| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 26.68% | 233.23% |
| Max Drawdown | -31.61% | -67.18% |
| Sharpe | 0.22 | 0.46 |
| Sortino | 0.33 | 0.67 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.36 | 1.0 |
| Outlier Win Ratio | 36.25 | 3.44 |
| Outlier Loss Ratio | 4.11 | 3.35 |
| Volatility (ann.) | 9.9% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.22 | 0.62 |
| Skew | 0.65 | 0.2 |
| Kurtosis | 40.89 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.84% |
| Expected Yearly % | 6.09% | 35.11% |
| Kelly Criterion | 0.69% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11378788:BTCUSD | 11378788:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -10.48 | 0.19 | + |
| 2023 | 155.54 | 31.82 | 0.20 | - |
| 2024 | 121.00 | 30.99 | 0.26 | - |
| 2025 | 30.14 | -18.05 | -0.60 | - |
| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -0.91% | 45.08% |
| 6M | -12.78% | 28.47% |
| YTD | -18.05% | 30.14% |
| 1Y | -1.29% | 105.13% |
| 3Y (ann.) | 16.31% | 81.7% |
| 5Y (ann.) | 7.07% | 41.6% |
| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| Max Drawdown | -31.61% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -4.32% | -6.05% |
| Avg. Drawdown Days | 51.0 | 31.0 |
| Recovery Factor | 0.84 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-04 | -31.61 | 641 |
| 2025-01-07 | 2025-07-14 | -22.84 | 188 |
| 2024-04-01 | 2024-09-18 | -14.61 | 170 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-01-09 | 2024-03-04 | -4.45 | 55 |
| 2024-10-16 | 2024-11-09 | -1.61 | 23 |
| 2023-12-30 | 2024-01-08 | -1.23 | 8 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11378788:btcusd:triple_med_gx:lsma105_55 | 11378788:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 13.18% | 43.77% |
| Worst Month | -12.87% | -37.12% |
| Best Year | 31.82% | 155.54% |
| Worst Year | -18.05% | -54.66% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.46% | 6.91% |
| Avg. Down Week | -3.44% | -3.19% |
| Avg. Up Month | 5.52% | 15.08% |
| Avg. Down Month | -5.42% | -12.99% |
| Win Days % | 48.72% | 51.3% |
| Win Month % | 58.97% | 62.79% |
| Win Week % | 51.69% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |