| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 56.31% | 233.23% |
| Max Drawdown | -32.98% | -67.18% |
| Sharpe | 0.34 | 0.46 |
| Sortino | 0.52 | 0.67 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 28.36 | 3.55 |
| Outlier Loss Ratio | 4.21 | 3.48 |
| Volatility (ann.) | 11.3% | 26.12% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.42 | 0.62 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 42.42 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.84% |
| Expected Yearly % | 11.81% | 35.11% |
| Kelly Criterion | 2.47% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11370440:BTCUSD | 11370440:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -13.31 | 0.24 | + |
| 2023 | 155.54 | 47.25 | 0.30 | - |
| 2024 | 121.00 | 60.88 | 0.50 | - |
| 2025 | 30.14 | -23.89 | -0.79 | - |
| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| MTD | -2.0% | 13.36% |
| 3M | -7.55% | 45.08% |
| 6M | -22.33% | 28.47% |
| YTD | -23.89% | 30.14% |
| 1Y | 0.02% | 105.13% |
| 3Y (ann.) | 21.02% | 81.7% |
| 5Y (ann.) | 13.78% | 41.6% |
| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| Max Drawdown | -32.98% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -3.2% | -6.05% |
| Avg. Drawdown Days | 26.0 | 31.0 |
| Recovery Factor | 1.71 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-24 | -32.98 | 601 |
| 2025-01-07 | 2025-07-14 | -27.97 | 188 |
| 2024-04-01 | 2024-05-15 | -8.85 | 44 |
| 2024-07-01 | 2024-08-20 | -7.05 | 49 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-12-05 | 2024-12-16 | -4.65 | 10 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-08-20 | 2024-09-10 | -3.50 | 21 |
| Metric | 11370440:btcusd:triple_med_gx:lsma105_10 | 11370440:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 12.76% | 43.77% |
| Worst Month | -18.06% | -37.12% |
| Best Year | 60.88% | 155.54% |
| Worst Year | -23.89% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.91% | 8.05% |
| Avg. Down Week | -2.78% | -3.16% |
| Avg. Up Month | 7.88% | 16.59% |
| Avg. Down Month | -5.58% | -13.37% |
| Win Days % | 49.17% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 51.55% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |