| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 52.14% | 199.65% |
| Max Drawdown | -22.58% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.64 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.86 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 40.06 | 3.34 |
| Outlier Loss Ratio | 4.11 | 3.28 |
| Volatility (ann.) | 9.46% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.59 | 0.57 |
| Skew | 1.87 | 0.2 |
| Kurtosis | 48.25 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.65% |
| Expected Yearly % | 11.06% | 31.57% |
| Kelly Criterion | 3.26% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11382443:BTCUSD | 11382443:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 7.53 | -0.14 | + |
| 2023 | 155.54 | 17.49 | 0.11 | - |
| 2024 | 121.00 | 38.93 | 0.32 | - |
| 2025 | 17.02 | -13.32 | -0.78 | - |
| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.89% | 31.76% |
| 6M | -7.15% | 12.25% |
| YTD | -13.32% | 17.02% |
| 1Y | 6.35% | 57.19% |
| 3Y (ann.) | 15.33% | 55.42% |
| 5Y (ann.) | 13.26% | 38.5% |
| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| Max Drawdown | -22.58% | -67.18% |
| Longest DD Days | 639.0 | 683.0 |
| Avg. Drawdown | -3.06% | -6.29% |
| Avg. Drawdown Days | 37.0 | 31.0 |
| Recovery Factor | 2.31 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-12-02 | -22.58 | 639 |
| 2025-01-07 | 2025-06-11 | -18.56 | 155 |
| 2024-03-05 | 2024-05-15 | -13.92 | 71 |
| 2023-12-29 | 2024-03-04 | -4.08 | 65 |
| 2024-07-01 | 2024-08-16 | -3.87 | 45 |
| 2024-08-20 | 2024-09-15 | -3.50 | 25 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-05-16 | 2024-05-30 | -2.32 | 14 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| Metric | 11382443:btcusd:triple_med_gx:lsma105_70 | 11382443:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -9.92% | -29.64% |
| Best Month | 15.97% | 43.77% |
| Worst Month | -11.64% | -37.12% |
| Best Year | 38.93% | 155.54% |
| Worst Year | -13.32% | -54.66% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.78% | 6.89% |
| Avg. Down Week | -2.92% | -3.56% |
| Avg. Up Month | 6.96% | 17.38% |
| Avg. Down Month | -3.86% | -14.22% |
| Win Days % | 48.43% | 51.27% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 51.22% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |