| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 113.77% | 208.04% |
| Max Drawdown | -14.16% | -67.18% |
| Sharpe | 0.74 | 0.44 |
| Sortino | 1.31 | 0.64 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.47 | 1.08 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 1.02 | 0.71 |
| Tail Ratio | 0.64 | 1.0 |
| Outlier Win Ratio | 54.08 | 3.21 |
| Outlier Loss Ratio | 4.1 | 2.96 |
| Volatility (ann.) | 7.85% | 26.12% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.74 | 0.57 |
| Skew | 4.13 | 0.2 |
| Kurtosis | 88.57 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.83% | 2.71% |
| Expected Yearly % | 20.92% | 32.48% |
| Kelly Criterion | 13.75% | 13.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11385181:BTCUSD | 11385181:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 35.50 | -0.62 | + |
| 2023 | 155.54 | 11.27 | 0.07 | - |
| 2024 | 121.00 | 51.91 | 0.43 | - |
| 2025 | 27.10 | -6.66 | -0.25 | - |
| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| MTD | 0.99% | 10.71% |
| 3M | 1.18% | 41.88% |
| 6M | 1.31% | 22.91% |
| YTD | -6.66% | 27.1% |
| 1Y | 16.32% | 82.29% |
| 3Y (ann.) | 20.43% | 77.48% |
| 5Y (ann.) | 24.62% | 38.53% |
| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| Max Drawdown | -14.16% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -2.17% | -6.7% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 8.03 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -14.16 | 211 |
| 2023-03-18 | 2023-12-05 | -11.02 | 262 |
| 2024-05-18 | 2024-09-18 | -8.04 | 123 |
| 2022-10-05 | 2023-03-17 | -7.73 | 163 |
| 2022-04-26 | 2022-05-24 | -6.09 | 28 |
| 2022-05-25 | 2022-07-19 | -6.00 | 55 |
| 2022-07-19 | 2022-09-09 | -4.99 | 51 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-01-13 | 2024-01-16 | -2.96 | 3 |
| 2024-02-03 | 2024-04-04 | -2.45 | 60 |
| Metric | 11385181:btcusd:triple_med_gx:lsma105_80 | 11385181:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.19% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 20.41% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 51.91% | 155.54% |
| Worst Year | -6.66% | -57.08% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 4.29% | 7.95% |
| Avg. Down Week | -2.78% | -4.49% |
| Avg. Up Month | 7.65% | 15.16% |
| Avg. Down Month | -1.83% | -13.85% |
| Win Days % | 50.0% | 51.33% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 55.93% | 51.63% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |