| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 40.01% | 203.48% |
| Max Drawdown | -20.99% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.59 | 0.65 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 0.28 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 0.23 | 0.99 |
| Outlier Win Ratio | 59.11 | 3.09 |
| Outlier Loss Ratio | 4.14 | 3.03 |
| Volatility (ann.) | 7.36% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.5 | 0.58 |
| Skew | 2.48 | 0.2 |
| Kurtosis | 94.08 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.68% |
| Expected Yearly % | 8.78% | 31.99% |
| Kelly Criterion | 3.19% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11383269:BTCUSD | 11383269:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 33.05 | -0.61 | + |
| 2023 | 155.54 | -12.92 | -0.08 | - |
| 2024 | 121.00 | 42.34 | 0.35 | - |
| 2025 | 17.02 | -15.10 | -0.89 | - |
| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.37% | 31.76% |
| 6M | -10.43% | 12.25% |
| YTD | -15.1% | 17.02% |
| 1Y | 10.52% | 57.19% |
| 3Y (ann.) | 7.57% | 55.42% |
| 5Y (ann.) | 10.49% | 38.98% |
| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| Max Drawdown | -20.99% | -67.18% |
| Longest DD Days | 706.0 | 683.0 |
| Avg. Drawdown | -2.89% | -6.06% |
| Avg. Drawdown Days | 44.0 | 30.0 |
| Recovery Factor | 1.91 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-17 | 2024-08-23 | -20.99 | 706 |
| 2025-01-12 | 2025-06-11 | -16.70 | 149 |
| 2022-03-09 | 2022-07-04 | -12.41 | 116 |
| 2022-07-17 | 2022-07-19 | -4.57 | 2 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-08-01 | 2022-08-12 | -2.03 | 11 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-25 | 2024-11-20 | -1.26 | 26 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11383269:btcusd:triple_med_gx:lsma105_75 | 11383269:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.25% | 35.75% |
| Worst Week | -7.88% | -29.64% |
| Best Month | 20.75% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 42.34% | 155.54% |
| Worst Year | -15.1% | -54.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 4.52% | 5.54% |
| Avg. Down Week | -2.35% | -4.49% |
| Avg. Up Month | 4.37% | 15.11% |
| Avg. Down Month | -2.74% | -11.83% |
| Win Days % | 47.66% | 51.28% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 49.3% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |