| Metric | 11375590:btcusd:triple_med_gx:lsma105_40 | 11375590:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.93% | 220.31% |
| Max Drawdown | -30.54% | -67.18% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.32 | 0.66 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 35.33 | 3.43 |
| Outlier Loss Ratio | 4.03 | 3.38 |
| Volatility (ann.) | 10.22% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.22 | 0.6 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 45.56 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.74% |
| Expected Yearly % | 5.72% | 33.78% |
| Kelly Criterion | 0.92% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11375590:BTCUSD | 11375590:btcusd:triple_med_gx:lsma105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 8.98 | -0.16 | + |
| 2023 | 155.54 | 38.00 | 0.24 | - |
| 2024 | 121.00 | 12.62 | 0.10 | - |
| 2025 | 30.14 | -26.24 | -0.87 | - |
| Metric | 11375590:btcusd:triple_med_gx:lsma105_40 | 11375590:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -3.43% | 45.08% |
| 6M | -23.33% | 28.47% |
| YTD | -26.24% | 30.14% |
| 1Y | -2.86% | 105.13% |
| 3Y (ann.) | 6.7% | 81.7% |
| 5Y (ann.) | 6.66% | 40.11% |
| Metric | 11375590:btcusd:triple_med_gx:lsma105_40 | 11375590:BTCUSD |
|---|---|---|
| Max Drawdown | -30.54% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.13% | -6.34% |
| Avg. Drawdown Days | 57.0 | 32.0 |
| Recovery Factor | 0.82 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.54 | 188 |
| 2022-03-02 | 2023-06-21 | -22.53 | 476 |
| 2024-03-05 | 2024-11-11 | -22.52 | 251 |
| 2023-08-29 | 2023-12-04 | -8.76 | 96 |
| 2023-12-06 | 2024-03-04 | -4.79 | 89 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2023-08-02 | 2023-08-08 | -2.52 | 6 |
| 2023-06-22 | 2023-06-23 | -1.34 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11375590:btcusd:triple_med_gx:lsma105_40 | 11375590:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 16.96% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -18.06% | -37.12% |
| Best Year | 38.0% | 155.54% |
| Worst Year | -26.24% | -56.42% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.01% | 9.23% |
| Avg. Down Week | -3.44% | -3.75% |
| Avg. Up Month | 5.63% | 16.37% |
| Avg. Down Month | -5.82% | -15.3% |
| Win Days % | 48.23% | 51.32% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 46.91% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |