| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 34.12% | 172.16% |
| Max Drawdown | -22.29% | -67.18% |
| Sharpe | 0.29 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 60.33 | 3.08 |
| Outlier Loss Ratio | 2.85 | 2.95 |
| Volatility (ann.) | 9.11% | 26.26% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.42 | 0.53 |
| Skew | 0.8 | 0.19 |
| Kurtosis | 123.46 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.47% |
| Expected Yearly % | 7.61% | 28.44% |
| Kelly Criterion | 5.48% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11392909:BTCUSD | 11392909:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 18.15 | -0.31 | + |
| 2023 | 155.54 | 12.57 | 0.08 | - |
| 2024 | 121.00 | -13.44 | -0.11 | - |
| 2025 | 16.76 | 16.49 | 0.98 | - |
| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.42% | 31.46% |
| 6M | 16.49% | 12.77% |
| YTD | 16.49% | 16.76% |
| 1Y | 6.78% | 56.84% |
| 3Y (ann.) | 8.89% | 55.31% |
| 5Y (ann.) | 9.27% | 35.29% |
| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| Max Drawdown | -22.29% | -67.18% |
| Longest DD Days | 397.0 | 683.0 |
| Avg. Drawdown | -5.23% | -7.19% |
| Avg. Drawdown Days | 64.0 | 37.0 |
| Recovery Factor | 1.53 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-10 | 2025-06-11 | -22.29 | 397 |
| 2023-12-22 | 2024-05-09 | -11.32 | 139 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-11-11 | 2023-07-13 | -10.22 | 244 |
| 2022-06-16 | 2022-09-27 | -9.71 | 103 |
| 2022-09-27 | 2022-11-10 | -7.06 | 44 |
| 2022-03-20 | 2022-06-15 | -6.18 | 87 |
| 2023-10-20 | 2023-11-15 | -4.70 | 26 |
| 2023-07-14 | 2023-10-20 | -4.49 | 98 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11392909:btcusd:triple_med_gx:lsma70_105 | 11392909:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 11.42% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 18.15% | 155.54% |
| Worst Year | -13.44% | -58.73% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.96% | -1.06% |
| Avg. Up Week | 3.02% | 7.23% |
| Avg. Down Week | -1.55% | -5.34% |
| Avg. Up Month | 5.16% | 12.0% |
| Avg. Down Month | -2.88% | -11.61% |
| Win Days % | 49.87% | 51.29% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 45.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |