| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 33.97% | 199.65% |
| Max Drawdown | -24.17% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 0.67 | 0.99 |
| Outlier Win Ratio | 52.02 | 3.25 |
| Outlier Loss Ratio | 4.09 | 3.15 |
| Volatility (ann.) | 8.08% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.38 | 0.57 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 54.32 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.65% |
| Expected Yearly % | 7.59% | 31.57% |
| Kelly Criterion | 2.45% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11385104:BTCUSD | 11385104:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -13.36 | 0.24 | + |
| 2023 | 155.54 | 27.31 | 0.18 | - |
| 2024 | 121.00 | 39.46 | 0.33 | - |
| 2025 | 17.02 | -12.91 | -0.76 | - |
| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.39% | 31.76% |
| 6M | -8.13% | 12.25% |
| YTD | -12.91% | 17.02% |
| 1Y | 3.44% | 57.19% |
| 3Y (ann.) | 14.68% | 55.42% |
| 5Y (ann.) | 9.07% | 38.5% |
| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| Max Drawdown | -24.17% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.29% |
| Avg. Drawdown Days | 40.0 | 31.0 |
| Recovery Factor | 1.41 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-12-04 | -24.17 | 640 |
| 2025-01-07 | 2025-06-11 | -19.12 | 155 |
| 2024-03-05 | 2024-05-04 | -8.85 | 60 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-01-13 | 2024-01-31 | -3.41 | 18 |
| 2024-07-11 | 2024-08-19 | -2.96 | 39 |
| 2024-05-16 | 2024-05-30 | -2.32 | 14 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-07-01 | 2024-07-11 | -1.43 | 9 |
| Metric | 11385104:btcusd:triple_med_gx:lsma105_80 | 11385104:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 15.04% | 35.75% |
| Worst Week | -7.78% | -29.64% |
| Best Month | 14.25% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 39.46% | 155.54% |
| Worst Year | -13.36% | -54.66% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.78% | 7.08% |
| Avg. Down Week | -3.01% | -4.11% |
| Avg. Up Month | 4.95% | 17.01% |
| Avg. Down Month | -3.21% | -13.6% |
| Win Days % | 46.69% | 51.27% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 56.16% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |