| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 30.94% | 203.48% |
| Max Drawdown | -13.94% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.43 | 0.65 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 0.58 | 1.07 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 0.51 | 0.99 |
| Outlier Win Ratio | 52.15 | 3.17 |
| Outlier Loss Ratio | 3.88 | 3.05 |
| Volatility (ann.) | 8.23% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.6 | 0.58 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 69.35 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.68% |
| Expected Yearly % | 6.97% | 31.99% |
| Kelly Criterion | 1.49% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11382423:BTCUSD | 11382423:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 28.49 | -0.53 | + |
| 2023 | 155.54 | 6.50 | 0.04 | - |
| 2024 | 121.00 | -6.32 | -0.05 | - |
| 2025 | 17.02 | 2.14 | 0.13 | - |
| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.85% | 31.76% |
| 6M | 4.56% | 12.25% |
| YTD | 2.14% | 17.02% |
| 1Y | -0.78% | 57.19% |
| 3Y (ann.) | 7.87% | 55.42% |
| 5Y (ann.) | 8.32% | 38.98% |
| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| Max Drawdown | -13.94% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.06% |
| Avg. Drawdown Days | 78.0 | 30.0 |
| Recovery Factor | 2.22 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-06-11 | -13.94 | 531 |
| 2022-02-05 | 2022-07-28 | -13.74 | 173 |
| 2023-03-14 | 2023-06-21 | -9.54 | 98 |
| 2023-06-21 | 2023-12-04 | -9.04 | 165 |
| 2022-07-30 | 2022-10-04 | -6.93 | 66 |
| 2022-10-26 | 2022-11-23 | -3.12 | 28 |
| 2023-01-04 | 2023-03-14 | -2.45 | 68 |
| 2022-11-24 | 2023-01-04 | -1.77 | 40 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| Metric | 11382423:btcusd:triple_med_gx:lsma95_70 | 11382423:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 17.19% | 43.77% |
| Worst Month | -9.03% | -37.12% |
| Best Year | 28.49% | 155.54% |
| Worst Year | -6.32% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.42% | 8.03% |
| Avg. Down Week | -2.81% | -3.76% |
| Avg. Up Month | 4.74% | 17.8% |
| Avg. Down Month | -3.92% | -15.53% |
| Win Days % | 47.52% | 51.28% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 41.56% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |