| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 84.58% | 199.65% |
| Max Drawdown | -25.96% | -67.18% |
| Sharpe | 0.52 | 0.44 |
| Sortino | 0.82 | 0.64 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 37.85 | 3.42 |
| Outlier Loss Ratio | 4.17 | 3.28 |
| Volatility (ann.) | 9.63% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.77 | 0.57 |
| Skew | 1.95 | 0.2 |
| Kurtosis | 44.96 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.65% |
| Expected Yearly % | 16.56% | 31.57% |
| Kelly Criterion | 6.58% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11381179:BTCUSD | 11381179:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 4.02 | -0.07 | + |
| 2023 | 155.54 | 34.02 | 0.22 | - |
| 2024 | 121.00 | 42.70 | 0.35 | - |
| 2025 | 17.02 | -7.21 | -0.42 | - |
| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.04% | 31.76% |
| 6M | -2.27% | 12.25% |
| YTD | -7.21% | 17.02% |
| 1Y | 16.11% | 57.19% |
| 3Y (ann.) | 24.32% | 55.42% |
| 5Y (ann.) | 19.95% | 38.5% |
| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| Max Drawdown | -25.96% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.29% |
| Avg. Drawdown Days | 28.0 | 31.0 |
| Recovery Factor | 3.26 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-06-21 | -25.96 | 475 |
| 2025-01-07 | 2025-06-11 | -16.57 | 155 |
| 2024-04-01 | 2024-05-15 | -14.61 | 44 |
| 2023-06-22 | 2023-10-23 | -8.32 | 123 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-07-01 | 2024-08-20 | -4.74 | 49 |
| 2024-01-08 | 2024-01-29 | -4.28 | 21 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-08-20 | 2024-09-15 | -3.50 | 25 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| Metric | 11381179:btcusd:triple_med_gx:lsma105_65 | 11381179:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 14.13% | 35.75% |
| Worst Week | -11.55% | -29.64% |
| Best Month | 14.49% | 43.77% |
| Worst Month | -14.34% | -37.12% |
| Best Year | 42.7% | 155.54% |
| Worst Year | -7.21% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.95% | 6.67% |
| Avg. Down Week | -3.41% | -3.59% |
| Avg. Up Month | 6.97% | 16.82% |
| Avg. Down Month | -6.08% | -15.5% |
| Win Days % | 49.65% | 51.27% |
| Win Month % | 63.89% | 61.9% |
| Win Week % | 60.53% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |