| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 82.84% | 188.04% |
| Max Drawdown | -17.03% | -67.18% |
| Sharpe | 0.51 | 0.43 |
| Sortino | 0.82 | 0.63 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 2.15 | 1.06 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.74 | 0.99 |
| Outlier Win Ratio | 38.43 | 3.38 |
| Outlier Loss Ratio | 4.0 | 3.27 |
| Volatility (ann.) | 9.63% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.15 | 0.55 |
| Skew | 2.17 | 0.2 |
| Kurtosis | 46.22 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 2.55% |
| Expected Yearly % | 16.28% | 30.28% |
| Kelly Criterion | 6.14% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11381218:BTCUSD | 11381218:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 12.74 | -0.23 | + |
| 2023 | 155.54 | 33.31 | 0.21 | - |
| 2024 | 121.00 | 29.24 | 0.24 | - |
| 2025 | 17.02 | -5.87 | -0.34 | - |
| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -4.83% | 12.25% |
| YTD | -5.87% | 17.02% |
| 1Y | 12.9% | 57.19% |
| 3Y (ann.) | 16.45% | 55.42% |
| 5Y (ann.) | 19.66% | 36.99% |
| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| Max Drawdown | -17.03% | -67.18% |
| Longest DD Days | 297.0 | 683.0 |
| Avg. Drawdown | -3.44% | -6.61% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 4.86 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-03-17 | -17.03 | 297 |
| 2025-01-07 | 2025-06-11 | -13.36 | 155 |
| 2024-03-05 | 2024-05-15 | -12.79 | 71 |
| 2022-03-03 | 2022-04-26 | -11.16 | 53 |
| 2023-05-06 | 2023-06-21 | -9.97 | 46 |
| 2023-12-06 | 2024-03-04 | -9.39 | 89 |
| 2023-08-08 | 2023-12-03 | -8.92 | 116 |
| 2024-05-30 | 2024-09-17 | -6.15 | 110 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11381218:btcusd:triple_med_gx:lsma105_65 | 11381218:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 15.78% | 35.75% |
| Worst Week | -8.6% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -9.83% | -37.12% |
| Best Year | 33.31% | 155.54% |
| Worst Year | -5.87% | -56.42% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.73% | 9.25% |
| Avg. Down Week | -3.19% | -5.36% |
| Avg. Up Month | 6.98% | 18.25% |
| Avg. Down Month | -4.06% | -15.04% |
| Win Days % | 49.04% | 51.3% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 55.41% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |