| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 43.24% | 233.23% |
| Max Drawdown | -32.87% | -67.18% |
| Sharpe | 0.29 | 0.46 |
| Sortino | 0.43 | 0.67 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 28.9 | 3.56 |
| Outlier Loss Ratio | 4.2 | 3.48 |
| Volatility (ann.) | 11.25% | 26.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.33 | 0.62 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 42.62 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.84% |
| Expected Yearly % | 9.4% | 35.11% |
| Kelly Criterion | 1.78% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.22% |
| Expected Shortfall (cVaR) | -0.96% | -2.22% |
| Year | 11371163:BTCUSD | 11371163:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -15.75 | 0.29 | + |
| 2023 | 155.54 | 46.71 | 0.30 | - |
| 2024 | 121.00 | 55.07 | 0.46 | - |
| 2025 | 30.14 | -25.27 | -0.84 | - |
| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.92% | 45.08% |
| 6M | -22.41% | 28.47% |
| YTD | -25.27% | 30.14% |
| 1Y | 1.83% | 105.13% |
| 3Y (ann.) | 18.38% | 81.7% |
| 5Y (ann.) | 10.94% | 41.6% |
| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| Max Drawdown | -32.87% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.05% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 1.32 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-12-02 | -32.87 | 643 |
| 2025-01-07 | 2025-07-14 | -30.73 | 188 |
| 2024-04-01 | 2024-09-13 | -9.20 | 165 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 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 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -13.61% | -29.64% |
| Best Month | 14.74% | 43.77% |
| Worst Month | -15.33% | -37.12% |
| Best Year | 55.07% | 155.54% |
| Worst Year | -25.27% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.86% | 7.95% |
| Avg. Down Week | -3.2% | -3.21% |
| Avg. Up Month | 6.9% | 16.41% |
| Avg. Down Month | -4.68% | -12.89% |
| Win Days % | 48.53% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 51.04% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |