| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 209.11% | 185.15% |
| Max Drawdown | -37.71% | -67.18% |
| Sharpe | 0.62 | 0.42 |
| Sortino | 0.96 | 0.61 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 16.99 | 4.03 |
| Outlier Loss Ratio | 4.33 | 3.89 |
| Volatility (ann.) | 15.2% | 26.06% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.03 | 0.53 |
| Skew | 1.36 | 0.18 |
| Kurtosis | 23.48 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.72% | 2.53% |
| Expected Yearly % | 32.6% | 29.95% |
| Kelly Criterion | 6.58% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.21% |
| Expected Shortfall (cVaR) | -1.28% | -2.21% |
| Year | 11405870:BTCUSD | 11405870:btcusd:triple_med_gx:lsma105_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -15.93 | 0.26 | + |
| 2023 | 155.54 | 76.44 | 0.49 | - |
| 2024 | 121.00 | 87.81 | 0.73 | - |
| 2025 | 27.10 | 10.95 | 0.40 | - |
| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| MTD | -0.05% | 10.71% |
| 3M | 5.52% | 41.88% |
| 6M | 8.37% | 22.91% |
| YTD | 10.95% | 27.1% |
| 1Y | 73.95% | 82.29% |
| 3Y (ann.) | 49.86% | 77.48% |
| 5Y (ann.) | 38.78% | 35.56% |
| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| Max Drawdown | -37.71% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 5.54 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -37.71 | 420 |
| 2025-03-06 | 2025-06-01 | -15.46 | 87 |
| 2023-08-29 | 2023-12-04 | -14.06 | 96 |
| 2023-04-26 | 2023-06-21 | -12.94 | 55 |
| 2024-06-10 | 2024-08-08 | -12.90 | 58 |
| 2025-01-07 | 2025-03-06 | -10.27 | 58 |
| 2024-04-01 | 2024-04-20 | -8.17 | 19 |
| 2023-07-14 | 2023-08-29 | -8.15 | 46 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-06 | -7.12 | 19 |
| Metric | 11405870:btcusd:triple_med_gx:lsma105_145 | 11405870:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -11.27% | -37.12% |
| Best Year | 87.81% | 155.54% |
| Worst Year | -15.93% | -60.27% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.32% | 6.5% |
| Avg. Down Week | -2.59% | -4.63% |
| Avg. Up Month | 8.59% | 13.16% |
| Avg. Down Month | -4.89% | -12.03% |
| Win Days % | 51.15% | 51.3% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 51.72% | 51.37% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |