| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 27.55% | 198.98% |
| Max Drawdown | -16.41% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.38 | 1.32 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.68 | 0.73 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.62 | 3.09 |
| Outlier Loss Ratio | 4.33 | 2.98 |
| Volatility (ann.) | 7.6% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.46 | 0.57 |
| Skew | 5.55 | 0.2 |
| Kurtosis | 138.36 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.64% |
| Expected Yearly % | 6.27% | 31.5% |
| Kelly Criterion | 1.39% | 14.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11393613:BTCUSD | 11393613:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -10.50 | 0.19 | + |
| 2023 | 155.54 | 19.91 | 0.13 | - |
| 2024 | 121.00 | 21.96 | 0.18 | - |
| 2025 | 16.76 | -2.55 | -0.15 | - |
| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| MTD | -1.58% | 4.16% |
| 3M | -4.93% | 31.46% |
| 6M | 0.98% | 12.77% |
| YTD | -2.55% | 16.76% |
| 1Y | 9.73% | 56.84% |
| 3Y (ann.) | 11.21% | 55.31% |
| 5Y (ann.) | 7.49% | 38.4% |
| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| Max Drawdown | -16.41% | -67.18% |
| Longest DD Days | 481.0 | 683.0 |
| Avg. Drawdown | -3.39% | -6.29% |
| Avg. Drawdown Days | 51.0 | 31.0 |
| Recovery Factor | 1.68 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-03-13 | -16.41 | 214 |
| 2023-07-14 | 2024-11-06 | -15.47 | 481 |
| 2022-02-01 | 2022-07-27 | -10.96 | 176 |
| 2025-05-13 | 2025-06-11 | -6.53 | 28 |
| 2022-07-28 | 2022-08-11 | -6.08 | 13 |
| 2023-05-05 | 2023-06-20 | -3.71 | 46 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-02-14 | 2025-03-11 | -1.53 | 25 |
| 2024-12-13 | 2025-02-14 | -1.44 | 62 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 21.8% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 21.8% | 43.77% |
| Worst Month | -11.43% | -37.12% |
| Best Year | 21.96% | 155.54% |
| Worst Year | -10.5% | -54.66% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 3.94% | 8.41% |
| Avg. Down Week | -2.44% | -3.41% |
| Avg. Up Month | 4.75% | 15.57% |
| Avg. Down Month | -5.17% | -13.43% |
| Win Days % | 42.86% | 51.26% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 47.22% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |