Worst Month | -6.29% | -37.12% |
| Best Year | 19.46% | 155.54% |
| Worst Year | 2.95% | -61.15% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.75% | 9.13% |
| Avg. Down Week | -3.09% | -4.4% |
| Avg. Up Month | 3.8% | 16.03% |
| Avg. Down Month | -1.76% | -14.78% |
| Win Days % | 49.43% | 51.27% |
| Win Month % | 68.0% | 60.98% |
| Win Week % | 58.97% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 100.0% | 75.0% |