| Metric | 11383790:btcusd:triple_med_gx:lsma105_75 | 11383790:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 62.48% | 188.04% |
| Max Drawdown | -16.91% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.73 | 0.63 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.71 | 0.67 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 44.62 | 3.31 |
| Outlier Loss Ratio | 3.97 | 3.19 |
| Volatility (ann.) | 8.93% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.92 | 0.55 |
| Skew | 2.75 | 0.2 |
| Kurtosis | 56.88 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.55% |
| Expected Yearly % | 12.9% | 30.28% |
| Kelly Criterion | 5.14% | 11.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11383790:BTCUSD | 11383790:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.31 | -0.18 | + |
| 2023 | 155.54 | 32.91 | 0.21 | - |
| 2024 | 121.00 | 23.29 | 0.19 | - |
| 2025 | 17.02 | -10.12 | -0.59 | - |
| Metric | 11383790:btcusd:triple_med_gx:lsma105_75 | 11383790:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.25% | 31.76% |
| 6M | -7.19% | 12.25% |
| YTD | -10.12% | 17.02% |
| 1Y | 6.96% | 57.19% |
| 3Y (ann.) | 12.47% | 55.42% |
| 5Y (ann.) | 15.53% | 36.99% |
| Metric | 11383790:btcusd:triple_med_gx:lsma105_75 | 11383790:BTCUSD |
|---|---|---|
| Max Drawdown | -16.91% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -3.13% | -6.61% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 3.7 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-17 | -16.91 | 325 |
| 2025-01-07 | 2025-06-11 | -14.47 | 155 |
| 2024-03-05 | 2024-05-15 | -13.86 | 71 |
| 2024-05-30 | 2024-10-18 | -9.56 | 140 |
| 2023-12-06 | 2024-03-04 | -8.55 | 89 |
| 2023-04-14 | 2023-08-08 | -7.98 | 116 |
| 2022-03-06 | 2022-04-24 | -6.32 | 48 |
| 2023-09-18 | 2023-10-23 | -4.95 | 35 |
| 2024-12-17 | 2025-01-06 | -3.70 | 19 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11383790:btcusd:triple_med_gx:lsma105_75 | 11383790:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 17.34% | 43.77% |
| Worst Month | -8.51% | -37.12% |
| Best Year | 32.91% | 155.54% |
| Worst Year | -10.12% | -56.42% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 4.07% | 9.54% |
| Avg. Down Week | -2.64% | -5.03% |
| Avg. Up Month | 6.16% | 17.98% |
| Avg. Down Month | -4.38% | -15.28% |
| Win Days % | 47.7% | 51.3% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 50.7% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |