| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 40.86% | 147.72% |
| Max Drawdown | -11.43% | -67.18% |
| Sharpe | 0.45 | 0.39 |
| Sortino | 0.73 | 0.57 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.26 | 2.98 |
| Outlier Loss Ratio | 3.96 | 2.85 |
| Volatility (ann.) | 6.19% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.95 | 0.47 |
| Skew | 2.48 | 0.18 |
| Kurtosis | 81.61 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.24% |
| Expected Yearly % | 8.94% | 25.46% |
| Kelly Criterion | 8.31% | 13.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11382833:BTCUSD | 11382833:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 12.24 | -0.20 | + |
| 2023 | 155.54 | 25.94 | 0.17 | - |
| 2024 | 121.00 | 5.95 | 0.05 | - |
| 2025 | 17.02 | -5.95 | -0.35 | - |
| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.05% | 31.76% |
| 6M | -5.95% | 12.25% |
| YTD | -5.95% | 17.02% |
| 1Y | 8.63% | 57.19% |
| 3Y (ann.) | 12.46% | 55.42% |
| 5Y (ann.) | 10.88% | 31.44% |
| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -67.18% |
| Longest DD Days | 250.0 | 683.0 |
| Avg. Drawdown | -3.13% | -7.67% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 3.58 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2024-09-17 | -11.43 | 250 |
| 2024-10-21 | 2025-06-11 | -11.12 | 233 |
| 2023-03-18 | 2023-06-20 | -7.69 | 94 |
| 2022-05-25 | 2022-06-30 | -4.98 | 36 |
| 2022-10-05 | 2023-02-26 | -4.93 | 144 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-08-09 | 2023-12-05 | -3.12 | 118 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-20 | -1.76 | 30 |
| Metric | 11382833:btcusd:triple_med_gx:lsma105_70 | 11382833:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 11.42% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 11.42% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 25.94% | 155.54% |
| Worst Year | -5.95% | -62.52% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 3.74% | 10.17% |
| Avg. Down Week | -2.52% | -4.01% |
| Avg. Up Month | 3.67% | 13.15% |
| Avg. Down Month | -2.27% | -8.16% |
| Win Days % | 47.47% | 51.26% |
| Win Month % | 64.0% | 58.54% |
| Win Week % | 55.26% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |