| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 36.21% | 152.36% |
| Max Drawdown | -25.02% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.66 | 3.11 |
| Outlier Loss Ratio | 3.56 | 2.99 |
| Volatility (ann.) | 7.8% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.39 | 0.48 |
| Skew | 0.01 | 0.18 |
| Kurtosis | 97.08 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.28% |
| Expected Yearly % | 8.03% | 26.04% |
| Kelly Criterion | 6.03% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11392890:BTCUSD | 11392890:btcusd:triple_med_gx:lsma155_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -9.26 | 0.15 | + |
| 2023 | 155.54 | 12.18 | 0.08 | - |
| 2024 | 121.00 | 22.89 | 0.19 | - |
| 2025 | 16.76 | 8.87 | 0.53 | - |
| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.31% | 31.46% |
| 6M | 8.87% | 12.77% |
| YTD | 8.87% | 16.76% |
| 1Y | 7.95% | 56.84% |
| 3Y (ann.) | 10.05% | 55.31% |
| 5Y (ann.) | 9.77% | 32.21% |
| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| Max Drawdown | -25.02% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.73% | -7.61% |
| Avg. Drawdown Days | 53.0 | 38.0 |
| Recovery Factor | 1.45 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-09 | -25.02 | 579 |
| 2024-07-17 | 2025-01-17 | -12.80 | 184 |
| 2022-05-31 | 2022-07-07 | -7.09 | 37 |
| 2025-01-20 | 2025-06-11 | -6.95 | 142 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-16 | 2024-07-15 | -2.32 | 60 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11392890:btcusd:triple_med_gx:lsma155_105 | 11392890:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 19.3% | 43.77% |
| Worst Month | -15.87% | -37.12% |
| Best Year | 22.89% | 155.54% |
| Worst Year | -9.26% | -61.73% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.56% | 8.16% |
| Avg. Down Week | -3.8% | -5.16% |
| Avg. Up Month | 6.85% | 17.32% |
| Avg. Down Month | -8.24% | -15.52% |
| Win Days % | 49.27% | 51.26% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 51.22% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |