| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 117.46% | 182.99% |
| Max Drawdown | -43.86% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.64 | 0.62 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 15.73 | 4.07 |
| Outlier Loss Ratio | 4.3 | 4.0 |
| Volatility (ann.) | 16.62% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.59 | 0.54 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 24.23 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.57% |
| Expected Yearly % | 21.44% | 29.7% |
| Kelly Criterion | 4.21% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11400603:BTCUSD | 11400603:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -29.10 | 0.51 | + |
| 2023 | 155.54 | 56.39 | 0.36 | - |
| 2024 | 121.00 | 61.04 | 0.50 | - |
| 2025 | 16.76 | 21.78 | 1.30 | + |
| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 22.43% | 31.46% |
| 6M | 23.26% | 12.77% |
| YTD | 21.78% | 16.76% |
| 1Y | 50.06% | 56.84% |
| 3Y (ann.) | 30.27% | 55.31% |
| 5Y (ann.) | 26.04% | 36.34% |
| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| Max Drawdown | -43.86% | -67.18% |
| Longest DD Days | 685.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.9% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 2.68 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-16 | -43.86 | 685 |
| 2024-06-10 | 2024-09-13 | -20.62 | 95 |
| 2025-03-06 | 2025-04-12 | -15.46 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-17 | 2025-03-06 | -10.56 | 78 |
| 2024-04-01 | 2024-04-20 | -8.17 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-31 | 2024-03-25 | -7.43 | 53 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-01-21 | 2024-01-26 | -5.48 | 4 |
| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 16.67% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 61.04% | 155.54% |
| Worst Year | -29.1% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.44% | 6.77% |
| Avg. Down Week | -2.94% | -5.0% |
| Avg. Up Month | 8.52% | 14.16% |
| Avg. Down Month | -5.3% | -12.31% |
| Win Days % | 50.53% | 51.31% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 50.86% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |