| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 53.58% | 196.5% |
| Max Drawdown | -14.71% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.71 | 0.64 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 0.59 | 0.99 |
| Outlier Win Ratio | 54.68 | 3.2 |
| Outlier Loss Ratio | 3.87 | 3.04 |
| Volatility (ann.) | 8.01% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.93 | 0.57 |
| Skew | 2.81 | 0.2 |
| Kurtosis | 74.9 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.69% |
| Expected Yearly % | 11.32% | 31.22% |
| Kelly Criterion | 6.59% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11383855:BTCUSD | 11383855:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 16.56 | -0.30 | + |
| 2023 | 155.54 | 5.74 | 0.04 | - |
| 2024 | 121.00 | 33.08 | 0.27 | - |
| 2025 | 17.02 | -6.37 | -0.37 | - |
| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.82% | 31.76% |
| 6M | -13.23% | 12.25% |
| YTD | -6.37% | 17.02% |
| 1Y | 10.14% | 57.19% |
| 3Y (ann.) | 10.78% | 55.42% |
| 5Y (ann.) | 13.66% | 38.32% |
| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -3.13% | -6.97% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 3.64 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.71 | 175 |
| 2023-03-18 | 2024-04-04 | -13.31 | 383 |
| 2022-04-26 | 2022-10-04 | -13.27 | 161 |
| 2024-04-29 | 2024-05-05 | -10.05 | 5 |
| 2022-10-05 | 2023-03-18 | -9.12 | 164 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| 2024-08-22 | 2024-09-17 | -2.68 | 26 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -9.36% | -29.64% |
| Best Month | 20.43% | 43.77% |
| Worst Month | -7.33% | -37.12% |
| Best Year | 33.08% | 155.54% |
| Worst Year | -6.37% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 4.77% | 9.19% |
| Avg. Down Week | -3.19% | -3.98% |
| Avg. Up Month | 7.39% | 19.74% |
| Avg. Down Month | -3.1% | -14.07% |
| Win Days % | 49.09% | 51.33% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 48.15% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |