| Metric | 11370479:btcusd:triple_med_gx:lsma105_10 | 11370479:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 45.97% | 220.31% |
| Max Drawdown | -27.68% | -67.18% |
| Sharpe | 0.3 | 0.45 |
| Sortino | 0.46 | 0.66 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 29.95 | 3.55 |
| Outlier Loss Ratio | 4.13 | 3.44 |
| Volatility (ann.) | 11.29% | 26.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.42 | 0.6 |
| Skew | 1.73 | 0.2 |
| Kurtosis | 45.24 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.74% |
| Expected Yearly % | 9.92% | 33.78% |
| Kelly Criterion | 0.8% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11370479:BTCUSD | 11370479:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -2.63 | 0.05 | + |
| 2023 | 155.54 | 48.70 | 0.31 | - |
| 2024 | 121.00 | 32.00 | 0.26 | - |
| 2025 | 30.14 | -23.62 | -0.78 | - |
| Metric | 11370479:btcusd:triple_med_gx:lsma105_10 | 11370479:BTCUSD |
|---|---|---|
| MTD | -2.08% | 13.36% |
| 3M | -6.35% | 45.08% |
| 6M | -22.02% | 28.47% |
| YTD | -23.62% | 30.14% |
| 1Y | -0.48% | 105.13% |
| 3Y (ann.) | 13.52% | 81.7% |
| 5Y (ann.) | 11.58% | 40.11% |
| Metric | 11370479:btcusd:triple_med_gx:lsma105_10 | 11370479:BTCUSD |
|---|---|---|
| Max Drawdown | -27.68% | -67.18% |
| Longest DD Days | 408.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.34% |
| Avg. Drawdown Days | 36.0 | 32.0 |
| Recovery Factor | 1.66 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.68 | 188 |
| 2022-03-02 | 2023-04-14 | -24.49 | 408 |
| 2024-07-01 | 2024-10-15 | -15.73 | 105 |
| 2023-04-30 | 2023-06-23 | -14.26 | 53 |
| 2024-03-05 | 2024-07-01 | -11.07 | 118 |
| 2023-08-29 | 2023-12-04 | -8.76 | 96 |
| 2023-07-30 | 2023-08-29 | -5.63 | 30 |
| 2023-12-06 | 2024-03-04 | -4.93 | 89 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2023-04-14 | 2023-04-27 | -1.99 | 12 |
| Metric | 11370479:btcusd:triple_med_gx:lsma105_10 | 11370479:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 21.34% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 21.34% | 43.77% |
| Worst Month | -19.27% | -37.12% |
| Best Year | 48.7% | 155.54% |
| Worst Year | -23.62% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.32% | 8.61% |
| Avg. Down Week | -2.91% | -3.28% |
| Avg. Up Month | 7.52% | 16.24% |
| Avg. Down Month | -5.19% | -13.01% |
| Win Days % | 48.13% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 48.45% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |