| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 31.97% | 202.8% |
| Max Drawdown | -26.05% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.24 | 1.13 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 52.43 | 3.2 |
| Outlier Loss Ratio | 4.31 | 3.0 |
| Volatility (ann.) | 7.91% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.33 | 0.58 |
| Skew | 2.03 | 0.2 |
| Kurtosis | 82.02 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.67% |
| Expected Yearly % | 7.18% | 31.91% |
| Kelly Criterion | 2.53% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11391613:BTCUSD | 11391613:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 11.23 | -0.21 | + |
| 2023 | 155.54 | -6.90 | -0.04 | - |
| 2024 | 121.00 | 13.20 | 0.11 | - |
| 2025 | 16.76 | 12.59 | 0.75 | - |
| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| MTD | 5.77% | 4.16% |
| 3M | 1.27% | 31.46% |
| 6M | 12.25% | 12.77% |
| YTD | 12.59% | 16.76% |
| 1Y | 15.27% | 56.84% |
| 3Y (ann.) | 1.99% | 55.31% |
| 5Y (ann.) | 8.57% | 38.89% |
| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| Max Drawdown | -26.05% | -67.18% |
| Longest DD Days | 1034.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.06% |
| Avg. Drawdown Days | 73.0 | 30.0 |
| Recovery Factor | 1.23 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2025-03-05 | -26.05 | 1034 |
| 2025-04-06 | 2025-06-09 | -8.20 | 64 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2022-01-29 | 2022-02-26 | -0.52 | 28 |
| 2025-03-05 | 2025-04-05 | -0.50 | 31 |
| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.48% | 35.75% |
| Worst Week | -6.19% | -29.64% |
| Best Month | 10.48% | 43.77% |
| Worst Month | -6.65% | -37.12% |
| Best Year | 13.2% | 155.54% |
| Worst Year | -6.9% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.66% | -0.74% |
| Avg. Up Week | 2.54% | 5.74% |
| Avg. Down Week | -1.91% | -2.15% |
| Avg. Up Month | 3.99% | 13.92% |
| Avg. Down Month | -2.84% | -12.19% |
| Win Days % | 45.98% | 51.27% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 48.65% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |