| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 45.73% | 189.95% |
| Max Drawdown | -23.0% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.57 | 0.63 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 45.66 | 3.31 |
| Outlier Loss Ratio | 4.03 | 3.19 |
| Volatility (ann.) | 8.74% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.52 | 0.55 |
| Skew | 2.14 | 0.2 |
| Kurtosis | 55.42 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.57% |
| Expected Yearly % | 9.87% | 30.49% |
| Kelly Criterion | 2.7% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11383771:BTCUSD | 11383771:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.35 | 0.08 | + |
| 2023 | 155.54 | 22.32 | 0.14 | - |
| 2024 | 121.00 | 27.76 | 0.23 | - |
| 2025 | 17.02 | -2.51 | -0.15 | - |
| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.43% | 31.76% |
| 6M | -1.12% | 12.25% |
| YTD | -2.51% | 17.02% |
| 1Y | 6.52% | 57.19% |
| 3Y (ann.) | 12.41% | 55.42% |
| 5Y (ann.) | 11.84% | 37.22% |
| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| Max Drawdown | -23.0% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.63% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 1.99 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2023-12-04 | -23.00 | 640 |
| 2024-03-05 | 2024-05-15 | -13.13 | 71 |
| 2024-12-17 | 2025-06-11 | -9.70 | 175 |
| 2024-05-30 | 2024-09-18 | -7.83 | 111 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-16 | -2.97 | 6 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-01-30 | 2024-01-31 | -2.29 | 1 |
| 2023-12-06 | 2024-01-01 | -1.90 | 26 |
| 2024-10-16 | 2024-11-10 | -1.79 | 24 |
| Metric | 11383771:btcusd:triple_med_gx:lsma105_75 | 11383771:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 12.62% | 43.77% |
| Worst Month | -9.08% | -37.12% |
| Best Year | 27.76% | 155.54% |
| Worst Year | -4.35% | -56.13% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 4.38% | 8.41% |
| Avg. Down Week | -2.37% | -3.78% |
| Avg. Up Month | 5.08% | 15.75% |
| Avg. Down Month | -3.66% | -14.15% |
| Win Days % | 47.47% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 44.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |