| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 30.63% | 233.23% |
| Max Drawdown | -31.07% | -67.18% |
| Sharpe | 0.24 | 0.46 |
| Sortino | 0.37 | 0.67 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 34.44 | 3.45 |
| Outlier Loss Ratio | 4.22 | 3.35 |
| Volatility (ann.) | 10.1% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.26 | 0.62 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 43.98 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.84% |
| Expected Yearly % | 6.91% | 35.11% |
| Kelly Criterion | 0.88% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11376586:BTCUSD | 11376586:btcusd:triple_med_gx:lsma105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.48 | 0.01 | + |
| 2023 | 155.54 | 40.81 | 0.26 | - |
| 2024 | 121.00 | 27.10 | 0.22 | - |
| 2025 | 30.14 | -26.66 | -0.88 | - |
| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -3.36% | 45.08% |
| 6M | -22.08% | 28.47% |
| YTD | -26.66% | 30.14% |
| 1Y | -5.71% | 105.13% |
| 3Y (ann.) | 13.96% | 81.7% |
| 5Y (ann.) | 8.03% | 41.6% |
| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| Max Drawdown | -31.07% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.05% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 0.99 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -31.07 | 188 |
| 2022-03-02 | 2023-06-22 | -22.41 | 477 |
| 2024-03-05 | 2024-10-15 | -15.39 | 224 |
| 2023-08-29 | 2023-10-23 | -9.18 | 55 |
| 2024-01-09 | 2024-03-04 | -4.76 | 55 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2023-06-22 | 2023-08-29 | -1.79 | 68 |
| 2024-10-16 | 2024-11-08 | -1.61 | 22 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-01-07 | 2024-01-08 | -1.16 | 1 |
| Metric | 11376586:btcusd:triple_med_gx:lsma105_45 | 11376586:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 13.69% | 43.77% |
| Worst Month | -12.39% | -37.12% |
| Best Year | 40.81% | 155.54% |
| Worst Year | -26.66% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.58% | 7.25% |
| Avg. Down Week | -3.18% | -3.65% |
| Avg. Up Month | 5.65% | 15.35% |
| Avg. Down Month | -4.32% | -12.51% |
| Win Days % | 47.65% | 51.3% |
| Win Month % | 52.5% | 62.79% |
| Win Week % | 48.89% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |