| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 33.64% | 199.65% |
| Max Drawdown | -21.92% | -67.18% |
| Sharpe | 0.33 | 0.44 |
| Sortino | 0.52 | 0.64 |
| Payoff Ratio | 1.28 | 1.15 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.4 | 3.13 |
| Outlier Loss Ratio | 4.16 | 3.0 |
| Volatility (ann.) | 7.3% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 0.57 |
| Skew | 2.18 | 0.2 |
| Kurtosis | 71.01 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.65% |
| Expected Yearly % | 7.52% | 31.57% |
| Kelly Criterion | 3.04% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11386491:BTCUSD | 11386491:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -13.43 | 0.25 | + |
| 2023 | 155.54 | 22.91 | 0.15 | - |
| 2024 | 121.00 | 45.71 | 0.38 | - |
| 2025 | 17.02 | -13.81 | -0.81 | - |
| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.03% | 31.76% |
| 6M | -9.56% | 12.25% |
| YTD | -13.81% | 17.02% |
| 1Y | 2.04% | 57.19% |
| 3Y (ann.) | 12.95% | 55.42% |
| 5Y (ann.) | 8.99% | 38.5% |
| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| Max Drawdown | -21.92% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -3.07% | -6.29% |
| Avg. Drawdown Days | 42.0 | 31.0 |
| Recovery Factor | 1.53 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2023-12-05 | -21.92 | 641 |
| 2025-01-07 | 2025-06-11 | -17.81 | 155 |
| 2024-03-05 | 2024-04-04 | -6.30 | 30 |
| 2024-07-01 | 2024-08-20 | -4.34 | 49 |
| 2024-04-04 | 2024-05-03 | -3.62 | 28 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-01-13 | 2024-02-01 | -3.41 | 19 |
| 2024-05-16 | 2024-05-30 | -2.32 | 14 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11386491:btcusd:triple_med_gx:lsma105_85 | 11386491:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.27% | 35.75% |
| Worst Week | -9.37% | -29.64% |
| Best Month | 19.28% | 43.77% |
| Worst Month | -12.82% | -37.12% |
| Best Year | 45.71% | 155.54% |
| Worst Year | -13.81% | -54.66% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 2.52% | 7.08% |
| Avg. Down Week | -2.82% | -4.02% |
| Avg. Up Month | 4.22% | 16.63% |
| Avg. Down Month | -3.11% | -13.87% |
| Win Days % | 45.64% | 51.27% |
| Win Month % | 62.16% | 61.9% |
| Win Week % | 56.72% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |