| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 50.77% | 198.98% |
| Max Drawdown | -40.83% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 17.57 | 4.12 |
| Outlier Loss Ratio | 4.14 | 4.1 |
| Volatility (ann.) | 17.15% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.32 | 0.57 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 27.02 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.64% |
| Expected Yearly % | 10.81% | 31.5% |
| Kelly Criterion | 2.33% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.24% |
| Expected Shortfall (cVaR) | -1.46% | -2.24% |
| Year | 11393832:BTCUSD | 11393832:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -26.61 | 0.49 | + |
| 2023 | 155.54 | 59.04 | 0.38 | - |
| 2024 | 121.00 | 17.84 | 0.15 | - |
| 2025 | 16.76 | 9.61 | 0.57 | - |
| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.55% | 31.46% |
| 6M | 9.42% | 12.77% |
| YTD | 9.61% | 16.76% |
| 1Y | 11.0% | 56.84% |
| 3Y (ann.) | 20.29% | 55.31% |
| 5Y (ann.) | 12.96% | 38.4% |
| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| Max Drawdown | -40.83% | -67.18% |
| Longest DD Days | 612.0 | 683.0 |
| Avg. Drawdown | -7.04% | -6.29% |
| Avg. Drawdown Days | 50.0 | 31.0 |
| Recovery Factor | 1.24 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-11-22 | -40.83 | 612 |
| 2024-03-29 | 2024-12-04 | -26.65 | 250 |
| 2025-03-03 | 2025-06-11 | -23.61 | 100 |
| 2022-02-01 | 2022-02-28 | -15.85 | 26 |
| 2024-02-29 | 2024-03-25 | -12.16 | 25 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-01-09 | 2024-01-26 | -7.14 | 17 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2023-12-22 | 2024-01-08 | -4.91 | 17 |
| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 14.85% | 43.77% |
| Worst Month | -17.48% | -37.12% |
| Best Year | 59.04% | 155.54% |
| Worst Year | -26.61% | -54.66% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.75% | 6.36% |
| Avg. Down Week | -3.11% | -4.38% |
| Avg. Up Month | 4.97% | 13.7% |
| Avg. Down Month | -5.47% | -11.62% |
| Win Days % | 49.3% | 51.26% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 54.78% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |