| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 44.24% | 222.44% |
| Max Drawdown | -27.76% | -67.18% |
| Sharpe | 0.3 | 0.45 |
| Sortino | 0.45 | 0.66 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 30.3 | 3.53 |
| Outlier Loss Ratio | 4.12 | 3.42 |
| Volatility (ann.) | 10.77% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.4 | 0.6 |
| Skew | 1.24 | 0.2 |
| Kurtosis | 36.06 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.76% |
| Expected Yearly % | 9.59% | 34.0% |
| Kelly Criterion | 2.04% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11371960:BTCUSD | 11371960:btcusd:triple_med_gx:lsma105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 3.16 | -0.06 | + |
| 2023 | 155.54 | 30.07 | 0.19 | - |
| 2024 | 121.00 | 38.17 | 0.32 | - |
| 2025 | 30.14 | -22.20 | -0.74 | - |
| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.97% | 45.08% |
| 6M | -18.25% | 28.47% |
| YTD | -22.2% | 30.14% |
| 1Y | 1.58% | 105.13% |
| 3Y (ann.) | 13.43% | 81.7% |
| 5Y (ann.) | 11.18% | 40.34% |
| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| Max Drawdown | -27.76% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.36% |
| Avg. Drawdown Days | 44.0 | 32.0 |
| Recovery Factor | 1.59 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.76 | 188 |
| 2022-03-02 | 2023-10-24 | -21.91 | 601 |
| 2024-03-05 | 2024-09-17 | -13.15 | 196 |
| 2024-12-17 | 2025-01-06 | -4.26 | 19 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -2.51 | 20 |
| 2023-12-06 | 2024-01-08 | -2.45 | 33 |
| 2024-10-16 | 2024-11-08 | -2.27 | 23 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2023-11-25 | 2023-12-02 | -1.87 | 7 |
| Metric | 11371960:btcusd:triple_med_gx:lsma105_20 | 11371960:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 15.16% | 43.77% |
| Worst Month | -15.94% | -37.12% |
| Best Year | 38.17% | 155.54% |
| Worst Year | -22.2% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.57% | 7.87% |
| Avg. Down Week | -2.72% | -3.25% |
| Avg. Up Month | 5.9% | 15.55% |
| Avg. Down Month | -4.04% | -12.89% |
| Win Days % | 48.89% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 49.48% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |