| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 10.47% | 182.99% |
| Max Drawdown | -26.54% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.02 | 1.06 |
| CPC Index | 0.58 | 0.68 |
| Tail Ratio | 0.02 | 0.99 |
| Outlier Win Ratio | 59.45 | 3.17 |
| Outlier Loss Ratio | 4.29 | 3.04 |
| Volatility (ann.) | 7.81% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.11 | 0.54 |
| Skew | 5.08 | 0.2 |
| Kurtosis | 121.66 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.57% |
| Expected Yearly % | 2.52% | 29.7% |
| Kelly Criterion | -2.44% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11399491:BTCUSD | 11399491:btcusd:triple_med_gx:lsma85_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 4.11 | -0.07 | + |
| 2023 | 155.54 | 12.10 | 0.08 | - |
| 2024 | 121.00 | -11.19 | -0.09 | - |
| 2025 | 16.76 | 6.58 | 0.39 | - |
| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| MTD | 2.38% | 4.16% |
| 3M | 4.39% | 31.46% |
| 6M | 3.03% | 12.77% |
| YTD | 6.58% | 16.76% |
| 1Y | 2.55% | 56.84% |
| 3Y (ann.) | -0.89% | 55.31% |
| 5Y (ann.) | 3.01% | 36.34% |
| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| Max Drawdown | -26.54% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.9% |
| Avg. Drawdown Days | 68.0 | 35.0 |
| Recovery Factor | 0.39 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -26.54 | 698 |
| 2022-05-16 | 2023-03-13 | -13.96 | 301 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.08 | 48 |
| 2022-04-20 | 2022-05-15 | -3.90 | 25 |
| 2023-05-18 | 2023-05-25 | -3.33 | 7 |
| 2023-05-26 | 2023-07-13 | -2.63 | 48 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-04 | 2023-05-17 | -1.61 | 13 |
| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -5.98% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -10.98% | -37.12% |
| Best Year | 12.1% | 155.54% |
| Worst Year | -11.19% | -57.08% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 2.44% | 6.47% |
| Avg. Down Week | -2.04% | -1.95% |
| Avg. Up Month | 3.27% | 10.73% |
| Avg. Down Month | -5.05% | -9.23% |
| Win Days % | 42.96% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 46.38% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |