| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 30.55% | 199.65% |
| Max Drawdown | -20.69% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.57 | 1.07 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 0.49 | 0.99 |
| Outlier Win Ratio | 56.43 | 3.15 |
| Outlier Loss Ratio | 4.36 | 3.08 |
| Volatility (ann.) | 7.34% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 0.57 |
| Skew | 3.0 | 0.2 |
| Kurtosis | 78.7 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.65% |
| Expected Yearly % | 6.89% | 31.57% |
| Kelly Criterion | 1.82% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11381948:BTCUSD | 11381948:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 44.44 | -0.81 | + |
| 2023 | 155.54 | -14.69 | -0.09 | - |
| 2024 | 121.00 | 12.53 | 0.10 | - |
| 2025 | 17.02 | -5.86 | -0.34 | - |
| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.59% | 31.76% |
| 6M | -4.54% | 12.25% |
| YTD | -5.86% | 17.02% |
| 1Y | 6.06% | 57.19% |
| 3Y (ann.) | 0.87% | 55.42% |
| 5Y (ann.) | 8.23% | 38.5% |
| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| Max Drawdown | -20.69% | -67.18% |
| Longest DD Days | 867.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.29% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | 1.48 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2025-06-11 | -20.69 | 867 |
| 2022-04-28 | 2022-05-29 | -6.59 | 31 |
| 2022-07-26 | 2023-01-26 | -5.72 | 184 |
| 2022-06-08 | 2022-07-04 | -4.29 | 26 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-09 | 2022-04-28 | -2.86 | 49 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-07-18 | 2022-07-18 | -1.37 | 0 |
| 2022-02-13 | 2022-02-14 | -1.35 | 1 |
| Metric | 11381948:btcusd:triple_med_gx:lsma110_70 | 11381948:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 9.06% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 13.17% | 43.77% |
| Worst Month | -6.53% | -37.12% |
| Best Year | 44.44% | 155.54% |
| Worst Year | -14.69% | -54.66% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.48% | 5.64% |
| Avg. Down Week | -2.1% | -4.67% |
| Avg. Up Month | 4.57% | 18.33% |
| Avg. Down Month | -3.39% | -12.05% |
| Win Days % | 46.78% | 51.27% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 46.15% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |