| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 35.85% | 195.42% |
| Max Drawdown | -23.19% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.5 | 0.63 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 0.75 | 0.99 |
| Outlier Win Ratio | 51.84 | 3.25 |
| Outlier Loss Ratio | 4.08 | 3.07 |
| Volatility (ann.) | 8.16% | 26.36% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.41 | 0.56 |
| Skew | 2.06 | 0.2 |
| Kurtosis | 64.47 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.61% |
| Expected Yearly % | 7.96% | 31.1% |
| Kelly Criterion | 1.56% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382405:BTCUSD | 11382405:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 31.29 | -0.57 | + |
| 2023 | 155.54 | 4.87 | 0.03 | - |
| 2024 | 121.00 | -14.84 | -0.12 | - |
| 2025 | 17.02 | 15.87 | 0.93 | - |
| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.37% | 31.76% |
| 6M | 18.05% | 12.25% |
| YTD | 15.87% | 17.02% |
| 1Y | 8.0% | 57.19% |
| 3Y (ann.) | 4.41% | 55.42% |
| 5Y (ann.) | 9.5% | 37.84% |
| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| Max Drawdown | -23.19% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -4.88% | -6.6% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | 1.55 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -23.19 | 436 |
| 2022-06-08 | 2022-07-28 | -12.53 | 50 |
| 2022-02-05 | 2022-06-06 | -9.88 | 121 |
| 2023-08-02 | 2024-03-04 | -8.84 | 214 |
| 2023-04-11 | 2023-06-21 | -6.74 | 70 |
| 2022-08-11 | 2022-10-25 | -5.04 | 75 |
| 2022-07-30 | 2022-08-11 | -4.60 | 11 |
| 2022-10-26 | 2023-03-14 | -4.22 | 138 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.13% | -9.32% |
| Best Week | 12.48% | 35.75% |
| Worst Week | -8.52% | -29.64% |
| Best Month | 13.52% | 43.77% |
| Worst Month | -11.89% | -37.12% |
| Best Year | 31.29% | 155.54% |
| Worst Year | -14.84% | -55.3% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.21% | 6.8% |
| Avg. Down Week | -3.31% | -4.89% |
| Avg. Up Month | 4.41% | 19.03% |
| Avg. Down Month | -3.87% | -14.67% |
| Win Days % | 47.0% | 51.27% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 53.25% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |