| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 27.68% | 178.34% |
| Max Drawdown | -30.2% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 30.7 | 3.68 |
| Outlier Loss Ratio | 3.89 | 3.73 |
| Volatility (ann.) | 12.77% | 26.26% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.25 | 0.54 |
| Skew | 0.2 | 0.19 |
| Kurtosis | 47.04 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.53% |
| Expected Yearly % | 6.3% | 29.17% |
| Kelly Criterion | 1.71% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.23% |
| Expected Shortfall (cVaR) | -1.09% | -2.23% |
| Year | 11390793:BTCUSD | 11390793:btcusd:triple_med_gx:lsma205_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | -6.37 | 0.11 | + |
| 2023 | 155.54 | 25.77 | 0.17 | - |
| 2024 | 121.00 | 3.78 | 0.03 | - |
| 2025 | 17.02 | 4.47 | 0.26 | - |
| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.55% | 31.76% |
| 6M | 4.47% | 12.25% |
| YTD | 4.47% | 17.02% |
| 1Y | -9.08% | 57.19% |
| 3Y (ann.) | 6.08% | 55.42% |
| 5Y (ann.) | 7.68% | 36.32% |
| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| Max Drawdown | -30.2% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -5.85% | -7.09% |
| Avg. Drawdown Days | 73.0 | 36.0 |
| Recovery Factor | 0.92 | 2.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -30.20 | 450 |
| 2022-06-08 | 2023-10-21 | -26.58 | 500 |
| 2022-02-21 | 2022-03-22 | -11.66 | 28 |
| 2022-03-25 | 2022-06-07 | -6.70 | 74 |
| 2023-11-11 | 2023-12-20 | -6.16 | 39 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-11-06 | 2023-11-07 | -1.87 | 1 |
| 2023-12-22 | 2024-02-26 | -1.53 | 66 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -23.15% | -29.64% |
| Best Month | 14.96% | 43.77% |
| Worst Month | -16.94% | -37.12% |
| Best Year | 25.77% | 155.54% |
| Worst Year | -6.37% | -57.88% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.56% | 6.29% |
| Avg. Down Week | -3.74% | -6.07% |
| Avg. Up Month | 7.36% | 16.49% |
| Avg. Down Month | -6.94% | -14.41% |
| Win Days % | 48.99% | 51.33% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 50.68% | 50.57% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |