| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 17.01% | 202.8% |
| Max Drawdown | -20.79% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 51.82 | 3.2 |
| Outlier Loss Ratio | 4.37 | 3.12 |
| Volatility (ann.) | 8.11% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.23 | 0.58 |
| Skew | 1.72 | 0.2 |
| Kurtosis | 74.92 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.67% |
| Expected Yearly % | 4.01% | 31.91% |
| Kelly Criterion | -0.47% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11391670:BTCUSD | 11391670:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 16.62 | -0.31 | + |
| 2023 | 155.54 | -0.86 | -0.01 | - |
| 2024 | 121.00 | -5.85 | -0.05 | - |
| 2025 | 16.76 | 7.49 | 0.45 | - |
| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -1.42% | 31.46% |
| 6M | 5.89% | 12.77% |
| YTD | 7.49% | 16.76% |
| 1Y | -8.34% | 56.84% |
| 3Y (ann.) | -1.07% | 55.31% |
| 5Y (ann.) | 4.77% | 38.89% |
| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| Max Drawdown | -20.79% | -67.18% |
| Longest DD Days | 519.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.06% |
| Avg. Drawdown Days | 74.0 | 30.0 |
| Recovery Factor | 0.82 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-06-11 | -20.79 | 442 |
| 2022-09-27 | 2024-02-28 | -16.38 | 519 |
| 2022-05-17 | 2022-09-27 | -6.87 | 132 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.20 | 30 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-05-05 | 2022-05-17 | -2.37 | 11 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-02-29 | 2024-03-25 | -1.14 | 25 |
| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670: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 | -10.64% | -37.12% |
| Best Year | 16.62% | 155.54% |
| Worst Year | -5.85% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 2.64% | 5.46% |
| Avg. Down Week | -1.93% | -3.39% |
| Avg. Up Month | 4.24% | 11.44% |
| Avg. Down Month | -2.78% | -11.73% |
| Win Days % | 45.35% | 51.27% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |