| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 2.81% | 237.48% |
| Max Drawdown | -28.91% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 42.14 | 3.26 |
| Outlier Loss Ratio | 4.38 | 3.31 |
| Volatility (ann.) | 9.13% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.03 | 0.63 |
| Skew | 0.2 | 0.2 |
| Kurtosis | 60.99 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.87% |
| Expected Yearly % | 0.7% | 35.54% |
| Kelly Criterion | -2.32% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11377183:BTCUSD | 11377183:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 25.32 | -0.47 | + |
| 2023 | 155.54 | -6.39 | -0.04 | - |
| 2024 | 121.00 | -0.50 | -0.00 | - |
| 2025 | 30.14 | -11.92 | -0.40 | - |
| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| MTD | 0.81% | 13.36% |
| 3M | 2.15% | 45.08% |
| 6M | -12.55% | 28.47% |
| YTD | -11.92% | 30.14% |
| 1Y | -7.89% | 105.13% |
| 3Y (ann.) | -0.05% | 81.7% |
| 5Y (ann.) | 0.8% | 42.08% |
| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| Max Drawdown | -28.91% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.14% | -5.84% |
| Avg. Drawdown Days | 88.0 | 29.0 |
| Recovery Factor | 0.1 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.91 | 904 |
| 2022-02-05 | 2022-09-09 | -13.47 | 216 |
| 2022-10-09 | 2022-11-30 | -6.63 | 51 |
| 2022-09-14 | 2022-10-04 | -3.82 | 19 |
| 2022-12-07 | 2022-12-08 | -1.74 | 1 |
| 2022-12-09 | 2023-01-19 | -0.66 | 40 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2023-01-20 | 2023-01-20 | -0.57 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2023-01-19 | 2023-01-19 | -0.37 | 0 |
| Metric | 11377183:btcusd:triple_med_gx:lsma105_50 | 11377183:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 12.55% | 43.77% |
| Worst Month | -10.42% | -37.12% |
| Best Year | 25.32% | 155.54% |
| Worst Year | -11.92% | -54.08% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.37% | 5.39% |
| Avg. Down Week | -2.63% | -5.1% |
| Avg. Up Month | 4.74% | 19.67% |
| Avg. Down Month | -3.07% | -14.71% |
| Win Days % | 46.93% | 51.31% |
| Win Month % | 46.15% | 62.79% |
| Win Week % | 44.21% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |