| Metric | 11400659:btcusd:triple_med_gx:lsma105_130 | 11400659:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 184.8% | 182.99% |
| Max Drawdown | -38.13% | -67.18% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 0.83 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 15.6 | 4.1 |
| Outlier Loss Ratio | 4.31 | 4.01 |
| Volatility (ann.) | 16.71% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.96 | 0.54 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 23.64 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.59% | 2.57% |
| Expected Yearly % | 29.91% | 29.7% |
| Kelly Criterion | 5.78% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11400659:BTCUSD | 11400659:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -18.33 | 0.32 | + |
| 2023 | 155.54 | 72.10 | 0.46 | - |
| 2024 | 121.00 | 84.73 | 0.70 | - |
| 2025 | 16.76 | 9.68 | 0.58 | - |
| Metric | 11400659:btcusd:triple_med_gx:lsma105_130 | 11400659:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.58% | 31.46% |
| 6M | 15.55% | 12.77% |
| YTD | 9.68% | 16.76% |
| 1Y | 52.14% | 56.84% |
| 3Y (ann.) | 40.78% | 55.31% |
| 5Y (ann.) | 36.59% | 36.34% |
| Metric | 11400659:btcusd:triple_med_gx:lsma105_130 | 11400659:BTCUSD |
|---|---|---|
| Max Drawdown | -38.13% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.9% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 4.85 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -38.13 | 420 |
| 2024-06-10 | 2024-10-14 | -24.16 | 125 |
| 2025-01-07 | 2025-06-09 | -16.67 | 153 |
| 2023-08-29 | 2023-12-04 | -13.40 | 97 |
| 2023-04-26 | 2023-06-21 | -12.51 | 55 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-01-28 | -8.34 | 25 |
| 2023-07-14 | 2023-08-29 | -8.32 | 46 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11400659:btcusd:triple_med_gx:lsma105_130 | 11400659:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 33.21% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 23.93% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 84.73% | 155.54% |
| Worst Year | -18.33% | -57.08% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 5.26% | 7.13% |
| Avg. Down Week | -2.84% | -5.07% |
| Avg. Up Month | 9.56% | 14.44% |
| Avg. Down Month | -6.04% | -12.42% |
| Win Days % | 51.01% | 51.31% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 49.14% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |