| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 262.97% | 183.25% |
| Max Drawdown | -26.94% | -67.18% |
| Sharpe | 0.67 | 0.43 |
| Sortino | 1.05 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 15.9 | 4.07 |
| Outlier Loss Ratio | 4.39 | 3.98 |
| Volatility (ann.) | 16.1% | 26.31% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.73 | 0.54 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 22.62 | 6.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.19% | 2.57% |
| Expected Yearly % | 38.03% | 29.73% |
| Kelly Criterion | 7.66% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.23% |
| Expected Shortfall (cVaR) | -1.36% | -2.23% |
| Year | 11402384:BTCUSD | 11402384:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -7.08 | 0.13 | + |
| 2023 | 155.54 | 84.83 | 0.55 | - |
| 2024 | 121.00 | 105.11 | 0.87 | - |
| 2025 | 11.80 | 3.04 | 0.26 | - |
| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| MTD | -0.42% | -0.27% |
| 3M | 7.18% | 26.2% |
| 6M | -1.18% | -1.67% |
| YTD | 3.04% | 11.8% |
| 1Y | 71.38% | 56.98% |
| 3Y (ann.) | 53.58% | 72.09% |
| 5Y (ann.) | 46.56% | 36.17% |
| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.97% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 9.76 | 2.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -26.94 | 377 |
| 2025-01-07 | 2025-06-18 | -17.99 | 162 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2023-08-29 | 2023-12-04 | -12.05 | 96 |
| 2023-04-26 | 2023-06-20 | -11.61 | 55 |
| 2022-02-23 | 2022-02-25 | -9.64 | 1 |
| 2024-01-15 | 2024-01-29 | -8.87 | 14 |
| 2023-07-14 | 2023-08-29 | -8.32 | 46 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 33.25% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 25.12% | 43.77% |
| Worst Month | -10.52% | -37.12% |
| Best Year | 105.11% | 155.54% |
| Worst Year | -7.08% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 5.12% | 7.04% |
| Avg. Down Week | -2.44% | -4.5% |
| Avg. Up Month | 9.3% | 14.96% |
| Avg. Down Month | -4.92% | -10.89% |
| Win Days % | 51.52% | 51.29% |
| Win Month % | 63.41% | 58.54% |
| Win Week % | 49.57% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |