| Metric | 11383753:btcusd:triple_med_gx:lsma105_75 | 11383753:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 30.76% | 199.65% |
| Max Drawdown | -25.09% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.41 | 0.64 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 45.77 | 3.31 |
| Outlier Loss Ratio | 4.05 | 3.26 |
| Volatility (ann.) | 8.82% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.33 | 0.57 |
| Skew | 1.63 | 0.2 |
| Kurtosis | 53.02 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.65% |
| Expected Yearly % | 6.93% | 31.57% |
| Kelly Criterion | 1.26% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11383753:BTCUSD | 11383753:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -3.78 | 0.07 | + |
| 2023 | 155.54 | 24.21 | 0.16 | - |
| 2024 | 121.00 | 25.81 | 0.21 | - |
| 2025 | 17.02 | -13.04 | -0.77 | - |
| Metric | 11383753:btcusd:triple_med_gx:lsma105_75 | 11383753:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.01% | 31.76% |
| 6M | -8.13% | 12.25% |
| YTD | -13.04% | 17.02% |
| 1Y | 2.74% | 57.19% |
| 3Y (ann.) | 10.61% | 55.42% |
| 5Y (ann.) | 8.28% | 38.5% |
| Metric | 11383753:btcusd:triple_med_gx:lsma105_75 | 11383753:BTCUSD |
|---|---|---|
| Max Drawdown | -25.09% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -3.6% | -6.29% |
| Avg. Drawdown Days | 44.0 | 31.0 |
| Recovery Factor | 1.23 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-12-04 | -25.09 | 640 |
| 2025-01-07 | 2025-06-11 | -18.70 | 155 |
| 2024-03-05 | 2024-07-01 | -15.83 | 118 |
| 2024-01-13 | 2024-03-04 | -4.47 | 51 |
| 2024-07-01 | 2024-08-20 | -3.87 | 49 |
| 2024-08-20 | 2024-09-15 | -3.50 | 25 |
| 2024-09-15 | 2024-09-17 | -3.34 | 2 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-08 | -1.72 | 23 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11383753:btcusd:triple_med_gx:lsma105_75 | 11383753:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 15.05% | 35.75% |
| Worst Week | -9.89% | -29.64% |
| Best Month | 13.6% | 43.77% |
| Worst Month | -12.73% | -37.12% |
| Best Year | 25.81% | 155.54% |
| Worst Year | -13.04% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.4% | 7.11% |
| Avg. Down Week | -2.9% | -3.51% |
| Avg. Up Month | 6.01% | 17.23% |
| Avg. Down Month | -4.45% | -13.89% |
| Win Days % | 47.97% | 51.27% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 52.56% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |