| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 31.22% | 168.36% |
| Max Drawdown | -23.85% | -67.18% |
| Sharpe | 0.25 | 0.41 |
| Sortino | 0.37 | 0.59 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.51 | 1.05 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 39.27 | 3.43 |
| Outlier Loss Ratio | 4.03 | 3.38 |
| Volatility (ann.) | 10.36% | 26.51% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.35 | 0.5 |
| Skew | 1.34 | 0.19 |
| Kurtosis | 63.32 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.38% |
| Expected Yearly % | 7.03% | 27.99% |
| Kelly Criterion | 0.27% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.25% |
| Expected Shortfall (cVaR) | -0.89% | -2.25% |
| Year | 11384563:BTCUSD | 11384563:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -14.60 | 0.25 | + |
| 2023 | 155.54 | 18.66 | 0.12 | - |
| 2024 | 121.00 | 14.44 | 0.12 | - |
| 2025 | 17.02 | 13.15 | 0.77 | - |
| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| MTD | 0.75% | 4.4% |
| 3M | 5.13% | 31.76% |
| 6M | 12.75% | 12.25% |
| YTD | 13.15% | 17.02% |
| 1Y | 13.27% | 57.19% |
| 3Y (ann.) | 10.15% | 55.42% |
| 5Y (ann.) | 8.35% | 33.81% |
| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| Max Drawdown | -23.85% | -67.18% |
| Longest DD Days | 664.0 | 683.0 |
| Avg. Drawdown | -4.38% | -7.27% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 1.31 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-02-28 | -23.85 | 664 |
| 2025-03-17 | 2025-05-08 | -10.61 | 51 |
| 2024-08-24 | 2025-01-17 | -9.63 | 146 |
| 2022-02-27 | 2022-05-05 | -8.12 | 66 |
| 2025-01-17 | 2025-03-05 | -6.79 | 47 |
| 2024-06-05 | 2024-08-23 | -6.65 | 79 |
| 2024-03-25 | 2024-06-04 | -4.30 | 70 |
| 2025-05-23 | 2025-06-11 | -4.09 | 19 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2024-03-11 | 2024-03-13 | -2.21 | 1 |
| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 14.23% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -19.73% | -37.12% |
| Best Year | 18.66% | 155.54% |
| Worst Year | -14.6% | -59.39% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.93% | 7.05% |
| Avg. Down Week | -2.64% | -4.55% |
| Avg. Up Month | 5.27% | 15.21% |
| Avg. Down Month | -4.61% | -14.76% |
| Win Days % | 46.86% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 47.57% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |