| Metric | 11382482:btcusd:triple_med_gx:lsma105_70 | 11382482:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 73.58% | 188.04% |
| Max Drawdown | -18.66% | -67.18% |
| Sharpe | 0.49 | 0.43 |
| Sortino | 0.79 | 0.63 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 2.0 | 1.06 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.63 | 0.99 |
| Outlier Win Ratio | 41.45 | 3.36 |
| Outlier Loss Ratio | 4.0 | 3.25 |
| Volatility (ann.) | 9.32% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.96 | 0.55 |
| Skew | 2.5 | 0.2 |
| Kurtosis | 51.13 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.55% |
| Expected Yearly % | 14.78% | 30.28% |
| Kelly Criterion | 6.38% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11382482:BTCUSD | 11382482:btcusd:triple_med_gx:lsma105_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 11.18 | -0.20 | + |
| 2023 | 155.54 | 29.62 | 0.19 | - |
| 2024 | 121.00 | 26.41 | 0.22 | - |
| 2025 | 17.02 | -4.72 | -0.28 | - |
| Metric | 11382482:btcusd:triple_med_gx:lsma105_70 | 11382482:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.14% | 31.76% |
| 6M | -3.66% | 12.25% |
| YTD | -4.72% | 17.02% |
| 1Y | 10.94% | 57.19% |
| 3Y (ann.) | 14.09% | 55.42% |
| 5Y (ann.) | 17.83% | 36.99% |
| Metric | 11382482:btcusd:triple_med_gx:lsma105_70 | 11382482:BTCUSD |
|---|---|---|
| Max Drawdown | -18.66% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.61% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 3.94 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-04-14 | -18.66 | 325 |
| 2024-03-05 | 2024-05-15 | -13.94 | 71 |
| 2025-01-07 | 2025-06-11 | -12.73 | 155 |
| 2023-04-14 | 2023-08-08 | -10.18 | 116 |
| 2024-05-30 | 2024-09-19 | -8.56 | 111 |
| 2023-12-06 | 2024-03-04 | -8.08 | 89 |
| 2022-03-04 | 2022-03-27 | -8.03 | 22 |
| 2023-08-08 | 2023-10-23 | -5.70 | 76 |
| 2024-12-17 | 2025-01-06 | -3.74 | 19 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| Metric | 11382482:btcusd:triple_med_gx:lsma105_70 | 11382482:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 19.65% | 43.77% |
| Worst Month | -8.47% | -37.12% |
| Best Year | 29.62% | 155.54% |
| Worst Year | -4.72% | -56.42% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.33% | 9.55% |
| Avg. Down Week | -2.8% | -4.66% |
| Avg. Up Month | 6.11% | 17.35% |
| Avg. Down Month | -4.47% | -15.28% |
| Win Days % | 48.34% | 51.3% |
| Win Month % | 63.89% | 61.9% |
| Win Week % | 52.78% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |