| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 21.6% | 156.76% |
| Max Drawdown | -10.69% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.44 | 0.58 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.34 | 2.9 |
| Outlier Loss Ratio | 3.94 | 2.81 |
| Volatility (ann.) | 5.63% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.57 | 0.49 |
| Skew | 0.93 | 0.18 |
| Kurtosis | 89.09 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.33% |
| Expected Yearly % | 5.01% | 26.58% |
| Kelly Criterion | 4.35% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11384107:BTCUSD | 11384107:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 7.59 | -0.12 | + |
| 2023 | 155.54 | 8.36 | 0.05 | - |
| 2024 | 121.00 | -1.22 | -0.01 | - |
| 2025 | 17.02 | 5.59 | 0.33 | - |
| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | 5.59% | 12.25% |
| YTD | 5.59% | 17.02% |
| 1Y | 13.77% | 57.19% |
| 3Y (ann.) | 7.48% | 55.42% |
| 5Y (ann.) | 6.07% | 32.84% |
| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| Max Drawdown | -10.69% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.23% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 2.02 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-19 | -10.69 | 288 |
| 2024-09-20 | 2025-03-19 | -7.06 | 180 |
| 2022-03-11 | 2022-07-04 | -5.76 | 115 |
| 2022-10-05 | 2022-11-30 | -4.89 | 56 |
| 2022-12-01 | 2023-03-18 | -4.64 | 107 |
| 2025-03-20 | 2025-04-21 | -4.48 | 32 |
| 2023-08-09 | 2023-12-05 | -3.93 | 118 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2023-03-18 | 2023-05-28 | -3.22 | 71 |
| 2022-09-12 | 2022-10-03 | -2.00 | 21 |
| Metric | 11384107:btcusd:triple_med_gx:lsma105_75 | 11384107:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -5.13% | -9.32% |
| Best Week | 5.31% | 35.75% |
| Worst Week | -7.73% | -29.64% |
| Best Month | 5.79% | 43.77% |
| Worst Month | -8.15% | -37.12% |
| Best Year | 8.36% | 155.54% |
| Worst Year | -1.22% | -61.15% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 2.41% | 9.53% |
| Avg. Down Week | -2.25% | -4.02% |
| Avg. Up Month | 2.1% | 14.03% |
| Avg. Down Month | -1.44% | -10.19% |
| Win Days % | 47.49% | 51.27% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 56.76% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |