| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.95% | 243.19% |
| Max Drawdown | -20.48% | -67.18% |
| Sharpe | 0.1 | 0.47 |
| Sortino | 0.15 | 0.68 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 0.67 | 1.0 |
| Outlier Win Ratio | 53.42 | 3.16 |
| Outlier Loss Ratio | 4.22 | 3.13 |
| Volatility (ann.) | 8.18% | 26.17% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.1 | 0.64 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 79.46 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.91% |
| Expected Yearly % | 1.69% | 36.11% |
| Kelly Criterion | -2.45% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.22% |
| Expected Shortfall (cVaR) | -0.7% | -2.22% |
| Year | 11379383:BTCUSD | 11379383:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 10.44 | -0.20 | + |
| 2023 | 155.54 | -5.52 | -0.04 | - |
| 2024 | 121.00 | 6.35 | 0.05 | - |
| 2025 | 30.14 | -3.62 | -0.12 | - |
| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| MTD | 1.45% | 13.36% |
| 3M | 7.38% | 45.08% |
| 6M | -1.31% | 28.47% |
| YTD | -3.62% | 30.14% |
| 1Y | -4.02% | 105.13% |
| 3Y (ann.) | 1.72% | 81.7% |
| 5Y (ann.) | 1.96% | 42.69% |
| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -67.18% |
| Longest DD Days | 490.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.09% |
| Avg. Drawdown Days | 104.0 | 30.0 |
| Recovery Factor | 0.34 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-10 | 2025-07-14 | -20.48 | 490 |
| 2023-01-21 | 2024-03-10 | -15.49 | 413 |
| 2022-04-26 | 2022-06-07 | -10.77 | 42 |
| 2022-06-08 | 2022-10-03 | -10.42 | 117 |
| 2022-02-12 | 2022-04-25 | -4.42 | 72 |
| 2022-10-24 | 2023-01-20 | -3.80 | 88 |
| 2022-02-05 | 2022-02-12 | -0.94 | 7 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-10-09 | 2022-10-24 | -0.29 | 14 |
| 2022-10-08 | 2022-10-09 | -0.22 | 0 |
| Metric | 11379383:btcusd:triple_med_gx:lsma95_60 | 11379383:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -7.5% | -29.64% |
| Best Month | 9.04% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 10.44% | 155.54% |
| Worst Year | -5.52% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 3.68% | 5.32% |
| Avg. Down Week | -2.46% | -4.36% |
| Avg. Up Month | 5.47% | 16.48% |
| Avg. Down Month | -4.7% | -10.87% |
| Win Days % | 45.54% | 51.3% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 40.66% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |