| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 9.67% | 198.43% |
| Max Drawdown | -25.98% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.17 | 0.62 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 33.9 | 3.5 |
| Outlier Loss Ratio | 4.14 | 3.45 |
| Volatility (ann.) | 11.2% | 26.29% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.1 | 0.55 |
| Skew | 1.55 | 0.19 |
| Kurtosis | 52.73 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.58% |
| Expected Yearly % | 2.33% | 31.43% |
| Kelly Criterion | -1.77% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11371062:BTCUSD | 11371062:btcusd:triple_med_gx:lsma70_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -11.43 | 0.19 | + |
| 2023 | 155.54 | 6.56 | 0.04 | - |
| 2024 | 121.00 | 13.44 | 0.11 | - |
| 2025 | 30.14 | 2.43 | 0.08 | - |
| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| MTD | 3.13% | 13.36% |
| 3M | 7.41% | 45.08% |
| 6M | -0.91% | 28.47% |
| YTD | 2.43% | 30.14% |
| 1Y | 1.09% | 105.13% |
| 3Y (ann.) | -1.75% | 81.7% |
| 5Y (ann.) | 2.69% | 36.92% |
| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| Max Drawdown | -25.98% | -67.18% |
| Longest DD Days | 718.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.95% |
| Avg. Drawdown Days | 81.0 | 34.0 |
| Recovery Factor | 0.37 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-04-08 | -25.98 | 718 |
| 2025-01-20 | 2025-07-14 | -21.42 | 174 |
| 2024-04-08 | 2025-01-19 | -14.85 | 285 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-01-31 | 2022-02-27 | -2.06 | 26 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11371062:btcusd:triple_med_gx:lsma70_15 | 11371062:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.88% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 11.04% | 43.77% |
| Worst Month | -12.15% | -37.12% |
| Best Year | 13.44% | 155.54% |
| Worst Year | -11.43% | -59.39% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.89% | 7.27% |
| Avg. Down Week | -2.09% | -2.79% |
| Avg. Up Month | 5.07% | 13.56% |
| Avg. Down Month | -4.88% | -11.9% |
| Win Days % | 45.36% | 51.25% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 45.61% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |