| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 69.54% | 183.93% |
| Max Drawdown | -20.1% | -67.18% |
| Sharpe | 0.47 | 0.43 |
| Sortino | 0.74 | 0.62 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 1.47 | 0.99 |
| Outlier Win Ratio | 42.73 | 3.33 |
| Outlier Loss Ratio | 3.87 | 3.25 |
| Volatility (ann.) | 9.39% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.85 | 0.54 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 55.14 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.58% |
| Expected Yearly % | 14.11% | 29.81% |
| Kelly Criterion | 6.74% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11382504:BTCUSD | 11382504:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 29.67 | -0.52 | + |
| 2023 | 155.54 | 24.81 | 0.16 | - |
| 2024 | 121.00 | 6.94 | 0.06 | - |
| 2025 | 17.02 | -2.05 | -0.12 | - |
| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.6% | 31.76% |
| 6M | -6.91% | 12.25% |
| YTD | -2.05% | 17.02% |
| 1Y | 4.88% | 57.19% |
| 3Y (ann.) | 11.46% | 55.42% |
| 5Y (ann.) | 17.02% | 36.44% |
| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| Max Drawdown | -20.1% | -67.18% |
| Longest DD Days | 317.0 | 683.0 |
| Avg. Drawdown | -3.04% | -6.73% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 3.46 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-04 | -20.10 | 161 |
| 2023-12-06 | 2024-10-18 | -16.28 | 317 |
| 2024-12-17 | 2025-06-11 | -14.96 | 175 |
| 2023-04-14 | 2023-08-08 | -8.99 | 116 |
| 2023-09-18 | 2023-12-04 | -4.95 | 76 |
| 2022-10-05 | 2023-02-20 | -4.54 | 138 |
| 2022-03-06 | 2022-03-22 | -3.80 | 15 |
| 2023-09-01 | 2023-09-18 | -2.38 | 17 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| Metric | 11382504:btcusd:triple_med_gx:lsma105_70 | 11382504:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 16.55% | 43.77% |
| Worst Month | -8.18% | -37.12% |
| Best Year | 29.67% | 155.54% |
| Worst Year | -2.05% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.93% | 8.88% |
| Avg. Down Week | -2.76% | -4.82% |
| Avg. Up Month | 6.39% | 15.68% |
| Avg. Down Month | -4.07% | -14.17% |
| Win Days % | 48.53% | 51.31% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 47.76% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |