| Metric | 11374592:btcusd:triple_med_gx:lsma105_35 | 11374592:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 29.27% | 222.44% |
| Max Drawdown | -27.4% | -67.18% |
| Sharpe | 0.23 | 0.45 |
| Sortino | 0.35 | 0.66 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 33.9 | 3.42 |
| Outlier Loss Ratio | 4.06 | 3.34 |
| Volatility (ann.) | 10.21% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.28 | 0.6 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 43.86 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.76% |
| Expected Yearly % | 6.63% | 34.0% |
| Kelly Criterion | 1.57% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11374592:BTCUSD | 11374592:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -7.12 | 0.13 | + |
| 2023 | 155.54 | 43.35 | 0.28 | - |
| 2024 | 121.00 | 25.10 | 0.21 | - |
| 2025 | 30.14 | -22.39 | -0.74 | - |
| Metric | 11374592:btcusd:triple_med_gx:lsma105_35 | 11374592:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.92% | 45.08% |
| 6M | -20.31% | 28.47% |
| YTD | -22.39% | 30.14% |
| 1Y | -6.16% | 105.13% |
| 3Y (ann.) | 12.95% | 81.7% |
| 5Y (ann.) | 7.72% | 40.34% |
| Metric | 11374592:btcusd:triple_med_gx:lsma105_35 | 11374592:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.36% |
| Avg. Drawdown Days | 55.0 | 32.0 |
| Recovery Factor | 1.07 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-24 | -27.40 | 601 |
| 2025-01-07 | 2025-07-14 | -27.14 | 188 |
| 2024-04-01 | 2024-10-15 | -11.88 | 197 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-12-17 | 2025-01-06 | -4.38 | 20 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-31 | -3.58 | 22 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2023-12-06 | 2024-01-08 | -1.25 | 33 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11374592:btcusd:triple_med_gx:lsma105_35 | 11374592:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 15.37% | 43.77% |
| Worst Month | -17.57% | -37.12% |
| Best Year | 43.35% | 155.54% |
| Worst Year | -22.39% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.69% | 8.16% |
| Avg. Down Week | -3.15% | -3.4% |
| Avg. Up Month | 5.98% | 15.13% |
| Avg. Down Month | -6.08% | -14.51% |
| Win Days % | 48.21% | 51.29% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 48.24% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |