| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 53.89% | 162.58% |
| Max Drawdown | -20.04% | -67.18% |
| Sharpe | 0.47 | 0.41 |
| Sortino | 0.76 | 0.59 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 62.0 | 3.13 |
| Outlier Loss Ratio | 3.86 | 2.98 |
| Volatility (ann.) | 7.43% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.69 | 0.5 |
| Skew | 2.72 | 0.18 |
| Kurtosis | 97.81 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.38% |
| Expected Yearly % | 11.38% | 27.3% |
| Kelly Criterion | 8.26% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11385228:BTCUSD | 11385228:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 13.85 | -0.23 | + |
| 2023 | 155.54 | 6.78 | 0.04 | - |
| 2024 | 121.00 | 40.16 | 0.33 | - |
| 2025 | 17.02 | -9.68 | -0.57 | - |
| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.36% | 31.76% |
| 6M | -18.03% | 12.25% |
| YTD | -9.68% | 17.02% |
| 1Y | 7.26% | 57.19% |
| 3Y (ann.) | 10.76% | 55.42% |
| 5Y (ann.) | 13.74% | 33.42% |
| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| Max Drawdown | -20.04% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -2.55% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 2.69 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -20.04 | 175 |
| 2022-09-10 | 2023-12-05 | -12.17 | 451 |
| 2022-04-28 | 2022-09-09 | -9.44 | 133 |
| 2022-03-09 | 2022-03-27 | -7.81 | 18 |
| 2023-12-06 | 2024-02-01 | -3.83 | 57 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-02-03 | 2024-04-06 | -2.48 | 62 |
| 2024-08-22 | 2024-09-17 | -2.28 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-04-08 | 2024-05-02 | -1.78 | 24 |
| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 15.48% | 35.75% |
| Worst Week | -9.24% | -29.64% |
| Best Month | 15.48% | 43.77% |
| Worst Month | -9.24% | -37.12% |
| Best Year | 40.16% | 155.54% |
| Worst Year | -9.68% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 4.39% | 9.19% |
| Avg. Down Week | -3.46% | -6.1% |
| Avg. Up Month | 5.74% | 17.71% |
| Avg. Down Month | -2.39% | -13.13% |
| Win Days % | 49.15% | 51.28% |
| Win Month % | 57.58% | 60.98% |
| Win Week % | 58.82% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |