| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 30.94% | 156.76% |
| Max Drawdown | -12.05% | -67.18% |
| Sharpe | 0.37 | 0.4 |
| Sortino | 0.58 | 0.58 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.34 | 2.96 |
| Outlier Loss Ratio | 4.12 | 2.85 |
| Volatility (ann.) | 5.95% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.7 | 0.49 |
| Skew | 1.32 | 0.18 |
| Kurtosis | 75.76 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.33% |
| Expected Yearly % | 6.97% | 26.58% |
| Kelly Criterion | 5.93% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11384108:BTCUSD | 11384108:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 16.21 | -0.27 | + |
| 2023 | 155.54 | 3.81 | 0.02 | - |
| 2024 | 121.00 | 2.48 | 0.02 | - |
| 2025 | 17.02 | 5.92 | 0.35 | - |
| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.94% | 31.76% |
| 6M | 5.92% | 12.25% |
| YTD | 5.92% | 17.02% |
| 1Y | 20.29% | 57.19% |
| 3Y (ann.) | 8.59% | 55.42% |
| 5Y (ann.) | 8.46% | 32.84% |
| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| Max Drawdown | -12.05% | -67.18% |
| Longest DD Days | 287.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.23% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 2.57 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-18 | -12.05 | 287 |
| 2022-03-11 | 2022-05-30 | -5.76 | 79 |
| 2024-09-20 | 2025-01-14 | -5.74 | 116 |
| 2025-03-20 | 2025-04-22 | -5.65 | 33 |
| 2022-12-01 | 2023-05-28 | -5.38 | 178 |
| 2022-10-05 | 2022-11-30 | -5.32 | 56 |
| 2023-05-29 | 2023-12-05 | -5.15 | 190 |
| 2025-01-15 | 2025-03-19 | -3.84 | 63 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| Metric | 11384108:btcusd:triple_med_gx:lsma110_75 | 11384108:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 6.41% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 5.79% | 43.77% |
| Worst Month | -10.4% | -37.12% |
| Best Year | 16.21% | 155.54% |
| Worst Year | 2.48% | -61.15% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.65% | -0.67% |
| Avg. Up Week | 2.69% | 9.51% |
| Avg. Down Week | -2.66% | -3.55% |
| Avg. Up Month | 2.08% | 16.11% |
| Avg. Down Month | -1.87% | -7.5% |
| Win Days % | 48.19% | 51.27% |
| Win Month % | 70.37% | 60.98% |
| Win Week % | 60.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |