| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 220.65% | 185.15% |
| Max Drawdown | -35.65% | -67.18% |
| Sharpe | 0.62 | 0.42 |
| Sortino | 0.97 | 0.61 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 16.82 | 4.08 |
| Outlier Loss Ratio | 4.37 | 3.97 |
| Volatility (ann.) | 15.53% | 26.06% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.13 | 0.53 |
| Skew | 1.34 | 0.18 |
| Kurtosis | 23.07 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 2.53% |
| Expected Yearly % | 33.82% | 29.95% |
| Kelly Criterion | 6.94% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.21% |
| Expected Shortfall (cVaR) | -1.31% | -2.21% |
| Year | 11405927:BTCUSD | 11405927:btcusd:triple_med_gx:lsma110_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.16 | 0.15 | + |
| 2023 | 155.54 | 89.10 | 0.57 | - |
| 2024 | 121.00 | 71.69 | 0.59 | - |
| 2025 | 27.10 | 8.72 | 0.32 | - |
| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| MTD | 0.48% | 10.71% |
| 3M | 8.62% | 41.88% |
| 6M | 7.52% | 22.91% |
| YTD | 8.72% | 27.1% |
| 1Y | 79.47% | 82.29% |
| 3Y (ann.) | 50.8% | 77.48% |
| 5Y (ann.) | 40.26% | 35.56% |
| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| Max Drawdown | -35.65% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.94% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 6.19 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -35.65 | 377 |
| 2024-06-10 | 2024-09-19 | -17.78 | 100 |
| 2025-01-07 | 2025-06-03 | -15.72 | 147 |
| 2023-04-26 | 2023-06-21 | -12.74 | 55 |
| 2024-01-02 | 2024-03-24 | -12.66 | 82 |
| 2023-07-14 | 2023-12-03 | -9.90 | 142 |
| 2024-04-23 | 2024-05-04 | -8.80 | 11 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-03 | -6.87 | 16 |
| Metric | 11405927:btcusd:triple_med_gx:lsma110_145 | 11405927:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 33.83% | 43.77% |
| Worst Month | -11.69% | -37.12% |
| Best Year | 89.1% | 155.54% |
| Worst Year | -9.16% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 5.06% | 6.74% |
| Avg. Down Week | -2.64% | -4.11% |
| Avg. Up Month | 9.4% | 15.06% |
| Avg. Down Month | -6.34% | -12.36% |
| Win Days % | 51.32% | 51.3% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 52.25% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |