| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 58.01% | 220.31% |
| Max Drawdown | -33.54% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.54 | 0.66 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 29.22 | 3.53 |
| Outlier Loss Ratio | 4.1 | 3.5 |
| Volatility (ann.) | 11.37% | 26.14% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.42 | 0.6 |
| Skew | 1.69 | 0.2 |
| Kurtosis | 44.14 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.74% |
| Expected Yearly % | 12.12% | 33.78% |
| Kelly Criterion | 2.7% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11371200:BTCUSD | 11371200:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 3.19 | -0.06 | + |
| 2023 | 155.54 | 57.94 | 0.37 | - |
| 2024 | 121.00 | 35.40 | 0.29 | - |
| 2025 | 30.14 | -28.40 | -0.94 | - |
| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -7.0% | 45.08% |
| 6M | -25.63% | 28.47% |
| YTD | -28.4% | 30.14% |
| 1Y | 0.31% | 105.13% |
| 3Y (ann.) | 15.76% | 81.7% |
| 5Y (ann.) | 14.17% | 40.11% |
| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| Max Drawdown | -33.54% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -3.61% | -6.34% |
| Avg. Drawdown Days | 33.0 | 32.0 |
| Recovery Factor | 1.73 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -33.54 | 188 |
| 2022-03-02 | 2023-03-17 | -20.31 | 380 |
| 2024-03-05 | 2024-10-14 | -17.38 | 223 |
| 2023-04-30 | 2023-06-21 | -9.50 | 51 |
| 2023-08-29 | 2023-12-02 | -8.93 | 95 |
| 2023-07-31 | 2023-08-29 | -5.06 | 29 |
| 2023-12-06 | 2024-03-04 | -4.79 | 89 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2023-04-14 | 2023-04-30 | -1.99 | 16 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11371200:btcusd:triple_med_gx:lsma105_15 | 11371200:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 21.34% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 21.34% | 43.77% |
| Worst Month | -18.04% | -37.12% |
| Best Year | 57.94% | 155.54% |
| Worst Year | -28.4% | -56.42% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.52% | 8.37% |
| Avg. Down Week | -3.0% | -3.34% |
| Avg. Up Month | 7.97% | 17.33% |
| Avg. Down Month | -4.04% | -12.59% |
| Win Days % | 49.02% | 51.32% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 47.87% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |