| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 18.3% | 233.23% |
| Max Drawdown | -33.54% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.25 | 0.67 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 33.27 | 3.45 |
| Outlier Loss Ratio | 4.16 | 3.38 |
| Volatility (ann.) | 10.39% | 26.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.15 | 0.62 |
| Skew | 1.03 | 0.2 |
| Kurtosis | 42.34 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.84% |
| Expected Yearly % | 4.29% | 35.11% |
| Kelly Criterion | -0.04% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11374571:BTCUSD | 11374571:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.90 | 0.13 | + |
| 2023 | 155.54 | 35.31 | 0.23 | - |
| 2024 | 121.00 | 32.81 | 0.27 | - |
| 2025 | 30.14 | -29.29 | -0.97 | - |
| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.95% | 45.08% |
| 6M | -24.88% | 28.47% |
| YTD | -29.29% | 30.14% |
| 1Y | -14.03% | 105.13% |
| 3Y (ann.) | 10.31% | 81.7% |
| 5Y (ann.) | 4.98% | 41.6% |
| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| Max Drawdown | -33.54% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -4.08% | -6.05% |
| Avg. Drawdown Days | 41.0 | 31.0 |
| Recovery Factor | 0.55 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -33.54 | 188 |
| 2022-03-02 | 2023-12-02 | -28.70 | 640 |
| 2024-04-01 | 2024-09-13 | -9.58 | 165 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 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 |
| 2024-01-09 | 2024-01-30 | -3.27 | 21 |
| 2024-12-09 | 2024-12-16 | -2.70 | 7 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11374571:btcusd:triple_med_gx:lsma105_35 | 11374571:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 13.83% | 43.77% |
| Worst Month | -17.15% | -37.12% |
| Best Year | 35.31% | 155.54% |
| Worst Year | -29.29% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.59% | 7.87% |
| Avg. Down Week | -3.19% | -3.39% |
| Avg. Up Month | 5.53% | 16.13% |
| Avg. Down Month | -4.32% | -12.77% |
| Win Days % | 47.63% | 51.3% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 48.28% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |