| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 10.57% | 202.8% |
| Max Drawdown | -21.25% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.21 | 0.64 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.27 | 1.07 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 59.09 | 3.14 |
| Outlier Loss Ratio | 4.32 | 3.03 |
| Volatility (ann.) | 7.52% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.14 | 0.58 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 88.46 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.67% |
| Expected Yearly % | 2.54% | 31.91% |
| Kelly Criterion | -1.53% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11391668:BTCUSD | 11391668:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 16.17 | -0.30 | + |
| 2023 | 155.54 | -5.16 | -0.03 | - |
| 2024 | 121.00 | -7.15 | -0.06 | - |
| 2025 | 16.76 | 8.09 | 0.48 | - |
| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| MTD | 3.57% | 4.16% |
| 3M | 3.1% | 31.46% |
| 6M | 9.2% | 12.77% |
| YTD | 8.09% | 16.76% |
| 1Y | -2.79% | 56.84% |
| 3Y (ann.) | -3.15% | 55.31% |
| 5Y (ann.) | 3.02% | 38.89% |
| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| Max Drawdown | -21.25% | -67.18% |
| Longest DD Days | 519.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.06% |
| Avg. Drawdown Days | 84.0 | 30.0 |
| Recovery Factor | 0.5 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -21.25 | 468 |
| 2022-09-27 | 2024-02-28 | -15.76 | 519 |
| 2022-05-17 | 2022-09-27 | -7.57 | 132 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.10 | 30 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2022-05-05 | 2022-05-17 | -0.67 | 11 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.09% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -9.44% | -37.12% |
| Best Year | 16.17% | 155.54% |
| Worst Year | -7.15% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.68% | -0.69% |
| Avg. Up Week | 2.32% | 5.46% |
| Avg. Down Week | -1.96% | -2.63% |
| Avg. Up Month | 3.66% | 13.15% |
| Avg. Down Month | -3.57% | -12.78% |
| Win Days % | 44.3% | 51.27% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 45.07% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |