| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 25.95% | 222.44% |
| Max Drawdown | -27.14% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.33 | 0.66 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 35.53 | 3.41 |
| Outlier Loss Ratio | 4.09 | 3.32 |
| Volatility (ann.) | 9.91% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.25 | 0.6 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 46.37 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.76% |
| Expected Yearly % | 5.94% | 34.0% |
| Kelly Criterion | 1.43% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11375572:BTCUSD | 11375572:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.74 | 0.07 | + |
| 2023 | 155.54 | 39.32 | 0.25 | - |
| 2024 | 121.00 | 21.17 | 0.17 | - |
| 2025 | 30.14 | -22.49 | -0.75 | - |
| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -2.02% | 45.08% |
| 6M | -20.31% | 28.47% |
| YTD | -22.49% | 30.14% |
| 1Y | -6.9% | 105.13% |
| 3Y (ann.) | 9.82% | 81.7% |
| 5Y (ann.) | 6.91% | 40.34% |
| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| Max Drawdown | -27.14% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.36% |
| Avg. Drawdown Days | 56.0 | 32.0 |
| Recovery Factor | 0.96 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.14 | 188 |
| 2022-03-02 | 2023-10-24 | -24.97 | 601 |
| 2024-03-05 | 2024-10-16 | -13.85 | 225 |
| 2024-12-17 | 2025-01-06 | -4.50 | 20 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-30 | -3.41 | 21 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2023-12-06 | 2024-01-08 | -1.25 | 33 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11375572:btcusd:triple_med_gx:lsma105_40 | 11375572:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 15.37% | 43.77% |
| Worst Month | -17.42% | -37.12% |
| Best Year | 39.32% | 155.54% |
| Worst Year | -22.49% | -56.13% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.31% | 7.75% |
| Avg. Down Week | -3.02% | -3.5% |
| Avg. Up Month | 5.28% | 14.5% |
| Avg. Down Month | -5.46% | -14.08% |
| Win Days % | 48.42% | 51.29% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 50.6% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |