| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 66.88% | 196.5% |
| Max Drawdown | -18.34% | -67.18% |
| Sharpe | 0.54 | 0.44 |
| Sortino | 0.9 | 0.64 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 58.72 | 3.14 |
| Outlier Loss Ratio | 3.82 | 2.97 |
| Volatility (ann.) | 7.64% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.9 | 0.57 |
| Skew | 3.37 | 0.2 |
| Kurtosis | 86.56 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.69% |
| Expected Yearly % | 13.66% | 31.22% |
| Kelly Criterion | 9.85% | 11.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11385204:BTCUSD | 11385204:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 21.90 | -0.40 | + |
| 2023 | 155.54 | 4.58 | 0.03 | - |
| 2024 | 121.00 | 46.61 | 0.39 | - |
| 2025 | 17.02 | -10.72 | -0.63 | - |
| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.84% | 31.76% |
| 6M | -15.37% | 12.25% |
| YTD | -10.72% | 17.02% |
| 1Y | 10.25% | 57.19% |
| 3Y (ann.) | 12.54% | 55.42% |
| 5Y (ann.) | 16.51% | 38.32% |
| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| Max Drawdown | -18.34% | -67.18% |
| Longest DD Days | 486.0 | 683.0 |
| Avg. Drawdown | -2.6% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 3.65 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.34 | 175 |
| 2022-10-05 | 2024-02-03 | -13.67 | 486 |
| 2022-04-26 | 2022-09-09 | -8.96 | 136 |
| 2024-02-03 | 2024-04-07 | -4.59 | 63 |
| 2024-05-01 | 2024-05-03 | -4.26 | 2 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-09 | 2022-03-24 | -2.05 | 14 |
| 2024-05-05 | 2024-05-15 | -2.01 | 9 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| Metric | 11385204:btcusd:triple_med_gx:lsma105_80 | 11385204:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 15.1% | 35.75% |
| Worst Week | -7.36% | -29.64% |
| Best Month | 21.81% | 43.77% |
| Worst Month | -7.74% | -37.12% |
| Best Year | 46.61% | 155.54% |
| Worst Year | -10.72% | -55.14% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 4.75% | 8.88% |
| Avg. Down Week | -3.42% | -4.66% |
| Avg. Up Month | 7.41% | 19.74% |
| Avg. Down Month | -2.79% | -13.85% |
| Win Days % | 49.69% | 51.33% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 50.98% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |