| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -4.59% | 243.19% |
| Max Drawdown | -20.87% | -67.18% |
| Sharpe | -0.01 | 0.47 |
| Sortino | -0.01 | 0.68 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.56 | 1.08 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 0.56 | 1.0 |
| Outlier Win Ratio | 57.28 | 3.22 |
| Outlier Loss Ratio | 4.1 | 3.12 |
| Volatility (ann.) | 7.66% | 26.17% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.06 | 0.64 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 76.64 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.91% |
| Expected Yearly % | -1.17% | 36.11% |
| Kelly Criterion | -4.53% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.22% |
| Expected Shortfall (cVaR) | -0.66% | -2.22% |
| Year | 11378732:BTCUSD | 11378732:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -9.43 | 0.18 | + |
| 2023 | 155.54 | 13.97 | 0.09 | - |
| 2024 | 121.00 | -4.42 | -0.04 | - |
| 2025 | 30.14 | -3.30 | -0.11 | - |
| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | 1.24% | 45.08% |
| 6M | -3.98% | 28.47% |
| YTD | -3.3% | 30.14% |
| 1Y | -10.97% | 105.13% |
| 3Y (ann.) | 1.18% | 81.7% |
| 5Y (ann.) | -1.35% | 42.69% |
| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| Max Drawdown | -20.87% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -4.89% | -6.09% |
| Avg. Drawdown Days | 122.0 | 30.0 |
| Recovery Factor | -0.22 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-25 | 2025-07-14 | -20.87 | 444 |
| 2022-02-01 | 2023-11-15 | -17.30 | 652 |
| 2023-12-26 | 2024-01-08 | -3.67 | 13 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2024-03-02 | 2024-04-25 | -2.64 | 54 |
| 2023-11-29 | 2023-12-01 | -0.52 | 1 |
| 2022-01-31 | 2022-02-01 | -0.25 | 0 |
| 2024-01-30 | 2024-03-01 | -0.23 | 31 |
| 2023-12-24 | 2023-12-25 | -0.18 | 0 |
| 2023-12-25 | 2023-12-25 | -0.09 | 0 |
| Metric | 11378732:btcusd:triple_med_gx:lsma80_55 | 11378732:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.23% | 35.75% |
| Worst Week | -8.32% | -29.64% |
| Best Month | 8.23% | 43.77% |
| Worst Month | -9.83% | -37.12% |
| Best Year | 13.97% | 155.54% |
| Worst Year | -9.43% | -53.3% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 1.86% | 6.62% |
| Avg. Down Week | -2.25% | -3.44% |
| Avg. Up Month | 2.88% | 11.06% |
| Avg. Down Month | -3.19% | -9.19% |
| Win Days % | 44.04% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 48.75% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |