| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 41.55% | 189.95% |
| Max Drawdown | -28.13% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.58 | 0.63 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 0.6 | 1.06 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 0.51 | 0.99 |
| Outlier Win Ratio | 53.45 | 3.25 |
| Outlier Loss Ratio | 4.12 | 3.11 |
| Volatility (ann.) | 7.92% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.39 | 0.55 |
| Skew | 2.18 | 0.2 |
| Kurtosis | 58.72 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.57% |
| Expected Yearly % | 9.07% | 30.49% |
| Kelly Criterion | 3.36% | 9.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11385119:BTCUSD | 11385119:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -19.82 | 0.35 | + |
| 2023 | 155.54 | 20.45 | 0.13 | - |
| 2024 | 121.00 | 54.28 | 0.45 | - |
| 2025 | 17.02 | -5.00 | -0.29 | - |
| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.22% | 31.76% |
| 6M | -3.32% | 12.25% |
| YTD | -5.0% | 17.02% |
| 1Y | 6.71% | 57.19% |
| 3Y (ann.) | 13.9% | 55.42% |
| 5Y (ann.) | 10.88% | 37.22% |
| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| Max Drawdown | -28.13% | -67.18% |
| Longest DD Days | 693.0 | 683.0 |
| Avg. Drawdown | -3.09% | -6.63% |
| Avg. Drawdown Days | 46.0 | 33.0 |
| Recovery Factor | 1.48 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-07 | 2024-01-02 | -28.13 | 693 |
| 2024-12-17 | 2025-06-11 | -12.82 | 175 |
| 2024-03-05 | 2024-05-01 | -6.30 | 57 |
| 2024-05-30 | 2024-09-17 | -6.13 | 109 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-14 | 2024-01-16 | -2.94 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-05-29 | 2024-05-30 | -1.42 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11385119:btcusd:triple_med_gx:lsma105_80 | 11385119:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 15.04% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 19.2% | 43.77% |
| Worst Month | -6.66% | -37.12% |
| Best Year | 54.28% | 155.54% |
| Worst Year | -19.82% | -56.13% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.68% | 7.81% |
| Avg. Down Week | -2.56% | -4.24% |
| Avg. Up Month | 5.45% | 18.44% |
| Avg. Down Month | -3.15% | -14.05% |
| Win Days % | 47.0% | 51.26% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.22% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |