| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 68.28% | 183.93% |
| Max Drawdown | -18.31% | -67.18% |
| Sharpe | 0.5 | 0.43 |
| Sortino | 0.81 | 0.62 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 0.71 | 1.06 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 0.56 | 0.99 |
| Outlier Win Ratio | 51.6 | 3.26 |
| Outlier Loss Ratio | 3.79 | 3.09 |
| Volatility (ann.) | 8.42% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.92 | 0.54 |
| Skew | 2.41 | 0.2 |
| Kurtosis | 64.43 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.58% |
| Expected Yearly % | 13.9% | 29.81% |
| Kelly Criterion | 7.74% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11385160:BTCUSD | 11385160:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 22.94 | -0.40 | + |
| 2023 | 155.54 | 20.95 | 0.13 | - |
| 2024 | 121.00 | 21.80 | 0.18 | - |
| 2025 | 17.02 | -7.09 | -0.42 | - |
| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.85% | 31.76% |
| 6M | -10.09% | 12.25% |
| YTD | -7.09% | 17.02% |
| 1Y | 2.07% | 57.19% |
| 3Y (ann.) | 12.06% | 55.42% |
| 5Y (ann.) | 16.76% | 36.44% |
| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| Max Drawdown | -18.31% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -2.64% | -6.73% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 3.73 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.31 | 175 |
| 2022-04-26 | 2022-10-04 | -15.53 | 161 |
| 2023-12-06 | 2024-05-03 | -12.86 | 149 |
| 2024-05-18 | 2024-09-19 | -9.74 | 124 |
| 2022-10-05 | 2023-03-17 | -7.35 | 163 |
| 2023-04-14 | 2023-08-08 | -5.83 | 115 |
| 2023-10-08 | 2023-12-04 | -4.95 | 57 |
| 2022-03-06 | 2022-03-23 | -2.59 | 17 |
| 2024-05-14 | 2024-05-15 | -2.38 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11385160:btcusd:triple_med_gx:lsma105_80 | 11385160:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 16.02% | 43.77% |
| Worst Month | -7.99% | -37.12% |
| Best Year | 22.94% | 155.54% |
| Worst Year | -7.09% | -57.04% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 4.49% | 8.65% |
| Avg. Down Week | -2.42% | -5.83% |
| Avg. Up Month | 5.96% | 16.32% |
| Avg. Down Month | -2.62% | -13.47% |
| Win Days % | 48.27% | 51.31% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 46.27% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |