| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 40.65% | 222.44% |
| Max Drawdown | -29.37% | -67.18% |
| Sharpe | 0.28 | 0.45 |
| Sortino | 0.42 | 0.66 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 29.16 | 3.51 |
| Outlier Loss Ratio | 4.13 | 3.46 |
| Volatility (ann.) | 11.23% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.35 | 0.6 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 43.87 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.76% |
| Expected Yearly % | 8.9% | 34.0% |
| Kelly Criterion | 1.46% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11371180:BTCUSD | 11371180:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -14.42 | 0.26 | + |
| 2023 | 155.54 | 51.97 | 0.33 | - |
| 2024 | 121.00 | 41.85 | 0.35 | - |
| 2025 | 30.14 | -23.76 | -0.79 | - |
| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -2.79% | 45.08% |
| 6M | -20.81% | 28.47% |
| YTD | -23.76% | 30.14% |
| 1Y | 0.83% | 105.13% |
| 3Y (ann.) | 14.27% | 81.7% |
| 5Y (ann.) | 10.38% | 40.34% |
| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| Max Drawdown | -29.37% | -67.18% |
| Longest DD Days | 624.0 | 683.0 |
| Avg. Drawdown | -3.8% | -6.36% |
| Avg. Drawdown Days | 45.0 | 32.0 |
| Recovery Factor | 1.38 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -29.37 | 188 |
| 2022-02-07 | 2023-10-24 | -28.43 | 624 |
| 2024-03-05 | 2024-10-14 | -13.44 | 223 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2023-11-21 | 2023-12-02 | -2.96 | 11 |
| 2024-01-09 | 2024-01-29 | -2.65 | 20 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2023-12-06 | 2024-01-02 | -1.25 | 27 |
| Metric | 11371180:btcusd:triple_med_gx:lsma105_15 | 11371180:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 15.55% | 43.77% |
| Worst Month | -17.69% | -37.12% |
| Best Year | 51.97% | 155.54% |
| Worst Year | -23.76% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.83% | 8.02% |
| Avg. Down Week | -2.8% | -3.0% |
| Avg. Up Month | 6.36% | 15.55% |
| Avg. Down Month | -5.2% | -13.62% |
| Win Days % | 48.66% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 49.48% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |