| Metric | 11377661:btcusd:triple_med_gx:lsma105_50 | 11377661:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 39.68% | 233.23% |
| Max Drawdown | -28.98% | -67.18% |
| Sharpe | 0.29 | 0.46 |
| Sortino | 0.44 | 0.67 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 35.37 | 3.47 |
| Outlier Loss Ratio | 4.15 | 3.34 |
| Volatility (ann.) | 10.11% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.35 | 0.62 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 44.98 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.84% |
| Expected Yearly % | 8.71% | 35.11% |
| Kelly Criterion | 2.02% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11377661:BTCUSD | 11377661:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -5.85 | 0.11 | + |
| 2023 | 155.54 | 48.01 | 0.31 | - |
| 2024 | 121.00 | 30.97 | 0.26 | - |
| 2025 | 30.14 | -23.46 | -0.78 | - |
| Metric | 11377661:btcusd:triple_med_gx:lsma105_50 | 11377661:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -4.24% | 45.08% |
| 6M | -18.69% | 28.47% |
| YTD | -23.46% | 30.14% |
| 1Y | -3.08% | 105.13% |
| 3Y (ann.) | 18.94% | 81.7% |
| 5Y (ann.) | 10.14% | 41.6% |
| Metric | 11377661:btcusd:triple_med_gx:lsma105_50 | 11377661:BTCUSD |
|---|---|---|
| Max Drawdown | -28.98% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.05% |
| Avg. Drawdown Days | 46.0 | 31.0 |
| Recovery Factor | 1.37 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-08-29 | -28.98 | 545 |
| 2025-01-07 | 2025-07-14 | -28.07 | 188 |
| 2024-03-05 | 2024-10-15 | -16.87 | 224 |
| 2023-08-29 | 2023-10-23 | -8.76 | 55 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-01-09 | 2024-01-29 | -2.01 | 20 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11377661:btcusd:triple_med_gx:lsma105_50 | 11377661:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -12.03% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -11.52% | -37.12% |
| Best Year | 48.01% | 155.54% |
| Worst Year | -23.46% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.7% | 6.96% |
| Avg. Down Week | -3.49% | -3.49% |
| Avg. Up Month | 5.65% | 14.5% |
| Avg. Down Month | -4.67% | -13.33% |
| Win Days % | 48.22% | 51.3% |
| Win Month % | 58.97% | 62.79% |
| Win Week % | 51.76% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |