| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 28.43% | 203.48% |
| Max Drawdown | -20.98% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.47 | 0.65 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 0.27 | 1.07 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 0.24 | 0.99 |
| Outlier Win Ratio | 61.16 | 3.09 |
| Outlier Loss Ratio | 4.35 | 3.05 |
| Volatility (ann.) | 7.02% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.37 | 0.58 |
| Skew | 3.11 | 0.2 |
| Kurtosis | 86.39 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.68% |
| Expected Yearly % | 6.46% | 31.99% |
| Kelly Criterion | 1.44% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11381947:BTCUSD | 11381947:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 21.17 | -0.39 | + |
| 2023 | 155.54 | -12.95 | -0.08 | - |
| 2024 | 121.00 | 33.90 | 0.28 | - |
| 2025 | 17.02 | -9.06 | -0.53 | - |
| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.68% | 31.76% |
| 6M | -7.32% | 12.25% |
| YTD | -9.06% | 17.02% |
| 1Y | 11.79% | 57.19% |
| 3Y (ann.) | 3.79% | 55.42% |
| 5Y (ann.) | 7.7% | 38.98% |
| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| Max Drawdown | -20.98% | -67.18% |
| Longest DD Days | 789.0 | 683.0 |
| Avg. Drawdown | -3.12% | -6.06% |
| Avg. Drawdown Days | 50.0 | 30.0 |
| Recovery Factor | 1.36 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2024-09-27 | -20.98 | 789 |
| 2025-01-26 | 2025-06-11 | -15.83 | 136 |
| 2022-04-28 | 2022-06-07 | -6.74 | 39 |
| 2022-06-08 | 2022-07-04 | -4.67 | 26 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-28 | 2024-10-24 | -2.02 | 25 |
| 2022-04-02 | 2022-04-27 | -1.80 | 25 |
| 2022-07-07 | 2022-07-18 | -1.78 | 11 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| Metric | 11381947:btcusd:triple_med_gx:lsma105_70 | 11381947:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 8.77% | 43.77% |
| Worst Month | -8.07% | -37.12% |
| Best Year | 33.9% | 155.54% |
| Worst Year | -12.95% | -54.08% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.82% | 6.0% |
| Avg. Down Week | -1.99% | -4.75% |
| Avg. Up Month | 4.06% | 17.05% |
| Avg. Down Month | -3.19% | -12.57% |
| Win Days % | 46.55% | 51.28% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 45.33% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |