| Metric | 11384400:btcusd:triple_med_gx:lsma65_80 | 11384400:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.16% | 191.46% |
| Max Drawdown | -19.52% | -67.18% |
| Sharpe | 0.13 | 0.42 |
| Sortino | 0.19 | 0.61 |
| Payoff Ratio | 1.14 | 0.95 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.52 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.04 | 2.85 |
| Outlier Loss Ratio | 3.86 | 2.74 |
| Volatility (ann.) | 5.76% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.12 | 0.53 |
| Skew | 2.13 | 0.19 |
| Kurtosis | 128.1 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.52% |
| Expected Yearly % | 1.98% | 30.66% |
| Kelly Criterion | -4.36% | -0.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11384400:BTCUSD | 11384400:btcusd:triple_med_gx:lsma65_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 10.35 | -0.17 | + |
| 2023 | 155.54 | 9.84 | 0.06 | - |
| 2024 | 121.00 | -3.66 | -0.03 | - |
| 2025 | 27.10 | -7.37 | -0.27 | - |
| Metric | 11384400:btcusd:triple_med_gx:lsma65_80 | 11384400:BTCUSD |
|---|---|---|
| MTD | 3.21% | 10.71% |
| 3M | 4.7% | 41.88% |
| 6M | -8.22% | 22.91% |
| YTD | -7.37% | 27.1% |
| 1Y | -10.22% | 82.29% |
| 3Y (ann.) | 0.57% | 77.48% |
| 5Y (ann.) | 2.27% | 35.9% |
| Metric | 11384400:btcusd:triple_med_gx:lsma65_80 | 11384400:BTCUSD |
|---|---|---|
| Max Drawdown | -19.52% | -67.18% |
| Longest DD Days | 260.0 | 683.0 |
| Avg. Drawdown | -3.47% | -7.05% |
| Avg. Drawdown Days | 58.0 | 34.0 |
| Recovery Factor | 0.42 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-17 | -19.52 | 260 |
| 2023-12-20 | 2024-03-25 | -7.47 | 95 |
| 2022-01-28 | 2022-03-16 | -6.00 | 47 |
| 2022-08-03 | 2022-09-09 | -5.94 | 36 |
| 2022-05-16 | 2022-07-06 | -5.86 | 51 |
| 2022-09-25 | 2023-04-27 | -4.99 | 214 |
| 2024-06-20 | 2024-10-29 | -3.83 | 131 |
| 2023-06-13 | 2023-09-12 | -3.76 | 90 |
| 2022-03-17 | 2022-05-15 | -3.39 | 59 |
| 2024-03-25 | 2024-06-05 | -3.10 | 71 |
| Metric | 11384400:btcusd:triple_med_gx:lsma65_80 | 11384400:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 6.01% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 4.62% | 43.77% |
| Worst Month | -8.92% | -37.12% |
| Best Year | 10.35% | 155.54% |
| Worst Year | -7.37% | -59.39% |
| Avg. Up Day | 0.84% | 0.88% |
| Avg. Down Day | -0.74% | -0.93% |
| Avg. Up Week | 1.84% | 5.6% |
| Avg. Down Week | -1.22% | -2.02% |
| Avg. Up Month | 2.52% | 11.44% |
| Avg. Down Month | -1.81% | -10.6% |
| Win Days % | 44.38% | 51.24% |
| Win Month % | 53.85% | 60.47% |
| Win Week % | 52.17% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |