| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 31.63% | 202.8% |
| Max Drawdown | -51.01% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 14.99 | 4.23 |
| Outlier Loss Ratio | 4.21 | 4.22 |
| Volatility (ann.) | 18.52% | 26.34% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.17 | 0.58 |
| Skew | 0.61 | 0.2 |
| Kurtosis | 21.92 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.67% |
| Expected Yearly % | 7.11% | 31.91% |
| Kelly Criterion | 0.81% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.24% |
| Expected Shortfall (cVaR) | -1.58% | -2.24% |
| Year | 11392287:BTCUSD | 11392287:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -38.25 | 0.71 | + |
| 2023 | 155.54 | 76.84 | 0.49 | - |
| 2024 | 121.00 | 16.42 | 0.14 | - |
| 2025 | 16.76 | 3.55 | 0.21 | - |
| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.9% | 31.46% |
| 6M | 2.81% | 12.77% |
| YTD | 3.55% | 16.76% |
| 1Y | 4.49% | 56.84% |
| 3Y (ann.) | 14.99% | 55.31% |
| 5Y (ann.) | 8.49% | 38.89% |
| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| Max Drawdown | -51.01% | -67.18% |
| Longest DD Days | 706.0 | 683.0 |
| Avg. Drawdown | -10.96% | -6.06% |
| Avg. Drawdown Days | 81.0 | 30.0 |
| Recovery Factor | 0.62 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2024-02-27 | -51.01 | 706 |
| 2024-04-01 | 2024-12-05 | -32.47 | 248 |
| 2025-03-03 | 2025-06-11 | -19.28 | 100 |
| 2022-02-01 | 2022-02-28 | -18.27 | 27 |
| 2025-02-04 | 2025-03-02 | -11.79 | 26 |
| 2024-02-29 | 2024-03-25 | -11.73 | 25 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-03-02 | 2022-03-18 | -2.77 | 16 |
| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 14.94% | 43.77% |
| Worst Month | -26.52% | -37.12% |
| Best Year | 76.84% | 155.54% |
| Worst Year | -38.25% | -54.08% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 4.54% | 6.51% |
| Avg. Down Week | -3.37% | -4.63% |
| Avg. Up Month | 6.51% | 14.02% |
| Avg. Down Month | -6.97% | -11.46% |
| Win Days % | 48.88% | 51.27% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 48.0% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |