| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 51.2% | 220.31% |
| Max Drawdown | -21.58% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.54 | 0.66 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.55 | 1.08 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.35 | 1.0 |
| Outlier Win Ratio | 37.11 | 3.41 |
| Outlier Loss Ratio | 3.94 | 3.32 |
| Volatility (ann.) | 9.89% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.59 | 0.6 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 44.71 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.74% |
| Expected Yearly % | 10.89% | 33.78% |
| Kelly Criterion | 3.45% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11379998:BTCUSD | 11379998:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 7.40 | -0.13 | + |
| 2023 | 155.54 | 28.41 | 0.18 | - |
| 2024 | 121.00 | 20.91 | 0.17 | - |
| 2025 | 30.14 | -9.32 | -0.31 | - |
| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -0.2% | 45.08% |
| 6M | -5.74% | 28.47% |
| YTD | -9.32% | 30.14% |
| 1Y | 15.65% | 105.13% |
| 3Y (ann.) | 16.44% | 81.7% |
| 5Y (ann.) | 12.72% | 40.11% |
| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| Max Drawdown | -21.58% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.34% |
| Avg. Drawdown Days | 52.0 | 32.0 |
| Recovery Factor | 2.37 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-23 | -21.58 | 477 |
| 2025-01-07 | 2025-07-14 | -14.60 | 188 |
| 2024-03-05 | 2024-09-19 | -12.48 | 198 |
| 2023-08-08 | 2023-12-03 | -8.97 | 117 |
| 2023-12-06 | 2024-03-04 | -7.56 | 89 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2023-08-04 | 2023-08-08 | -1.02 | 3 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11379998:btcusd:triple_med_gx:lsma105_60 | 11379998:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 16.03% | 35.75% |
| Worst Week | -11.39% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -12.58% | -37.12% |
| Best Year | 28.41% | 155.54% |
| Worst Year | -9.32% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 4.68% | 9.11% |
| Avg. Down Week | -3.39% | -4.76% |
| Avg. Up Month | 6.17% | 17.97% |
| Avg. Down Month | -4.49% | -15.3% |
| Win Days % | 49.2% | 51.32% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 49.35% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |