| Metric | 11378826:btcusd:triple_med_gx:lsma105_55 | 11378826:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 43.25% | 220.31% |
| Max Drawdown | -24.47% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.47 | 0.66 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.3 | 1.0 |
| Outlier Win Ratio | 36.72 | 3.43 |
| Outlier Loss Ratio | 3.92 | 3.37 |
| Volatility (ann.) | 10.05% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.45 | 0.6 |
| Skew | 1.26 | 0.2 |
| Kurtosis | 43.54 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.74% |
| Expected Yearly % | 9.4% | 33.78% |
| Kelly Criterion | 3.33% | 6.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11378826:BTCUSD | 11378826:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 7.96 | -0.14 | + |
| 2023 | 155.54 | 33.48 | 0.22 | - |
| 2024 | 121.00 | 21.70 | 0.18 | - |
| 2025 | 30.14 | -18.32 | -0.61 | - |
| Metric | 11378826:btcusd:triple_med_gx:lsma105_55 | 11378826:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -5.64% | 45.08% |
| 6M | -15.09% | 28.47% |
| YTD | -18.32% | 30.14% |
| 1Y | 5.88% | 105.13% |
| 3Y (ann.) | 15.17% | 81.7% |
| 5Y (ann.) | 10.97% | 40.11% |
| Metric | 11378826:btcusd:triple_med_gx:lsma105_55 | 11378826:BTCUSD |
|---|---|---|
| Max Drawdown | -24.47% | -67.18% |
| Longest DD Days | 428.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.34% |
| Avg. Drawdown Days | 42.0 | 32.0 |
| Recovery Factor | 1.77 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-05-05 | -24.47 | 428 |
| 2025-01-07 | 2025-07-14 | -23.08 | 188 |
| 2024-03-05 | 2024-09-19 | -12.49 | 198 |
| 2023-12-06 | 2024-03-04 | -9.68 | 89 |
| 2023-08-08 | 2023-12-04 | -9.66 | 117 |
| 2023-05-06 | 2023-06-21 | -8.74 | 46 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2023-06-22 | 2023-06-23 | -1.34 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11378826:btcusd:triple_med_gx:lsma105_55 | 11378826:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 17.78% | 35.75% |
| Worst Week | -10.69% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -10.57% | -37.12% |
| Best Year | 33.48% | 155.54% |
| Worst Year | -18.32% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 5.42% | 9.42% |
| Avg. Down Week | -3.51% | -3.63% |
| Avg. Up Month | 6.54% | 18.39% |
| Avg. Down Month | -4.61% | -15.23% |
| Win Days % | 49.38% | 51.32% |
| Win Month % | 52.63% | 62.79% |
| Win Week % | 42.86% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |