| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 248.26% | 150.85% |
| Max Drawdown | -29.94% | -67.18% |
| Sharpe | 0.65 | 0.39 |
| Sortino | 1.01 | 0.57 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 16.08 | 4.11 |
| Outlier Loss Ratio | 4.42 | 3.99 |
| Volatility (ann.) | 16.31% | 26.24% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.5 | 0.47 |
| Skew | 1.17 | 0.18 |
| Kurtosis | 23.51 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.09% | 2.27% |
| Expected Yearly % | 36.61% | 25.85% |
| Kelly Criterion | 7.38% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.23% |
| Expected Shortfall (cVaR) | -1.37% | -2.23% |
| Year | 11404029:BTCUSD | 11404029:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.22 | 0.09 | + |
| 2023 | 155.54 | 69.86 | 0.45 | - |
| 2024 | 121.00 | 111.49 | 0.92 | - |
| 2025 | 11.80 | 2.29 | 0.19 | - |
| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| MTD | -0.94% | -0.27% |
| 3M | 5.03% | 26.2% |
| 6M | -0.31% | -1.67% |
| YTD | 2.29% | 11.8% |
| 1Y | 83.7% | 56.98% |
| 3Y (ann.) | 55.99% | 72.09% |
| 5Y (ann.) | 44.86% | 31.41% |
| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.29% | -6.97% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 8.29 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -29.94 | 377 |
| 2025-01-07 | 2025-06-18 | -16.93 | 162 |
| 2024-06-10 | 2024-08-06 | -12.32 | 56 |
| 2023-07-14 | 2023-12-04 | -12.15 | 143 |
| 2022-02-23 | 2022-02-25 | -9.64 | 1 |
| 2023-04-26 | 2023-06-20 | -9.44 | 54 |
| 2023-12-22 | 2024-01-28 | -8.28 | 36 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-03-14 | 2023-04-10 | -7.00 | 26 |
| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.1% | 35.75% |
| Worst Week | -9.42% | -29.64% |
| Best Month | 21.32% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 111.49% | 155.54% |
| Worst Year | -5.22% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.31% | 6.08% |
| Avg. Down Week | -2.56% | -4.41% |
| Avg. Up Month | 8.44% | 13.9% |
| Avg. Down Month | -4.56% | -9.8% |
| Win Days % | 51.28% | 51.24% |
| Win Month % | 63.41% | 58.54% |
| Win Week % | 56.03% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |