| Metric | 11382525:btcusd:triple_med_gx:lsma105_70 | 11382525:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 86.98% | 183.63% |
| Max Drawdown | -13.87% | -67.18% |
| Sharpe | 0.57 | 0.43 |
| Sortino | 0.92 | 0.62 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 45.54 | 3.3 |
| Outlier Loss Ratio | 3.88 | 3.15 |
| Volatility (ann.) | 8.88% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.48 | 0.54 |
| Skew | 2.41 | 0.2 |
| Kurtosis | 61.65 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.58% |
| Expected Yearly % | 16.94% | 29.77% |
| Kelly Criterion | 8.83% | 11.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11382525:BTCUSD | 11382525:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 25.81 | -0.45 | + |
| 2023 | 155.54 | 15.78 | 0.10 | - |
| 2024 | 121.00 | 26.36 | 0.22 | - |
| 2025 | 17.02 | 1.59 | 0.09 | - |
| Metric | 11382525:btcusd:triple_med_gx:lsma105_70 | 11382525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.98% | 31.76% |
| 6M | -0.1% | 12.25% |
| YTD | 1.59% | 17.02% |
| 1Y | 19.67% | 57.19% |
| 3Y (ann.) | 15.36% | 55.42% |
| 5Y (ann.) | 20.5% | 36.43% |
| Metric | 11382525:btcusd:triple_med_gx:lsma105_70 | 11382525:BTCUSD |
|---|---|---|
| Max Drawdown | -13.87% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -2.93% | -6.9% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 6.27 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-10-04 | -13.87 | 161 |
| 2023-03-18 | 2023-12-05 | -12.36 | 262 |
| 2024-01-31 | 2024-05-15 | -11.11 | 104 |
| 2024-12-17 | 2025-06-11 | -10.18 | 175 |
| 2024-05-18 | 2024-09-18 | -7.71 | 123 |
| 2022-10-05 | 2023-02-20 | -5.15 | 138 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2023-02-21 | 2023-03-17 | -3.04 | 23 |
| 2024-01-13 | 2024-01-31 | -2.96 | 18 |
| 2024-09-19 | 2024-10-18 | -2.71 | 28 |
| Metric | 11382525:btcusd:triple_med_gx:lsma105_70 | 11382525:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 15.92% | 43.77% |
| Worst Month | -6.19% | -37.12% |
| Best Year | 26.36% | 155.54% |
| Worst Year | 1.59% | -57.08% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 4.07% | 8.26% |
| Avg. Down Week | -2.85% | -3.97% |
| Avg. Up Month | 6.47% | 13.48% |
| Avg. Down Month | -2.61% | -13.77% |
| Win Days % | 49.53% | 51.32% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 57.63% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |