| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 131.88% | 182.99% |
| Max Drawdown | -39.02% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 15.51 | 4.12 |
| Outlier Loss Ratio | 4.3 | 4.04 |
| Volatility (ann.) | 17.1% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.73 | 0.54 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 23.66 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.07% | 2.57% |
| Expected Yearly % | 23.4% | 29.7% |
| Kelly Criterion | 4.31% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11400548:BTCUSD | 11400548:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -17.62 | 0.31 | + |
| 2023 | 155.54 | 53.33 | 0.34 | - |
| 2024 | 121.00 | 68.96 | 0.57 | - |
| 2025 | 16.76 | 8.65 | 0.52 | - |
| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.65% | 31.46% |
| 6M | 14.04% | 12.77% |
| YTD | 8.65% | 16.76% |
| 1Y | 43.86% | 56.84% |
| 3Y (ann.) | 34.12% | 55.31% |
| 5Y (ann.) | 28.48% | 36.34% |
| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| Max Drawdown | -39.02% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.9% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 3.38 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -39.02 | 476 |
| 2024-05-16 | 2024-09-18 | -23.56 | 125 |
| 2025-01-07 | 2025-06-09 | -20.30 | 153 |
| 2023-07-14 | 2023-12-05 | -14.85 | 144 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-12-22 | 2024-01-29 | -10.27 | 38 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-04-23 | 2024-05-03 | -6.72 | 10 |
| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.45% | -29.64% |
| Best Month | 17.17% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 68.96% | 155.54% |
| Worst Year | -17.62% | -57.08% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.38% | 6.39% |
| Avg. Down Week | -2.68% | -4.47% |
| Avg. Up Month | 8.53% | 13.83% |
| Avg. Down Month | -4.11% | -12.0% |
| Win Days % | 50.37% | 51.31% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 49.15% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |