| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 47.37% | 203.48% |
| Max Drawdown | -16.23% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.62 | 0.65 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 0.42 | 1.07 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 0.34 | 0.99 |
| Outlier Win Ratio | 55.29 | 3.15 |
| Outlier Loss Ratio | 3.91 | 3.03 |
| Volatility (ann.) | 7.79% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.75 | 0.58 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 74.59 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.68% |
| Expected Yearly % | 10.18% | 31.99% |
| Kelly Criterion | 4.25% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11383380:BTCUSD | 11383380:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 8.45 | -0.16 | + |
| 2023 | 155.54 | -4.07 | -0.03 | - |
| 2024 | 121.00 | 46.14 | 0.38 | - |
| 2025 | 17.02 | -3.07 | -0.18 | - |
| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.12% | 31.76% |
| 6M | -1.11% | 12.25% |
| YTD | -3.07% | 17.02% |
| 1Y | 19.3% | 57.19% |
| 3Y (ann.) | 16.11% | 55.42% |
| 5Y (ann.) | 12.18% | 38.98% |
| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| Max Drawdown | -16.23% | -67.18% |
| Longest DD Days | 626.0 | 683.0 |
| Avg. Drawdown | -2.56% | -6.06% |
| Avg. Drawdown Days | 35.0 | 30.0 |
| Recovery Factor | 2.92 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-04-07 | -16.23 | 626 |
| 2022-02-16 | 2022-07-07 | -14.61 | 141 |
| 2025-01-28 | 2025-06-11 | -9.66 | 134 |
| 2024-05-27 | 2024-07-26 | -4.44 | 59 |
| 2024-12-20 | 2024-12-20 | -4.39 | 0 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2022-07-08 | 2022-07-18 | -3.37 | 9 |
| 2024-09-28 | 2024-11-21 | -2.93 | 53 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11383380:btcusd:triple_med_gx:lsma105_75 | 11383380:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.09% | 35.75% |
| Worst Week | -8.69% | -29.64% |
| Best Month | 23.18% | 43.77% |
| Worst Month | -8.02% | -37.12% |
| Best Year | 46.14% | 155.54% |
| Worst Year | -4.07% | -54.08% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.29% | 6.85% |
| Avg. Down Week | -1.89% | -5.29% |
| Avg. Up Month | 4.09% | 16.67% |
| Avg. Down Month | -4.48% | -17.23% |
| Win Days % | 47.79% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 48.72% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |