| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 28.11% | 220.31% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.66 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 33.02 | 3.52 |
| Outlier Loss Ratio | 3.97 | 3.42 |
| Volatility (ann.) | 10.71% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.26 | 0.6 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 39.47 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.74% |
| Expected Yearly % | 6.39% | 33.78% |
| Kelly Criterion | 1.12% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11373683:BTCUSD | 11373683:btcusd:triple_med_gx:lsma105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.70 | 0.01 | + |
| 2023 | 155.54 | 37.07 | 0.24 | - |
| 2024 | 121.00 | 18.92 | 0.16 | - |
| 2025 | 30.14 | -20.85 | -0.69 | - |
| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -4.07% | 45.08% |
| 6M | -18.9% | 28.47% |
| YTD | -20.85% | 30.14% |
| 1Y | 1.73% | 105.13% |
| 3Y (ann.) | 10.12% | 81.7% |
| 5Y (ann.) | 7.44% | 40.11% |
| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -4.95% | -6.34% |
| Avg. Drawdown Days | 61.0 | 32.0 |
| Recovery Factor | 0.98 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-02 | -28.80 | 640 |
| 2025-01-07 | 2025-07-14 | -26.53 | 188 |
| 2024-04-01 | 2024-10-18 | -16.25 | 200 |
| 2023-12-06 | 2024-03-04 | -6.82 | 89 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-07 | 2024-11-08 | -0.77 | 1 |
| 2023-12-05 | 2023-12-05 | -0.62 | 0 |
| Metric | 11373683:btcusd:triple_med_gx:lsma105_30 | 11373683:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 17.48% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -13.46% | -37.12% |
| Best Year | 37.07% | 155.54% |
| Worst Year | -20.85% | -56.42% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.09% | 8.98% |
| Avg. Down Week | -3.02% | -3.45% |
| Avg. Up Month | 7.28% | 17.53% |
| Avg. Down Month | -5.34% | -13.92% |
| Win Days % | 48.23% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 44.32% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |