| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 29.56% | 233.23% |
| Max Drawdown | -32.23% | -67.18% |
| Sharpe | 0.24 | 0.46 |
| Sortino | 0.36 | 0.67 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 34.26 | 3.43 |
| Outlier Loss Ratio | 4.19 | 3.36 |
| Volatility (ann.) | 10.1% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.24 | 0.62 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 43.89 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.84% |
| Expected Yearly % | 6.69% | 35.11% |
| Kelly Criterion | 1.39% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11375552:BTCUSD | 11375552:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.17 | 0.04 | + |
| 2023 | 155.54 | 42.37 | 0.27 | - |
| 2024 | 121.00 | 29.22 | 0.24 | - |
| 2025 | 30.14 | -28.01 | -0.93 | - |
| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.88% | 45.08% |
| 6M | -23.39% | 28.47% |
| YTD | -28.01% | 30.14% |
| 1Y | -8.3% | 105.13% |
| 3Y (ann.) | 12.54% | 81.7% |
| 5Y (ann.) | 7.77% | 41.6% |
| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| Max Drawdown | -32.23% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.05% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 0.92 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -32.23 | 188 |
| 2022-03-02 | 2023-06-21 | -24.73 | 476 |
| 2024-04-01 | 2024-10-16 | -14.66 | 198 |
| 2023-08-29 | 2023-10-23 | -8.76 | 55 |
| 2024-03-05 | 2024-03-28 | -6.30 | 23 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2023-06-22 | 2023-08-29 | -3.47 | 68 |
| 2024-01-09 | 2024-01-30 | -3.10 | 21 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11375552:btcusd:triple_med_gx:lsma105_40 | 11375552:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 13.29% | 43.77% |
| Worst Month | -15.47% | -37.12% |
| Best Year | 42.37% | 155.54% |
| Worst Year | -28.01% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.4% | 7.65% |
| Avg. Down Week | -3.14% | -3.3% |
| Avg. Up Month | 5.37% | 15.53% |
| Avg. Down Month | -4.56% | -13.28% |
| Win Days % | 48.04% | 51.3% |
| Win Month % | 56.41% | 62.79% |
| Win Week % | 50.59% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |