| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 137.79% | 187.39% |
| Max Drawdown | -41.06% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 14.41 | 4.22 |
| Outlier Loss Ratio | 4.35 | 4.15 |
| Volatility (ann.) | 17.87% | 26.35% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.72 | 0.55 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 20.95 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.55% |
| Expected Yearly % | 24.18% | 30.2% |
| Kelly Criterion | 4.15% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.24% |
| Expected Shortfall (cVaR) | -1.52% | -2.24% |
| Year | 11397210:BTCUSD | 11397210:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -16.04 | 0.28 | + |
| 2023 | 155.54 | 52.70 | 0.34 | - |
| 2024 | 121.00 | 76.17 | 0.63 | - |
| 2025 | 16.76 | 5.28 | 0.31 | - |
| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 23.83% | 31.46% |
| 6M | 15.32% | 12.77% |
| YTD | 5.28% | 16.76% |
| 1Y | 46.01% | 56.84% |
| 3Y (ann.) | 32.99% | 55.31% |
| 5Y (ann.) | 29.39% | 36.89% |
| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| Max Drawdown | -41.06% | -67.18% |
| Longest DD Days | 658.0 | 683.0 |
| Avg. Drawdown | -4.92% | -6.61% |
| Avg. Drawdown Days | 29.0 | 33.0 |
| Recovery Factor | 3.36 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-20 | -41.06 | 658 |
| 2024-06-07 | 2024-10-14 | -27.26 | 128 |
| 2025-01-07 | 2025-06-11 | -26.63 | 155 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-12-22 | 2024-01-29 | -10.18 | 38 |
| 2024-04-23 | 2024-05-15 | -9.87 | 22 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-01-31 | 2024-03-20 | -6.81 | 48 |
| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.67% | -29.64% |
| Best Month | 26.74% | 43.77% |
| Worst Month | -14.38% | -37.12% |
| Best Year | 76.17% | 155.54% |
| Worst Year | -16.04% | -56.42% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.36% | 6.43% |
| Avg. Down Week | -2.58% | -4.34% |
| Avg. Up Month | 9.51% | 13.59% |
| Avg. Down Month | -5.89% | -12.23% |
| Win Days % | 50.6% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 49.23% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |