| Metric | 11399541:btcusd:triple_med_gx:lsma65_130 | 11399541:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.35% | 182.99% |
| Max Drawdown | -25.98% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 45.76 | 3.27 |
| Outlier Loss Ratio | 4.33 | 3.16 |
| Volatility (ann.) | 8.96% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.13 | 0.54 |
| Skew | 2.92 | 0.2 |
| Kurtosis | 88.5 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.57% |
| Expected Yearly % | 2.72% | 29.7% |
| Kelly Criterion | -1.53% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11399541:BTCUSD | 11399541:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -7.86 | 0.14 | + |
| 2023 | 155.54 | 14.47 | 0.09 | - |
| 2024 | 121.00 | 3.24 | 0.03 | - |
| 2025 | 16.76 | 2.27 | 0.14 | - |
| Metric | 11399541:btcusd:triple_med_gx:lsma65_130 | 11399541:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 10.63% | 31.46% |
| 6M | -0.7% | 12.77% |
| YTD | 2.27% | 16.76% |
| 1Y | -9.06% | 56.84% |
| 3Y (ann.) | -0.98% | 55.31% |
| 5Y (ann.) | 3.26% | 36.34% |
| Metric | 11399541:btcusd:triple_med_gx:lsma65_130 | 11399541:BTCUSD |
|---|---|---|
| Max Drawdown | -25.98% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.9% |
| Avg. Drawdown Days | 70.0 | 35.0 |
| Recovery Factor | 0.44 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2024-06-04 | -25.98 | 713 |
| 2024-06-20 | 2025-06-11 | -19.79 | 356 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -3.07 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-08 | 2024-06-20 | -0.93 | 11 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-01 | 2022-03-15 | -0.56 | 14 |
| Metric | 11399541:btcusd:triple_med_gx:lsma65_130 | 11399541:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -17.66% | -37.12% |
| Best Year | 14.47% | 155.54% |
| Worst Year | -7.86% | -57.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.68% | 8.87% |
| Avg. Down Week | -2.17% | -3.01% |
| Avg. Up Month | 2.95% | 14.63% |
| Avg. Down Month | -4.65% | -9.3% |
| Win Days % | 44.82% | 51.31% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 48.15% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |