| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.69% | 203.48% |
| Max Drawdown | -29.13% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.41 | 0.65 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 0.76 | 0.99 |
| Outlier Win Ratio | 50.66 | 3.24 |
| Outlier Loss Ratio | 4.0 | 3.08 |
| Volatility (ann.) | 8.15% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.27 | 0.58 |
| Skew | 1.51 | 0.2 |
| Kurtosis | 58.59 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.68% |
| Expected Yearly % | 6.51% | 31.99% |
| Kelly Criterion | 0.56% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11383491:BTCUSD | 11383491:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 9.12 | -0.17 | + |
| 2023 | 155.54 | -16.71 | -0.11 | - |
| 2024 | 121.00 | 34.33 | 0.28 | - |
| 2025 | 17.02 | 5.41 | 0.32 | - |
| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.04% | 31.76% |
| 6M | 2.09% | 12.25% |
| YTD | 5.41% | 17.02% |
| 1Y | 13.61% | 57.19% |
| 3Y (ann.) | 4.73% | 55.42% |
| 5Y (ann.) | 7.77% | 38.98% |
| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| Max Drawdown | -29.13% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.06% |
| Avg. Drawdown Days | 53.0 | 30.0 |
| Recovery Factor | 0.98 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2024-08-24 | -29.13 | 704 |
| 2022-06-11 | 2022-07-07 | -8.89 | 26 |
| 2025-02-25 | 2025-06-11 | -8.21 | 106 |
| 2022-07-20 | 2022-09-09 | -8.08 | 50 |
| 2024-09-28 | 2025-01-15 | -6.56 | 109 |
| 2025-01-19 | 2025-01-29 | -3.96 | 10 |
| 2022-05-02 | 2022-05-30 | -3.32 | 27 |
| 2022-02-17 | 2022-04-01 | -3.05 | 43 |
| 2022-04-30 | 2022-05-02 | -2.95 | 2 |
| 2022-07-09 | 2022-07-19 | -2.84 | 9 |
| Metric | 11383491:btcusd:triple_med_gx:lsma105_75 | 11383491:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.25% | 35.75% |
| Worst Week | -7.61% | -29.64% |
| Best Month | 17.87% | 43.77% |
| Worst Month | -6.21% | -37.12% |
| Best Year | 34.33% | 155.54% |
| Worst Year | -16.71% | -54.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.1% | 5.14% |
| Avg. Down Week | -2.26% | -6.53% |
| Avg. Up Month | 4.74% | 17.88% |
| Avg. Down Month | -4.32% | -12.29% |
| Win Days % | 47.0% | 51.28% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 46.34% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |