| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.7% | 183.29% |
| Max Drawdown | -7.57% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.34 | 1.17 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 136.29 | 2.74 |
| Outlier Loss Ratio | 4.56 | 2.55 |
| Volatility (ann.) | 4.26% | 26.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.55 | 0.54 |
| Skew | 0.29 | 0.2 |
| Kurtosis | 233.54 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.57% |
| Expected Yearly % | 3.49% | 29.73% |
| Kelly Criterion | 0.17% | 9.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.24% |
| Expected Shortfall (cVaR) | -0.36% | -2.24% |
| Year | 11397973:BTCUSD | 11397973:btcusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 10.11 | -0.18 | + |
| 2023 | 155.54 | -1.36 | -0.01 | - |
| 2024 | 121.00 | 8.28 | 0.07 | - |
| 2025 | 16.76 | -2.48 | -0.15 | - |
| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | -1.1% | 31.46% |
| 6M | -1.81% | 12.77% |
| YTD | -2.48% | 16.76% |
| 1Y | 2.51% | 56.84% |
| 3Y (ann.) | 3.29% | 55.31% |
| 5Y (ann.) | 4.17% | 36.34% |
| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| Max Drawdown | -7.57% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -1.96% | -6.73% |
| Avg. Drawdown Days | 63.0 | 34.0 |
| Recovery Factor | 1.94 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -7.57 | 93 |
| 2022-11-18 | 2024-07-01 | -7.11 | 590 |
| 2022-06-24 | 2022-09-29 | -4.94 | 97 |
| 2024-12-09 | 2025-03-05 | -4.29 | 86 |
| 2022-04-20 | 2022-06-23 | -3.59 | 64 |
| 2024-08-11 | 2024-10-14 | -1.72 | 64 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2022-03-01 | 2022-03-07 | -0.29 | 6 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| Metric | 11397973:btcusd:triple_med_gx:lsma105_125 | 11397973:BTCUSD |
|---|---|---|
| Best Day | 4.22% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.21% | 35.75% |
| Worst Week | -5.2% | -29.64% |
| Best Month | 4.21% | 43.77% |
| Worst Month | -2.6% | -37.12% |
| Best Year | 10.11% | 155.54% |
| Worst Year | -2.48% | -57.04% |
| Avg. Up Day | 0.79% | 0.84% |
| Avg. Down Day | -0.59% | -0.72% |
| Avg. Up Week | 1.52% | 7.59% |
| Avg. Down Week | -1.27% | -2.61% |
| Avg. Up Month | 1.52% | 12.3% |
| Avg. Down Month | -1.59% | -8.11% |
| Win Days % | 42.8% | 51.3% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 50.88% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |