| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 11.05% | 198.98% |
| Max Drawdown | -22.46% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.19 | 0.64 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 36.18 | 3.58 |
| Outlier Loss Ratio | 4.01 | 3.39 |
| Volatility (ann.) | 11.36% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.14 | 0.57 |
| Skew | 1.9 | 0.2 |
| Kurtosis | 59.87 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.64% |
| Expected Yearly % | 2.65% | 31.5% |
| Kelly Criterion | -2.0% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11392943:BTCUSD | 11392943:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -4.71 | 0.09 | + |
| 2023 | 155.54 | 1.29 | 0.01 | - |
| 2024 | 121.00 | 5.14 | 0.04 | - |
| 2025 | 16.76 | 9.42 | 0.56 | - |
| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| MTD | -1.53% | 4.16% |
| 3M | 1.28% | 31.46% |
| 6M | 1.97% | 12.77% |
| YTD | 9.42% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | 1.7% | 55.31% |
| 5Y (ann.) | 3.16% | 38.4% |
| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| Max Drawdown | -22.46% | -67.18% |
| Longest DD Days | 602.0 | 683.0 |
| Avg. Drawdown | -5.28% | -6.29% |
| Avg. Drawdown Days | 58.0 | 31.0 |
| Recovery Factor | 0.49 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -22.46 | 306 |
| 2022-08-25 | 2024-04-19 | -21.19 | 602 |
| 2022-05-16 | 2022-06-21 | -14.69 | 36 |
| 2022-02-17 | 2022-03-14 | -14.35 | 25 |
| 2022-06-21 | 2022-08-23 | -7.95 | 62 |
| 2024-06-07 | 2024-08-08 | -7.81 | 61 |
| 2022-03-16 | 2022-05-14 | -6.44 | 59 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 12.18% | 43.77% |
| Worst Month | -8.59% | -37.12% |
| Best Year | 9.42% | 155.54% |
| Worst Year | -4.71% | -54.66% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.88% | 6.43% |
| Avg. Down Week | -2.73% | -4.69% |
| Avg. Up Month | 4.47% | 15.67% |
| Avg. Down Month | -3.12% | -10.42% |
| Win Days % | 44.82% | 51.26% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 42.42% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |