| Metric | 11384140:btcusd:triple_med_gx:lsma105_75 | 11384140:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 38.16% | 147.72% |
| Max Drawdown | -10.85% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.78 | 0.57 |
| Payoff Ratio | 1.37 | 1.31 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.89 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 90.74 | 2.88 |
| Outlier Loss Ratio | 4.09 | 2.73 |
| Volatility (ann.) | 5.35% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.94 | 0.47 |
| Skew | 1.84 | 0.18 |
| Kurtosis | 96.31 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.24% |
| Expected Yearly % | 8.42% | 25.46% |
| Kelly Criterion | 9.76% | 14.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11384140:BTCUSD | 11384140:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 12.94 | -0.21 | + |
| 2023 | 155.54 | 15.85 | 0.10 | - |
| 2024 | 121.00 | 3.77 | 0.03 | - |
| 2025 | 17.02 | 1.75 | 0.10 | - |
| Metric | 11384140:btcusd:triple_med_gx:lsma105_75 | 11384140:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.03% | 31.76% |
| 6M | 1.75% | 12.25% |
| YTD | 1.75% | 17.02% |
| 1Y | 15.26% | 57.19% |
| 3Y (ann.) | 11.39% | 55.42% |
| 5Y (ann.) | 10.23% | 31.44% |
| Metric | 11384140:btcusd:triple_med_gx:lsma105_75 | 11384140:BTCUSD |
|---|---|---|
| Max Drawdown | -10.85% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -2.85% | -7.67% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 3.52 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-08-23 | -10.85 | 261 |
| 2025-03-20 | 2025-06-11 | -6.08 | 83 |
| 2024-09-20 | 2025-03-19 | -5.72 | 180 |
| 2022-10-05 | 2023-02-26 | -5.00 | 144 |
| 2022-05-25 | 2022-07-01 | -4.50 | 36 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-08-09 | 2023-12-05 | -3.51 | 118 |
| 2023-03-01 | 2023-03-18 | -3.36 | 16 |
| 2023-03-18 | 2023-05-28 | -2.77 | 71 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| Metric | 11384140:btcusd:triple_med_gx:lsma105_75 | 11384140:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.78% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 7.78% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 15.85% | 155.54% |
| Worst Year | 1.75% | -62.52% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.63% | -0.67% |
| Avg. Up Week | 3.33% | 10.68% |
| Avg. Down Week | -2.52% | -3.49% |
| Avg. Up Month | 3.09% | 14.02% |
| Avg. Down Month | -0.85% | -8.16% |
| Win Days % | 47.81% | 51.26% |
| Win Month % | 58.33% | 58.54% |
| Win Week % | 58.82% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |