| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 37.87% | 203.48% |
| Max Drawdown | -14.86% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.6 | 0.65 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.53 | 3.09 |
| Outlier Loss Ratio | 4.2 | 3.02 |
| Volatility (ann.) | 6.84% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.67 | 0.58 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 74.87 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.68% |
| Expected Yearly % | 8.36% | 31.99% |
| Kelly Criterion | 3.56% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11384742:BTCUSD | 11384742:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 11.44 | -0.21 | + |
| 2023 | 155.54 | -5.48 | -0.04 | - |
| 2024 | 121.00 | 29.48 | 0.24 | - |
| 2025 | 17.02 | 1.10 | 0.06 | - |
| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.06% | 31.76% |
| 6M | -2.51% | 12.25% |
| YTD | 1.1% | 17.02% |
| 1Y | 11.4% | 57.19% |
| 3Y (ann.) | 10.01% | 55.42% |
| 5Y (ann.) | 9.99% | 38.98% |
| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -67.18% |
| Longest DD Days | 591.0 | 683.0 |
| Avg. Drawdown | -2.65% | -6.06% |
| Avg. Drawdown Days | 45.0 | 30.0 |
| Recovery Factor | 2.55 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-05-03 | -14.86 | 591 |
| 2024-11-23 | 2025-06-11 | -9.26 | 200 |
| 2022-07-20 | 2022-09-19 | -7.52 | 61 |
| 2022-02-16 | 2022-05-30 | -6.77 | 103 |
| 2024-05-29 | 2024-07-14 | -5.78 | 46 |
| 2022-05-31 | 2022-07-04 | -4.89 | 34 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-07-27 | 2024-08-23 | -3.10 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-18 | -1.84 | 10 |
| Metric | 11384742:btcusd:triple_med_gx:lsma105_80 | 11384742:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 12.72% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 14.05% | 43.77% |
| Worst Month | -7.55% | -37.12% |
| Best Year | 29.48% | 155.54% |
| Worst Year | -5.48% | -54.08% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.69% | 6.7% |
| Avg. Down Week | -1.68% | -6.93% |
| Avg. Up Month | 3.45% | 13.82% |
| Avg. Down Month | -3.31% | -14.38% |
| Win Days % | 46.91% | 51.28% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 51.43% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |