| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 32.77% | 203.48% |
| Max Drawdown | -25.28% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.65 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 0.59 | 1.07 |
| CPC Index | 0.64 | 0.66 |
| Tail Ratio | 0.52 | 0.99 |
| Outlier Win Ratio | 52.0 | 3.2 |
| Outlier Loss Ratio | 3.98 | 3.14 |
| Volatility (ann.) | 8.22% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.35 | 0.58 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 74.25 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.68% |
| Expected Yearly % | 7.34% | 31.99% |
| Kelly Criterion | 1.96% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382059:BTCUSD | 11382059:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 22.96 | -0.42 | + |
| 2023 | 155.54 | -14.80 | -0.10 | - |
| 2024 | 121.00 | 53.97 | 0.45 | - |
| 2025 | 17.02 | -17.69 | -1.04 | - |
| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.44% | 31.76% |
| 6M | -16.62% | 12.25% |
| YTD | -17.69% | 17.02% |
| 1Y | 5.7% | 57.19% |
| 3Y (ann.) | 7.17% | 55.42% |
| 5Y (ann.) | 8.77% | 38.98% |
| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| Max Drawdown | -25.28% | -67.18% |
| Longest DD Days | 718.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.06% |
| Avg. Drawdown Days | 45.0 | 30.0 |
| Recovery Factor | 1.3 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-04 | 2024-08-23 | -25.28 | 718 |
| 2025-01-12 | 2025-06-11 | -20.62 | 149 |
| 2022-03-09 | 2022-07-04 | -10.61 | 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 | -2.69 | 16 |
| 2022-07-20 | 2022-08-13 | -2.48 | 23 |
| 2022-07-08 | 2022-07-16 | -2.46 | 8 |
| 2022-02-16 | 2022-03-09 | -2.31 | 21 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11382059:btcusd:triple_med_gx:lsma105_70 | 11382059:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.89% | 35.75% |
| Worst Week | -7.31% | -29.64% |
| Best Month | 24.63% | 43.77% |
| Worst Month | -8.59% | -37.12% |
| Best Year | 53.97% | 155.54% |
| Worst Year | -17.69% | -54.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 4.02% | 7.75% |
| Avg. Down Week | -2.36% | -4.36% |
| Avg. Up Month | 5.56% | 16.09% |
| Avg. Down Month | -4.37% | -11.83% |
| Win Days % | 46.73% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 46.34% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |