| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 72.28% | 181.3% |
| Max Drawdown | -26.02% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.67 | 0.6 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 35.93 | 3.5 |
| Outlier Loss Ratio | 4.09 | 3.32 |
| Volatility (ann.) | 10.78% | 26.31% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.65 | 0.51 |
| Skew | 2.82 | 0.18 |
| Kurtosis | 69.27 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.43% |
| Expected Yearly % | 14.57% | 29.51% |
| Kelly Criterion | 2.93% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11370326:BTCUSD | 11370326:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -13.12 | 0.22 | + |
| 2023 | 155.54 | 30.43 | 0.20 | - |
| 2024 | 121.00 | 34.67 | 0.29 | - |
| 2025 | 27.10 | 12.89 | 0.48 | - |
| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| MTD | 5.51% | 10.71% |
| 3M | 12.79% | 41.88% |
| 6M | 12.89% | 22.91% |
| YTD | 12.89% | 27.1% |
| 1Y | 13.47% | 82.29% |
| 3Y (ann.) | 18.54% | 77.48% |
| 5Y (ann.) | 16.86% | 34.49% |
| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| Max Drawdown | -26.02% | -67.18% |
| Longest DD Days | 275.0 | 683.0 |
| Avg. Drawdown | -4.29% | -7.6% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 2.78 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-14 | -26.02 | 237 |
| 2022-03-01 | 2022-07-19 | -15.16 | 140 |
| 2023-05-29 | 2024-02-28 | -14.01 | 275 |
| 2025-03-03 | 2025-07-17 | -13.46 | 136 |
| 2024-10-30 | 2025-03-02 | -10.19 | 123 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2023-04-11 | 2023-05-28 | -5.65 | 47 |
| 2024-06-05 | 2024-07-10 | -5.62 | 34 |
| 2024-04-08 | 2024-05-17 | -5.38 | 39 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 24.36% | 35.75% |
| Worst Week | -8.82% | -29.64% |
| Best Month | 22.35% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 34.67% | 155.54% |
| Worst Year | -13.12% | -60.81% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.08% | 8.23% |
| Avg. Down Week | -1.94% | -3.16% |
| Avg. Up Month | 6.93% | 14.77% |
| Avg. Down Month | -3.28% | -12.67% |
| Win Days % | 46.15% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 40.91% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |