| Metric | 11388396:btcusd:triple_med_gx:lsma175_90 | 11388396:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 26.96% | 172.77% |
| Max Drawdown | -26.73% | -67.18% |
| Sharpe | 0.24 | 0.42 |
| Sortino | 0.34 | 0.61 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.53 | 1.0 |
| Outlier Win Ratio | 45.4 | 3.32 |
| Outlier Loss Ratio | 3.61 | 3.15 |
| Volatility (ann.) | 9.36% | 26.26% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.28 | 0.53 |
| Skew | -0.74 | 0.19 |
| Kurtosis | 66.31 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.48% |
| Expected Yearly % | 6.15% | 28.51% |
| Kelly Criterion | 3.16% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11388396:BTCUSD | 11388396:btcusd:triple_med_gx:lsma175_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -6.41 | 0.11 | + |
| 2023 | 155.54 | 8.90 | 0.06 | - |
| 2024 | 121.00 | 22.17 | 0.18 | - |
| 2025 | 17.02 | 1.97 | 0.12 | - |
| Metric | 11388396:btcusd:triple_med_gx:lsma175_90 | 11388396:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | 1.97% | 12.25% |
| YTD | 1.97% | 17.02% |
| 1Y | 0.36% | 57.19% |
| 3Y (ann.) | 5.56% | 55.42% |
| 5Y (ann.) | 7.48% | 35.42% |
| Metric | 11388396:btcusd:triple_med_gx:lsma175_90 | 11388396:BTCUSD |
|---|---|---|
| Max Drawdown | -26.73% | -67.18% |
| Longest DD Days | 584.0 | 683.0 |
| Avg. Drawdown | -3.86% | -7.19% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | 1.01 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-14 | -26.73 | 584 |
| 2024-07-19 | 2025-06-11 | -11.29 | 326 |
| 2022-05-31 | 2022-07-07 | -9.27 | 37 |
| 2024-05-10 | 2024-05-20 | -5.02 | 10 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11388396:btcusd:triple_med_gx:lsma175_90 | 11388396:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 20.15% | 43.77% |
| Worst Month | -12.84% | -37.12% |
| Best Year | 22.17% | 155.54% |
| Worst Year | -6.41% | -58.73% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.24% | 6.97% |
| Avg. Down Week | -2.75% | -5.24% |
| Avg. Up Month | 5.75% | 14.12% |
| Avg. Down Month | -5.72% | -11.75% |
| Win Days % | 49.93% | 51.3% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 46.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |