| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 58.56% | 222.44% |
| Max Drawdown | -23.0% | -67.18% |
| Sharpe | 0.4 | 0.45 |
| Sortino | 0.6 | 0.66 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.76 | 1.08 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.51 | 1.0 |
| Outlier Win Ratio | 37.35 | 3.41 |
| Outlier Loss Ratio | 4.11 | 3.31 |
| Volatility (ann.) | 9.59% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.62 | 0.6 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 44.81 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.76% |
| Expected Yearly % | 12.22% | 34.0% |
| Kelly Criterion | 4.73% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11379978:BTCUSD | 11379978:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.61 | -0.01 | + |
| 2023 | 155.54 | 26.80 | 0.17 | - |
| 2024 | 121.00 | 30.07 | 0.25 | - |
| 2025 | 30.14 | -4.44 | -0.15 | - |
| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -0.08% | 45.08% |
| 6M | -1.71% | 28.47% |
| YTD | -4.44% | 30.14% |
| 1Y | 15.66% | 105.13% |
| 3Y (ann.) | 20.35% | 81.7% |
| 5Y (ann.) | 14.27% | 40.34% |
| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| Max Drawdown | -23.0% | -67.18% |
| Longest DD Days | 664.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.36% |
| Avg. Drawdown Days | 62.0 | 32.0 |
| Recovery Factor | 2.55 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-07 | 2023-12-03 | -23.00 | 664 |
| 2024-03-05 | 2024-09-18 | -13.69 | 197 |
| 2025-01-07 | 2025-07-14 | -10.14 | 188 |
| 2024-01-09 | 2024-01-30 | -4.60 | 21 |
| 2024-12-17 | 2025-01-06 | -4.54 | 20 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-10-16 | 2024-11-10 | -1.61 | 24 |
| 2023-12-06 | 2024-01-08 | -1.25 | 33 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11379978:btcusd:triple_med_gx:lsma105_60 | 11379978:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -10.34% | -29.64% |
| Best Month | 15.37% | 43.77% |
| Worst Month | -8.18% | -37.12% |
| Best Year | 30.07% | 155.54% |
| Worst Year | -4.44% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.99% | 7.66% |
| Avg. Down Week | -3.07% | -3.52% |
| Avg. Up Month | 4.76% | 15.35% |
| Avg. Down Month | -4.65% | -13.84% |
| Win Days % | 49.61% | 51.29% |
| Win Month % | 63.16% | 62.79% |
| Win Week % | 51.9% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |