| Metric | 11393782:btcusd:triple_med_gx:lsma85_110 | 11393782:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 26.64% | 198.98% |
| Max Drawdown | -47.13% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 15.45 | 4.22 |
| Outlier Loss Ratio | 4.22 | 4.17 |
| Volatility (ann.) | 18.18% | 26.34% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.15 | 0.57 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 22.75 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.64% |
| Expected Yearly % | 6.08% | 31.5% |
| Kelly Criterion | 0.9% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.24% |
| Expected Shortfall (cVaR) | -1.56% | -2.24% |
| Year | 11393782:BTCUSD | 11393782:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -28.68 | 0.52 | + |
| 2023 | 155.54 | 50.88 | 0.33 | - |
| 2024 | 121.00 | 17.71 | 0.15 | - |
| 2025 | 16.76 | -0.01 | -0.00 | - |
| Metric | 11393782:btcusd:triple_med_gx:lsma85_110 | 11393782:BTCUSD |
|---|---|---|
| MTD | 2.06% | 4.16% |
| 3M | -2.24% | 31.46% |
| 6M | 0.05% | 12.77% |
| YTD | -0.01% | 16.76% |
| 1Y | -1.15% | 56.84% |
| 3Y (ann.) | 13.33% | 55.31% |
| 5Y (ann.) | 7.26% | 38.4% |
| Metric | 11393782:btcusd:triple_med_gx:lsma85_110 | 11393782:BTCUSD |
|---|---|---|
| Max Drawdown | -47.13% | -67.18% |
| Longest DD Days | 657.0 | 683.0 |
| Avg. Drawdown | -7.35% | -6.29% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | 0.57 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2024-01-08 | -47.13 | 657 |
| 2024-04-01 | 2025-03-02 | -39.37 | 335 |
| 2025-03-03 | 2025-06-11 | -19.87 | 100 |
| 2022-02-01 | 2022-02-28 | -18.19 | 27 |
| 2024-02-29 | 2024-03-25 | -11.94 | 25 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11393782:btcusd:triple_med_gx:lsma85_110 | 11393782:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 17.64% | 43.77% |
| Worst Month | -22.27% | -37.12% |
| Best Year | 50.88% | 155.54% |
| Worst Year | -28.68% | -54.66% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.56% | 6.65% |
| Avg. Down Week | -3.58% | -4.71% |
| Avg. Up Month | 6.55% | 14.05% |
| Avg. Down Month | -7.99% | -12.53% |
| Win Days % | 48.49% | 51.26% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 49.59% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |