| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 16.1% | 237.48% |
| Max Drawdown | -21.68% | -67.18% |
| Sharpe | 0.17 | 0.47 |
| Sortino | 0.25 | 0.68 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 42.54 | 3.22 |
| Outlier Loss Ratio | 4.36 | 3.23 |
| Volatility (ann.) | 8.85% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.63 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 64.62 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.87% |
| Expected Yearly % | 3.8% | 35.54% |
| Kelly Criterion | -0.5% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11378206:BTCUSD | 11378206:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 17.58 | -0.33 | + |
| 2023 | 155.54 | -5.63 | -0.04 | - |
| 2024 | 121.00 | 4.37 | 0.04 | - |
| 2025 | 30.14 | 0.25 | 0.01 | - |
| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| MTD | 0.85% | 13.36% |
| 3M | 6.03% | 45.08% |
| 6M | 2.2% | 28.47% |
| YTD | 0.25% | 30.14% |
| 1Y | -1.71% | 105.13% |
| 3Y (ann.) | 5.35% | 81.7% |
| 5Y (ann.) | 4.4% | 42.08% |
| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| Max Drawdown | -21.68% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -6.07% | -5.84% |
| Avg. Drawdown Days | 103.0 | 29.0 |
| Recovery Factor | 0.74 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -21.68 | 469 |
| 2023-01-21 | 2024-03-11 | -16.71 | 414 |
| 2022-02-05 | 2022-09-09 | -16.00 | 216 |
| 2022-12-05 | 2023-01-20 | -5.30 | 46 |
| 2022-10-08 | 2022-11-23 | -4.41 | 46 |
| 2022-09-14 | 2022-10-04 | -4.13 | 20 |
| 2024-03-11 | 2024-03-31 | -1.82 | 20 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.87 | 5 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11378206:btcusd:triple_med_gx:lsma105_55 | 11378206:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -6.89% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -14.44% | -37.12% |
| Best Year | 17.58% | 155.54% |
| Worst Year | -5.63% | -54.08% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.59% | 5.08% |
| Avg. Down Week | -2.79% | -4.96% |
| Avg. Up Month | 4.97% | 18.69% |
| Avg. Down Month | -4.29% | -14.03% |
| Win Days % | 46.67% | 51.31% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 48.94% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |