| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 213.21% | 185.15% |
| Max Drawdown | -34.75% | -67.18% |
| Sharpe | 0.62 | 0.42 |
| Sortino | 0.97 | 0.61 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 17.3 | 4.06 |
| Outlier Loss Ratio | 4.35 | 3.9 |
| Volatility (ann.) | 15.23% | 26.06% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.13 | 0.53 |
| Skew | 1.45 | 0.18 |
| Kurtosis | 24.05 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.76% | 2.53% |
| Expected Yearly % | 33.03% | 29.95% |
| Kelly Criterion | 6.74% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.21% |
| Expected Shortfall (cVaR) | -1.29% | -2.21% |
| Year | 11405925:BTCUSD | 11405925:btcusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.44 | 0.16 | + |
| 2023 | 155.54 | 80.72 | 0.52 | - |
| 2024 | 121.00 | 84.00 | 0.69 | - |
| 2025 | 27.10 | 4.01 | 0.15 | - |
| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| MTD | -0.48% | 10.71% |
| 3M | 4.04% | 41.88% |
| 6M | 2.72% | 22.91% |
| YTD | 4.01% | 27.1% |
| 1Y | 69.02% | 82.29% |
| 3Y (ann.) | 50.61% | 77.48% |
| 5Y (ann.) | 39.31% | 35.56% |
| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| Max Drawdown | -34.75% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.6% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 6.14 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -34.75 | 377 |
| 2025-01-07 | 2025-06-09 | -16.12 | 153 |
| 2024-06-10 | 2024-09-13 | -14.04 | 94 |
| 2023-04-26 | 2023-06-21 | -13.15 | 55 |
| 2023-08-29 | 2023-12-04 | -11.39 | 97 |
| 2024-01-02 | 2024-01-29 | -8.86 | 27 |
| 2023-07-14 | 2023-08-29 | -8.32 | 46 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-04-23 | 2024-05-03 | -7.26 | 10 |
| Metric | 11405925:btcusd:triple_med_gx:lsma105_145 | 11405925:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 33.21% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 36.09% | 43.77% |
| Worst Month | -11.35% | -37.12% |
| Best Year | 84.0% | 155.54% |
| Worst Year | -9.44% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.86% | 6.74% |
| Avg. Down Week | -2.54% | -4.29% |
| Avg. Up Month | 10.2% | 14.55% |
| Avg. Down Month | -4.81% | -12.84% |
| Win Days % | 50.96% | 51.3% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 51.82% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |