| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 38.91% | 111.46% |
| Max Drawdown | -18.72% | -67.18% |
| Sharpe | 0.32 | 0.36 |
| Sortino | 0.49 | 0.52 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 37.09 | 3.4 |
| Outlier Loss Ratio | 4.34 | 3.29 |
| Volatility (ann.) | 9.72% | 26.61% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.59 | 0.4 |
| Skew | 1.81 | 0.16 |
| Kurtosis | 54.16 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 1.99% |
| Expected Yearly % | 8.56% | 20.59% |
| Kelly Criterion | 2.26% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.27% |
| Expected Shortfall (cVaR) | -0.83% | -2.27% |
| Year | 11405029:BTCUSD | 11405029:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 13.27 | -0.22 | + |
| 2023 | 155.54 | 2.00 | 0.01 | - |
| 2024 | 121.00 | 8.96 | 0.07 | - |
| 2025 | -5.74 | 10.34 | -1.80 | + |
| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| MTD | 6.54% | 4.38% |
| 3M | 8.71% | -10.75% |
| 6M | 9.41% | 38.92% |
| YTD | 10.34% | -5.74% |
| 1Y | 5.2% | 25.9% |
| 3Y (ann.) | 7.17% | 25.65% |
| 5Y (ann.) | 11.06% | 26.99% |
| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| Max Drawdown | -18.72% | -67.18% |
| Longest DD Days | 467.0 | 683.0 |
| Avg. Drawdown | -4.5% | -7.04% |
| Avg. Drawdown Days | 55.0 | 36.0 |
| Recovery Factor | 2.08 | 1.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-15 | -18.72 | 130 |
| 2022-11-18 | 2024-02-28 | -13.37 | 467 |
| 2024-11-04 | 2025-03-06 | -9.63 | 122 |
| 2022-08-13 | 2022-11-18 | -9.27 | 96 |
| 2022-04-21 | 2022-08-13 | -8.54 | 113 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-02 | 2022-04-18 | -4.44 | 47 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-02 | 2024-04-22 | -2.29 | 20 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.83% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 13.27% | 155.54% |
| Worst Year | 2.0% | -60.27% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.81% | 7.6% |
| Avg. Down Week | -1.68% | -3.34% |
| Avg. Up Month | 4.73% | 10.34% |
| Avg. Down Month | -3.19% | -9.86% |
| Win Days % | 47.48% | 51.12% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 50.0% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |