| Metric | 11379960:btcusd:triple_med_gx:lsma105_60 | 11379960:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 52.52% | 233.23% |
| Max Drawdown | -27.76% | -67.18% |
| Sharpe | 0.36 | 0.46 |
| Sortino | 0.54 | 0.67 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.34 | 1.0 |
| Outlier Win Ratio | 36.46 | 3.47 |
| Outlier Loss Ratio | 4.14 | 3.33 |
| Volatility (ann.) | 9.89% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.47 | 0.62 |
| Skew | 1.26 | 0.2 |
| Kurtosis | 43.29 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.84% |
| Expected Yearly % | 11.13% | 35.11% |
| Kelly Criterion | 3.05% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11379960:BTCUSD | 11379960:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 2.80 | -0.05 | + |
| 2023 | 155.54 | 32.78 | 0.21 | - |
| 2024 | 121.00 | 37.71 | 0.31 | - |
| 2025 | 30.14 | -18.86 | -0.63 | - |
| Metric | 11379960:btcusd:triple_med_gx:lsma105_60 | 11379960:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.85% | 45.08% |
| 6M | -13.79% | 28.47% |
| YTD | -18.86% | 30.14% |
| 1Y | 0.22% | 105.13% |
| 3Y (ann.) | 23.55% | 81.7% |
| 5Y (ann.) | 12.98% | 41.6% |
| Metric | 11379960:btcusd:triple_med_gx:lsma105_60 | 11379960:BTCUSD |
|---|---|---|
| Max Drawdown | -27.76% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.05% |
| Avg. Drawdown Days | 37.0 | 31.0 |
| Recovery Factor | 1.89 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -27.76 | 475 |
| 2025-01-07 | 2025-07-14 | -23.74 | 188 |
| 2024-04-01 | 2024-10-15 | -14.61 | 197 |
| 2023-06-22 | 2023-10-23 | -8.32 | 123 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-01-09 | 2024-01-29 | -4.11 | 20 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| Metric | 11379960:btcusd:triple_med_gx:lsma105_60 | 11379960:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 13.65% | 43.77% |
| Worst Month | -13.5% | -37.12% |
| Best Year | 37.71% | 155.54% |
| Worst Year | -18.86% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.77% | 6.56% |
| Avg. Down Week | -3.16% | -3.21% |
| Avg. Up Month | 5.64% | 15.15% |
| Avg. Down Month | -5.43% | -12.7% |
| Win Days % | 48.94% | 51.3% |
| Win Month % | 64.1% | 62.79% |
| Win Week % | 50.57% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |