| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.76% | 202.8% |
| Max Drawdown | -20.69% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 32.64 | 3.65 |
| Outlier Loss Ratio | 4.07 | 3.49 |
| Volatility (ann.) | 12.07% | 26.34% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.32 | 0.58 |
| Skew | 2.13 | 0.2 |
| Kurtosis | 57.89 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.67% |
| Expected Yearly % | 5.47% | 31.91% |
| Kelly Criterion | -1.08% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.24% |
| Expected Shortfall (cVaR) | -1.03% | -2.24% |
| Year | 11391496:BTCUSD | 11391496:btcusd:triple_med_gx:lsma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -0.85 | 0.02 | + |
| 2023 | 155.54 | 11.80 | 0.08 | - |
| 2024 | 121.00 | 13.95 | 0.12 | - |
| 2025 | 16.76 | -2.02 | -0.12 | - |
| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| MTD | 1.76% | 4.16% |
| 3M | 1.76% | 31.46% |
| 6M | -7.13% | 12.77% |
| YTD | -2.02% | 16.76% |
| 1Y | -9.57% | 56.84% |
| 3Y (ann.) | 7.71% | 55.31% |
| 5Y (ann.) | 6.53% | 38.89% |
| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| Max Drawdown | -20.69% | -67.18% |
| Longest DD Days | 281.0 | 683.0 |
| Avg. Drawdown | -4.98% | -6.06% |
| Avg. Drawdown Days | 39.0 | 30.0 |
| Recovery Factor | 1.15 | 3.02 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -20.69 | 281 |
| 2022-10-14 | 2023-04-26 | -16.61 | 194 |
| 2022-05-16 | 2022-08-11 | -15.81 | 87 |
| 2022-02-17 | 2022-02-28 | -14.94 | 11 |
| 2024-03-15 | 2024-04-07 | -10.74 | 23 |
| 2022-08-25 | 2022-10-14 | -10.68 | 49 |
| 2023-05-15 | 2023-10-16 | -7.67 | 153 |
| 2022-03-13 | 2022-05-15 | -7.48 | 63 |
| 2024-06-05 | 2024-08-08 | -5.67 | 64 |
| 2023-11-24 | 2024-01-01 | -5.03 | 38 |
| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 10.48% | 43.77% |
| Worst Month | -9.94% | -37.12% |
| Best Year | 13.95% | 155.54% |
| Worst Year | -2.02% | -54.08% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.27% | 7.12% |
| Avg. Down Week | -2.63% | -4.37% |
| Avg. Up Month | 3.56% | 10.54% |
| Avg. Down Month | -3.93% | -11.9% |
| Win Days % | 45.59% | 51.27% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |