| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 25.32% | 237.48% |
| Max Drawdown | -20.28% | -67.18% |
| Sharpe | 0.26 | 0.47 |
| Sortino | 0.4 | 0.68 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 0.71 | 1.0 |
| Outlier Win Ratio | 55.17 | 3.16 |
| Outlier Loss Ratio | 4.33 | 3.15 |
| Volatility (ann.) | 7.37% | 26.13% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.33 | 0.63 |
| Skew | 2.75 | 0.2 |
| Kurtosis | 73.95 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.87% |
| Expected Yearly % | 5.8% | 35.54% |
| Kelly Criterion | 1.1% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11380730:BTCUSD | 11380730:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 16.99 | -0.31 | + |
| 2023 | 155.54 | -14.58 | -0.09 | - |
| 2024 | 121.00 | 35.95 | 0.30 | - |
| 2025 | 30.14 | -7.76 | -0.26 | - |
| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| MTD | 1.04% | 13.36% |
| 3M | 12.57% | 45.08% |
| 6M | -6.43% | 28.47% |
| YTD | -7.76% | 30.14% |
| 1Y | 9.91% | 105.13% |
| 3Y (ann.) | 2.49% | 81.7% |
| 5Y (ann.) | 6.73% | 42.08% |
| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -67.18% |
| Longest DD Days | 756.0 | 683.0 |
| Avg. Drawdown | -3.55% | -5.84% |
| Avg. Drawdown Days | 47.0 | 29.0 |
| Recovery Factor | 1.25 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-25 | 2024-08-20 | -20.28 | 756 |
| 2025-01-10 | 2025-07-14 | -18.20 | 184 |
| 2022-04-28 | 2022-06-07 | -10.76 | 40 |
| 2022-07-07 | 2022-07-19 | -5.51 | 12 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-28 | 2024-10-24 | -3.00 | 26 |
| 2022-06-08 | 2022-06-30 | -2.61 | 22 |
| 2024-08-22 | 2024-09-22 | -1.92 | 31 |
| Metric | 11380730:btcusd:triple_med_gx:lsma105_65 | 11380730:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 10.65% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -8.85% | -37.12% |
| Best Year | 35.95% | 155.54% |
| Worst Year | -14.58% | -54.08% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 3.22% | 5.84% |
| Avg. Down Week | -2.37% | -5.2% |
| Avg. Up Month | 3.66% | 17.17% |
| Avg. Down Month | -3.97% | -12.89% |
| Win Days % | 47.76% | 51.31% |
| Win Month % | 60.0% | 62.79% |
| Win Week % | 50.59% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |