| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 50.23% | 222.44% |
| Max Drawdown | -28.46% | -67.18% |
| Sharpe | 0.32 | 0.45 |
| Sortino | 0.49 | 0.66 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 28.85 | 3.53 |
| Outlier Loss Ratio | 4.14 | 3.42 |
| Volatility (ann.) | 11.22% | 26.13% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.44 | 0.6 |
| Skew | 1.55 | 0.2 |
| Kurtosis | 43.82 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.76% |
| Expected Yearly % | 10.71% | 34.0% |
| Kelly Criterion | 1.67% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11370461:BTCUSD | 11370461:btcusd:triple_med_gx:lsma105_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.01 | 0.20 | + |
| 2023 | 155.54 | 48.84 | 0.31 | - |
| 2024 | 121.00 | 45.82 | 0.38 | - |
| 2025 | 30.14 | -22.22 | -0.74 | - |
| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| MTD | -1.89% | 13.36% |
| 3M | -4.85% | 45.08% |
| 6M | -20.63% | 28.47% |
| YTD | -22.22% | 30.14% |
| 1Y | 1.26% | 105.13% |
| 3Y (ann.) | 16.06% | 81.7% |
| 5Y (ann.) | 12.5% | 40.34% |
| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| Max Drawdown | -28.46% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.36% |
| Avg. Drawdown Days | 38.0 | 32.0 |
| Recovery Factor | 1.77 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-24 | -28.46 | 601 |
| 2025-01-07 | 2025-07-14 | -26.50 | 188 |
| 2024-03-05 | 2024-09-13 | -11.51 | 192 |
| 2024-12-17 | 2025-01-06 | -4.04 | 19 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -2.65 | 20 |
| 2023-11-20 | 2023-12-03 | -2.55 | 13 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11370461:btcusd:triple_med_gx:lsma105_10 | 11370461:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 15.16% | 43.77% |
| Worst Month | -20.27% | -37.12% |
| Best Year | 48.84% | 155.54% |
| Worst Year | -22.22% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.99% | 8.54% |
| Avg. Down Week | -2.48% | -2.95% |
| Avg. Up Month | 6.92% | 15.43% |
| Avg. Down Month | -4.96% | -13.01% |
| Win Days % | 48.73% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 48.0% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |