| Metric | 11370430:btcusd:triple_med_gx:lsma55_10 | 11370430:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 10.57% | 233.23% |
| Max Drawdown | -20.8% | -67.18% |
| Sharpe | 0.13 | 0.46 |
| Sortino | 0.19 | 0.67 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 0.66 | 1.0 |
| Outlier Win Ratio | 50.68 | 3.31 |
| Outlier Loss Ratio | 3.78 | 3.17 |
| Volatility (ann.) | 8.79% | 26.12% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.14 | 0.62 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 86.89 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.84% |
| Expected Yearly % | 2.54% | 35.11% |
| Kelly Criterion | -1.87% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11370430:BTCUSD | 11370430:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -3.42 | 0.06 | + |
| 2023 | 155.54 | 13.06 | 0.08 | - |
| 2024 | 121.00 | 6.28 | 0.05 | - |
| 2025 | 30.14 | -4.72 | -0.16 | - |
| Metric | 11370430:btcusd:triple_med_gx:lsma55_10 | 11370430:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 3.05% | 45.08% |
| 6M | -5.84% | 28.47% |
| YTD | -4.72% | 30.14% |
| 1Y | -4.31% | 105.13% |
| 3Y (ann.) | 0.88% | 81.7% |
| 5Y (ann.) | 2.95% | 41.6% |
| Metric | 11370430:btcusd:triple_med_gx:lsma55_10 | 11370430:BTCUSD |
|---|---|---|
| Max Drawdown | -20.8% | -67.18% |
| Longest DD Days | 533.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.05% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | 0.51 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-10-20 | -20.80 | 533 |
| 2025-01-17 | 2025-07-14 | -19.89 | 177 |
| 2024-04-08 | 2024-10-29 | -12.29 | 204 |
| 2023-10-20 | 2024-02-28 | -8.36 | 131 |
| 2024-10-30 | 2025-01-17 | -6.81 | 79 |
| 2024-02-29 | 2024-04-08 | -4.67 | 38 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-04-20 | 2022-05-04 | -2.65 | 13 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-03-02 | 2022-03-16 | -1.04 | 14 |
| Metric | 11370430:btcusd:triple_med_gx:lsma55_10 | 11370430:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 13.06% | 155.54% |
| Worst Year | -4.72% | -54.66% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 2.56% | 7.87% |
| Avg. Down Week | -1.86% | -2.21% |
| Avg. Up Month | 3.55% | 15.33% |
| Avg. Down Month | -4.29% | -10.48% |
| Win Days % | 45.86% | 51.3% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 51.32% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |