| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 27.2% | 220.31% |
| Max Drawdown | -25.07% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.66 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 36.73 | 3.44 |
| Outlier Loss Ratio | 3.94 | 3.35 |
| Volatility (ann.) | 10.05% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.29 | 0.6 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 43.24 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.74% |
| Expected Yearly % | 6.2% | 33.78% |
| Kelly Criterion | 1.54% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11377698:BTCUSD | 11377698:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.93 | -0.12 | + |
| 2023 | 155.54 | 31.06 | 0.20 | - |
| 2024 | 121.00 | 14.14 | 0.12 | - |
| 2025 | 30.14 | -20.48 | -0.68 | - |
| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | -5.29% | 45.08% |
| 6M | -17.29% | 28.47% |
| YTD | -20.48% | 30.14% |
| 1Y | -1.79% | 105.13% |
| 3Y (ann.) | 10.19% | 81.7% |
| 5Y (ann.) | 7.22% | 40.11% |
| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| Max Drawdown | -25.07% | -67.18% |
| Longest DD Days | 427.0 | 683.0 |
| Avg. Drawdown | -5.44% | -6.34% |
| Avg. Drawdown Days | 60.0 | 32.0 |
| Recovery Factor | 1.08 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.07 | 188 |
| 2022-03-02 | 2023-05-03 | -23.28 | 427 |
| 2024-03-05 | 2024-11-11 | -18.18 | 251 |
| 2023-08-08 | 2023-12-04 | -11.35 | 117 |
| 2023-05-06 | 2023-06-21 | -8.75 | 46 |
| 2023-12-06 | 2024-03-04 | -4.92 | 89 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2023-06-22 | 2023-06-23 | -1.34 | 1 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11377698:btcusd:triple_med_gx:lsma105_50 | 11377698:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 16.83% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -11.42% | -37.12% |
| Best Year | 31.06% | 155.54% |
| Worst Year | -20.48% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.87% | 8.98% |
| Avg. Down Week | -3.76% | -3.55% |
| Avg. Up Month | 5.84% | 17.48% |
| Avg. Down Month | -5.42% | -15.23% |
| Win Days % | 48.36% | 51.32% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 42.5% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |