| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 19.2% | 220.31% |
| Max Drawdown | -30.66% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.26 | 0.66 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 34.75 | 3.44 |
| Outlier Loss Ratio | 4.02 | 3.38 |
| Volatility (ann.) | 10.29% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.17 | 0.6 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 44.19 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.74% |
| Expected Yearly % | 4.49% | 33.78% |
| Kelly Criterion | 0.3% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11374610:BTCUSD | 11374610:btcusd:triple_med_gx:lsma105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -3.06 | 0.05 | + |
| 2023 | 155.54 | 44.34 | 0.29 | - |
| 2024 | 121.00 | 15.75 | 0.13 | - |
| 2025 | 30.14 | -26.40 | -0.88 | - |
| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -2.46% | 45.08% |
| 6M | -23.46% | 28.47% |
| YTD | -26.4% | 30.14% |
| 1Y | -3.1% | 105.13% |
| 3Y (ann.) | 7.53% | 81.7% |
| 5Y (ann.) | 5.22% | 40.11% |
| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| Max Drawdown | -30.66% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.34% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | 0.63 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.66 | 188 |
| 2022-03-02 | 2023-08-29 | -28.07 | 545 |
| 2024-03-05 | 2024-11-10 | -18.79 | 250 |
| 2023-08-29 | 2023-12-02 | -8.76 | 95 |
| 2023-12-06 | 2024-03-04 | -5.35 | 89 |
| 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 |
| 2023-12-05 | 2023-12-05 | -0.62 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| Metric | 11374610:btcusd:triple_med_gx:lsma105_35 | 11374610:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 17.53% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -19.02% | -37.12% |
| Best Year | 44.34% | 155.54% |
| Worst Year | -26.4% | -56.42% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.93% | 9.54% |
| Avg. Down Week | -3.41% | -3.6% |
| Avg. Up Month | 5.81% | 16.37% |
| Avg. Down Month | -6.37% | -15.77% |
| Win Days % | 47.96% | 51.32% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 46.43% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |