| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 58.62% | 183.93% |
| Max Drawdown | -22.05% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 0.87 | 0.99 |
| Outlier Win Ratio | 46.67 | 3.3 |
| Outlier Loss Ratio | 3.87 | 3.2 |
| Volatility (ann.) | 9.02% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.67 | 0.54 |
| Skew | 2.5 | 0.2 |
| Kurtosis | 61.49 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.58% |
| Expected Yearly % | 12.23% | 29.81% |
| Kelly Criterion | 5.43% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11383811:BTCUSD | 11383811:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 14.38 | -0.25 | + |
| 2023 | 155.54 | 28.65 | 0.18 | - |
| 2024 | 121.00 | 8.38 | 0.07 | - |
| 2025 | 17.02 | -0.54 | -0.03 | - |
| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.71% | 31.76% |
| 6M | -5.47% | 12.25% |
| YTD | -0.54% | 17.02% |
| 1Y | 6.75% | 57.19% |
| 3Y (ann.) | 11.34% | 55.42% |
| 5Y (ann.) | 14.72% | 36.44% |
| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| Max Drawdown | -22.05% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.09% | -6.73% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 2.66 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -22.05 | 325 |
| 2024-12-17 | 2025-06-11 | -13.75 | 175 |
| 2023-12-06 | 2024-05-15 | -13.74 | 161 |
| 2024-05-18 | 2024-10-18 | -10.12 | 153 |
| 2023-04-15 | 2023-08-08 | -5.45 | 115 |
| 2023-09-18 | 2023-12-04 | -4.95 | 76 |
| 2022-03-06 | 2022-03-24 | -3.87 | 18 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-04-24 | 2022-04-25 | -2.14 | 1 |
| 2024-10-18 | 2024-11-10 | -1.67 | 22 |
| Metric | 11383811:btcusd:triple_med_gx:lsma105_75 | 11383811:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 16.55% | 43.77% |
| Worst Month | -9.33% | -37.12% |
| Best Year | 28.65% | 155.54% |
| Worst Year | -0.54% | -57.04% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.64% | 9.02% |
| Avg. Down Week | -3.07% | -4.92% |
| Avg. Up Month | 5.57% | 15.68% |
| Avg. Down Month | -3.5% | -14.17% |
| Win Days % | 47.5% | 51.31% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 47.76% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |