| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 5.01% | 272.06% |
| Max Drawdown | -23.15% | -32.34% |
| Sharpe | 0.06 | 0.38 |
| Sortino | 0.08 | 0.54 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.03 | 1.06 |
| Common Sense Ratio | 0.0 | 1.09 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 57.46 | 3.1 |
| Outlier Loss Ratio | 3.23 | 3.04 |
| Volatility (ann.) | 3.26% | 10.53% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.13 | 3.92 |
| Skew | 1.73 | -0.02 |
| Kurtosis | 87.8 | 9.12 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.24% | 6.79% |
| Expected Yearly % | 1.64% | 54.96% |
| Kelly Criterion | -1.84% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -0.9% |
| Expected Shortfall (cVaR) | -0.28% | -0.9% |
| Year | 12181996:BTCUSD | 12181996:btcusd:triple_med_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.33 | -4.42 | -0.09 | - |
| 2024 | 121.00 | 31.27 | 0.26 | - |
| 2025 | 11.24 | -16.30 | -1.45 | - |
| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| MTD | -1.8% | 10.27% |
| 3M | -14.91% | 7.48% |
| 6M | -17.17% | 14.76% |
| YTD | -16.3% | 11.24% |
| 1Y | -18.4% | 56.78% |
| 3Y (ann.) | 3.09% | 126.68% |
| 5Y (ann.) | 3.09% | 126.68% |
| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| Max Drawdown | -23.15% | -32.34% |
| Longest DD Days | 353.0 | 236.0 |
| Avg. Drawdown | -2.03% | -2.29% |
| Avg. Drawdown Days | 19.0 | 5.0 |
| Recovery Factor | 0.22 | 8.41 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2025-05-16 | -23.15 | 353 |
| 2023-10-10 | 2024-01-08 | -4.95 | 90 |
| 2024-02-13 | 2024-03-04 | -4.25 | 20 |
| 2024-01-22 | 2024-02-09 | -3.76 | 17 |
| 2024-05-13 | 2024-05-27 | -3.24 | 14 |
| 2024-04-08 | 2024-04-13 | -2.53 | 5 |
| 2024-03-19 | 2024-03-31 | -1.75 | 12 |
| 2024-04-05 | 2024-04-08 | -1.66 | 2 |
| 2024-05-06 | 2024-05-13 | -1.55 | 6 |
| 2024-04-23 | 2024-04-29 | -1.45 | 6 |
| Metric | 12181996:btcusd:triple_med_gx:lsma105_60 | 12181996:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 5.23% |
| Worst Day | -3.0% | -4.9% |
| Best Week | 6.67% | 23.06% |
| Worst Week | -5.31% | -12.33% |
| Best Month | 12.45% | 43.77% |
| Worst Month | -6.64% | -17.69% |
| Best Year | 31.27% | 121.0% |
| Worst Year | -16.3% | 11.24% |
| Avg. Up Day | 0.4% | 0.42% |
| Avg. Down Day | -0.36% | -0.38% |
| Avg. Up Week | 1.92% | 5.87% |
| Avg. Down Week | -1.79% | -4.42% |
| Avg. Up Month | 3.9% | 14.33% |
| Avg. Down Month | -4.02% | -7.53% |
| Win Days % | 46.1% | 51.08% |
| Win Month % | 45.0% | 70.0% |
| Win Week % | 44.87% | 55.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 33.33% | 100.0% |