| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 9.51% | 202.8% |
| Max Drawdown | -47.82% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.18 | 0.64 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 20.75 | 4.05 |
| Outlier Loss Ratio | 4.02 | 4.04 |
| Volatility (ann.) | 16.12% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.06 | 0.58 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 29.46 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.67% |
| Expected Yearly % | 2.3% | 31.91% |
| Kelly Criterion | -0.17% | 3.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11392327:BTCUSD | 11392327:btcusd:triple_med_gx:lsma20_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -20.11 | 0.37 | + |
| 2023 | 155.54 | 44.07 | 0.28 | - |
| 2024 | 121.00 | -11.58 | -0.10 | - |
| 2025 | 16.76 | 7.61 | 0.45 | - |
| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | -7.49% | 31.46% |
| 6M | 6.58% | 12.77% |
| YTD | 7.61% | 16.76% |
| 1Y | -9.79% | 56.84% |
| 3Y (ann.) | 12.6% | 55.31% |
| 5Y (ann.) | 2.73% | 38.89% |
| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| Max Drawdown | -47.82% | -67.18% |
| Longest DD Days | 474.0 | 683.0 |
| Avg. Drawdown | -8.36% | -6.06% |
| Avg. Drawdown Days | 75.0 | 30.0 |
| Recovery Factor | 0.2 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-17 | 2023-06-06 | -47.82 | 474 |
| 2024-04-04 | 2025-06-11 | -39.31 | 432 |
| 2023-12-22 | 2024-03-25 | -12.63 | 94 |
| 2023-06-07 | 2023-07-12 | -6.42 | 35 |
| 2023-07-14 | 2023-11-09 | -5.35 | 118 |
| 2023-11-11 | 2023-11-15 | -5.19 | 4 |
| 2023-11-16 | 2023-11-22 | -4.55 | 6 |
| 2023-11-28 | 2023-12-18 | -2.97 | 20 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.23% | 43.77% |
| Worst Month | -22.73% | -37.12% |
| Best Year | 44.07% | 155.54% |
| Worst Year | -20.11% | -54.08% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 3.83% | 6.14% |
| Avg. Down Week | -3.31% | -4.83% |
| Avg. Up Month | 5.55% | 15.73% |
| Avg. Down Month | -8.05% | -14.52% |
| Win Days % | 48.16% | 51.27% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 51.38% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |