| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 57.48% | 183.63% |
| Max Drawdown | -19.43% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.89 | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 40.18 | 3.33 |
| Outlier Loss Ratio | 3.83 | 3.21 |
| Volatility (ann.) | 9.59% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.75 | 0.54 |
| Skew | 1.58 | 0.2 |
| Kurtosis | 55.83 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.58% |
| Expected Yearly % | 12.02% | 29.77% |
| Kelly Criterion | 5.04% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11382529:BTCUSD | 11382529:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 17.13 | -0.30 | + |
| 2023 | 155.54 | 17.99 | 0.12 | - |
| 2024 | 121.00 | 21.79 | 0.18 | - |
| 2025 | 17.02 | -6.44 | -0.38 | - |
| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.7% | 31.76% |
| 6M | -11.72% | 12.25% |
| YTD | -6.44% | 17.02% |
| 1Y | 2.88% | 57.19% |
| 3Y (ann.) | 12.37% | 55.42% |
| 5Y (ann.) | 14.49% | 36.43% |
| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| Max Drawdown | -19.43% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -3.56% | -6.9% |
| Avg. Drawdown Days | 38.0 | 35.0 |
| Recovery Factor | 2.96 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.43 | 175 |
| 2022-04-26 | 2022-10-04 | -16.26 | 161 |
| 2023-03-18 | 2023-12-05 | -13.27 | 262 |
| 2024-05-19 | 2024-09-19 | -8.11 | 123 |
| 2022-03-09 | 2022-03-27 | -7.70 | 18 |
| 2024-01-31 | 2024-04-08 | -6.64 | 67 |
| 2022-10-05 | 2023-02-20 | -5.91 | 138 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2024-05-05 | 2024-05-19 | -3.39 | 13 |
| 2024-04-08 | 2024-05-03 | -3.06 | 24 |
| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -10.81% | -29.64% |
| Best Month | 15.34% | 43.77% |
| Worst Month | -8.38% | -37.12% |
| Best Year | 21.79% | 155.54% |
| Worst Year | -6.44% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.44% | 8.4% |
| Avg. Down Week | -2.81% | -4.5% |
| Avg. Up Month | 4.64% | 15.72% |
| Avg. Down Month | -4.03% | -13.6% |
| Win Days % | 49.27% | 51.32% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 58.82% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |