| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 76.63% | 220.31% |
| Max Drawdown | -17.08% | -67.18% |
| Sharpe | 0.55 | 0.45 |
| Sortino | 0.92 | 0.66 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 0.91 | 1.08 |
| CPC Index | 0.81 | 0.71 |
| Tail Ratio | 0.7 | 1.0 |
| Outlier Win Ratio | 49.58 | 3.28 |
| Outlier Loss Ratio | 4.17 | 3.14 |
| Volatility (ann.) | 8.14% | 26.14% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.05 | 0.6 |
| Skew | 3.08 | 0.2 |
| Kurtosis | 59.92 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.74% |
| Expected Yearly % | 15.28% | 33.78% |
| Kelly Criterion | 7.75% | 13.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.22% |
| Expected Shortfall (cVaR) | -0.69% | -2.22% |
| Year | 11385139:BTCUSD | 11385139:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -1.29 | 0.02 | + |
| 2023 | 155.54 | 30.62 | 0.20 | - |
| 2024 | 121.00 | 57.30 | 0.47 | - |
| 2025 | 30.14 | -12.92 | -0.43 | - |
| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| MTD | 0.96% | 13.36% |
| 3M | -1.06% | 45.08% |
| 6M | -5.99% | 28.47% |
| YTD | -12.92% | 30.14% |
| 1Y | 10.6% | 105.13% |
| 3Y (ann.) | 21.06% | 81.7% |
| 5Y (ann.) | 17.91% | 40.11% |
| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| Max Drawdown | -17.08% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -2.24% | -6.34% |
| Avg. Drawdown Days | 30.0 | 32.0 |
| Recovery Factor | 4.49 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -17.08 | 208 |
| 2022-05-25 | 2023-10-23 | -16.70 | 516 |
| 2024-05-30 | 2024-09-19 | -9.12 | 111 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2024-01-02 | 2024-03-04 | -4.43 | 61 |
| 2022-03-06 | 2022-03-24 | -4.15 | 18 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-04-24 | 2022-04-25 | -2.14 | 1 |
| 2023-12-06 | 2024-01-02 | -1.25 | 27 |
| Metric | 11385139:btcusd:triple_med_gx:lsma105_80 | 11385139:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -7.37% | -29.64% |
| Best Month | 18.61% | 43.77% |
| Worst Month | -8.2% | -37.12% |
| Best Year | 57.3% | 155.54% |
| Worst Year | -12.92% | -56.42% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 3.74% | 8.9% |
| Avg. Down Week | -2.69% | -6.03% |
| Avg. Up Month | 5.55% | 18.23% |
| Avg. Down Month | -4.55% | -15.28% |
| Win Days % | 47.6% | 51.32% |
| Win Month % | 63.16% | 62.79% |
| Win Week % | 54.17% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |