| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 29.15% | 233.23% |
| Max Drawdown | -33.28% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.34 | 0.67 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 32.25 | 3.5 |
| Outlier Loss Ratio | 4.17 | 3.39 |
| Volatility (ann.) | 10.47% | 26.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.23 | 0.62 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 38.4 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.84% |
| Expected Yearly % | 6.6% | 35.11% |
| Kelly Criterion | 0.96% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11373645:BTCUSD | 11373645:btcusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -9.62 | 0.18 | + |
| 2023 | 155.54 | 34.49 | 0.22 | - |
| 2024 | 121.00 | 38.86 | 0.32 | - |
| 2025 | 30.14 | -23.48 | -0.78 | - |
| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.8% | 45.08% |
| 6M | -19.78% | 28.47% |
| YTD | -23.48% | 30.14% |
| 1Y | -7.42% | 105.13% |
| 3Y (ann.) | 14.08% | 81.7% |
| 5Y (ann.) | 7.67% | 41.6% |
| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| Max Drawdown | -33.28% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.05% |
| Avg. Drawdown Days | 38.0 | 31.0 |
| Recovery Factor | 0.88 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-04 | -33.28 | 642 |
| 2025-01-07 | 2025-07-14 | -29.03 | 188 |
| 2024-04-01 | 2024-05-15 | -8.50 | 44 |
| 2024-05-16 | 2024-09-13 | -8.29 | 120 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-12-09 | 2024-12-16 | -4.49 | 7 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11373645:btcusd:triple_med_gx:lsma105_30 | 11373645:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 13.81% | 43.77% |
| Worst Month | -10.32% | -37.12% |
| Best Year | 38.86% | 155.54% |
| Worst Year | -23.48% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.63% | 7.92% |
| Avg. Down Week | -3.18% | -3.46% |
| Avg. Up Month | 5.64% | 15.71% |
| Avg. Down Month | -3.58% | -12.89% |
| Win Days % | 48.12% | 51.3% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 47.19% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |