| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 33.36% | 189.95% |
| Max Drawdown | -13.82% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 74.67 | 2.99 |
| Outlier Loss Ratio | 4.17 | 2.92 |
| Volatility (ann.) | 6.22% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.65 | 0.55 |
| Skew | 2.84 | 0.2 |
| Kurtosis | 76.7 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.57% |
| Expected Yearly % | 7.46% | 30.49% |
| Kelly Criterion | 4.05% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11387943:BTCUSD | 11387943:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.80 | 0.09 | + |
| 2023 | 155.54 | 3.03 | 0.02 | - |
| 2024 | 121.00 | 27.71 | 0.23 | - |
| 2025 | 17.02 | 6.46 | 0.38 | - |
| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.46% | 31.76% |
| 6M | 4.63% | 12.25% |
| YTD | 6.46% | 17.02% |
| 1Y | 19.07% | 57.19% |
| 3Y (ann.) | 9.31% | 55.42% |
| 5Y (ann.) | 8.93% | 37.22% |
| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| Max Drawdown | -13.82% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -2.34% | -6.63% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 2.41 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-01-02 | -13.82 | 586 |
| 2024-12-17 | 2025-05-08 | -7.95 | 142 |
| 2024-05-30 | 2024-08-20 | -6.29 | 81 |
| 2024-02-03 | 2024-04-04 | -5.86 | 60 |
| 2024-04-23 | 2024-05-03 | -4.49 | 10 |
| 2022-03-06 | 2022-05-25 | -4.08 | 79 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-04-04 | 2024-04-23 | -3.50 | 18 |
| 2024-01-14 | 2024-01-16 | -2.94 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11387943:btcusd:triple_med_gx:lsma105_90 | 11387943:BTCUSD |
|---|---|---|
| Best Day | 4.93% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 7.32% | 35.75% |
| Worst Week | -5.1% | -29.64% |
| Best Month | 8.65% | 43.77% |
| Worst Month | -5.54% | -37.12% |
| Best Year | 27.71% | 155.54% |
| Worst Year | -4.8% | -56.13% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.61% | 9.6% |
| Avg. Down Week | -2.26% | -4.88% |
| Avg. Up Month | 3.95% | 14.68% |
| Avg. Down Month | -3.09% | -13.27% |
| Win Days % | 45.59% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 53.23% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |