| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.22% | 203.48% |
| Max Drawdown | -22.1% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.38 | 0.65 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 46.78 | 3.24 |
| Outlier Loss Ratio | 3.95 | 3.12 |
| Volatility (ann.) | 8.61% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.35 | 0.58 |
| Skew | 0.19 | 0.2 |
| Kurtosis | 56.63 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.68% |
| Expected Yearly % | 6.41% | 31.99% |
| Kelly Criterion | 0.35% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11382170:BTCUSD | 11382170:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 12.44 | -0.23 | + |
| 2023 | 155.54 | -11.36 | -0.07 | - |
| 2024 | 121.00 | 44.73 | 0.37 | - |
| 2025 | 17.02 | -11.11 | -0.65 | - |
| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.32% | 31.76% |
| 6M | -17.64% | 12.25% |
| YTD | -11.11% | 17.02% |
| 1Y | -2.5% | 57.19% |
| 3Y (ann.) | 9.43% | 55.42% |
| 5Y (ann.) | 7.65% | 38.98% |
| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| Max Drawdown | -22.1% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -3.22% | -6.06% |
| Avg. Drawdown Days | 41.0 | 30.0 |
| Recovery Factor | 1.28 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -22.10 | 200 |
| 2022-07-30 | 2024-05-02 | -20.89 | 641 |
| 2022-02-16 | 2022-07-06 | -12.89 | 140 |
| 2024-05-27 | 2024-07-26 | -7.77 | 59 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-09-28 | 2024-11-21 | -3.09 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2022-07-08 | 2022-07-17 | -1.84 | 8 |
| Metric | 11382170:btcusd:triple_med_gx:lsma105_70 | 11382170:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -8.29% | -29.64% |
| Best Month | 26.2% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 44.73% | 155.54% |
| Worst Year | -11.36% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.49% | 6.08% |
| Avg. Down Week | -2.5% | -5.91% |
| Avg. Up Month | 5.66% | 14.39% |
| Avg. Down Month | -5.62% | -13.51% |
| Win Days % | 46.95% | 51.28% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 45.35% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |