| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 43.62% | 203.48% |
| Max Drawdown | -27.45% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.65 |
| Payoff Ratio | 1.2 | 1.07 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.48 | 0.99 |
| Outlier Win Ratio | 43.01 | 3.33 |
| Outlier Loss Ratio | 4.29 | 3.19 |
| Volatility (ann.) | 8.77% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 0.58 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 48.58 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.68% |
| Expected Yearly % | 9.47% | 31.99% |
| Kelly Criterion | 2.26% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11382226:BTCUSD | 11382226:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.98 | -0.13 | + |
| 2023 | 155.54 | -17.38 | -0.11 | - |
| 2024 | 121.00 | 44.21 | 0.37 | - |
| 2025 | 17.02 | 12.67 | 0.74 | - |
| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.12% | 31.76% |
| 6M | 5.6% | 12.25% |
| YTD | 12.67% | 17.02% |
| 1Y | 29.42% | 57.19% |
| 3Y (ann.) | 11.13% | 55.42% |
| 5Y (ann.) | 11.33% | 38.98% |
| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| Max Drawdown | -27.45% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -3.64% | -6.06% |
| Avg. Drawdown Days | 38.0 | 30.0 |
| Recovery Factor | 1.59 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-07-29 | -27.45 | 678 |
| 2022-07-20 | 2022-09-19 | -12.10 | 61 |
| 2024-12-19 | 2025-01-15 | -10.90 | 27 |
| 2022-05-31 | 2022-07-07 | -9.67 | 37 |
| 2025-02-25 | 2025-06-11 | -9.50 | 106 |
| 2022-04-29 | 2022-05-30 | -4.85 | 31 |
| 2025-01-19 | 2025-01-29 | -4.84 | 10 |
| 2024-09-28 | 2024-11-21 | -3.95 | 54 |
| 2022-07-08 | 2022-07-18 | -3.83 | 9 |
| 2022-02-16 | 2022-04-01 | -3.72 | 44 |
| Metric | 11382226:btcusd:triple_med_gx:lsma105_70 | 11382226:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.72% | 35.75% |
| Worst Week | -7.4% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -6.6% | -37.12% |
| Best Year | 44.21% | 155.54% |
| Worst Year | -17.38% | -54.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.71% | -0.81% |
| Avg. Up Week | 3.54% | 5.76% |
| Avg. Down Week | -2.52% | -6.43% |
| Avg. Up Month | 5.2% | 17.66% |
| Avg. Down Month | -4.16% | -12.96% |
| Win Days % | 46.73% | 51.28% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 48.86% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |