| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.95% | 199.65% |
| Max Drawdown | -16.62% | -67.18% |
| Sharpe | 0.1 | 0.44 |
| Sortino | 0.14 | 0.64 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.19 | 1.07 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 0.18 | 0.99 |
| Outlier Win Ratio | 63.21 | 3.08 |
| Outlier Loss Ratio | 4.22 | 3.02 |
| Volatility (ann.) | 7.06% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.1 | 0.57 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 72.68 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.65% |
| Expected Yearly % | 1.46% | 31.57% |
| Kelly Criterion | -2.7% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11383103:BTCUSD | 11383103:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.19 | 0.00 | + |
| 2023 | 155.54 | -4.86 | -0.03 | - |
| 2024 | 121.00 | 25.88 | 0.21 | - |
| 2025 | 17.02 | -11.36 | -0.67 | - |
| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.29% | 31.76% |
| 6M | -14.98% | 12.25% |
| YTD | -11.36% | 17.02% |
| 1Y | -4.89% | 57.19% |
| 3Y (ann.) | 1.77% | 55.42% |
| 5Y (ann.) | 1.73% | 38.5% |
| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| Max Drawdown | -16.62% | -67.18% |
| Longest DD Days | 654.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.29% |
| Avg. Drawdown Days | 45.0 | 31.0 |
| Recovery Factor | 0.36 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-15 | -16.62 | 654 |
| 2024-12-19 | 2025-06-11 | -16.45 | 173 |
| 2022-04-02 | 2022-05-30 | -7.99 | 58 |
| 2022-06-05 | 2022-07-05 | -6.01 | 29 |
| 2024-09-28 | 2024-11-22 | -5.94 | 54 |
| 2024-05-26 | 2024-08-21 | -5.38 | 87 |
| 2022-03-11 | 2022-04-01 | -5.32 | 21 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-11-23 | 2024-12-15 | -3.11 | 22 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11383103:btcusd:triple_med_gx:lsma110_75 | 11383103:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 11.84% | 43.77% |
| Worst Month | -9.14% | -37.12% |
| Best Year | 25.88% | 155.54% |
| Worst Year | -11.36% | -54.66% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 3.03% | 5.7% |
| Avg. Down Week | -2.28% | -4.75% |
| Avg. Up Month | 3.47% | 18.08% |
| Avg. Down Month | -3.7% | -12.78% |
| Win Days % | 45.55% | 51.27% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 47.22% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |