| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 55.29% | 118.89% |
| Max Drawdown | -8.19% | -64.4% |
| Sharpe | 2.83 | 2.0 |
| Sortino | 5.93 | 3.48 |
| Payoff Ratio | 3.1 | 0.61 |
| Profit Factor | 1.75 | 1.42 |
| Common Sense Ratio | 3.82 | 2.1 |
| CPC Index | 1.57 | 0.46 |
| Tail Ratio | 2.19 | 1.47 |
| Outlier Win Ratio | 8.7 | 3.95 |
| Outlier Loss Ratio | 16.62 | 2.24 |
| Volatility (ann.) | 43.27% | 169.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.82 | 0.44 |
| Skew | 1.53 | 1.0 |
| Kurtosis | 6.26 | 6.3 |
| Expected Daily % | 0.31% | 0.55% |
| Expected Monthly % | 1.2% | 2.14% |
| Expected Yearly % | 11.63% | 21.63% |
| Kelly Criterion | 6.19% | -23.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -13.65% |
| Expected Shortfall (cVaR) | -3.39% | -13.65% |
| Year | 11420871:BTCUSD | 11420871:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.40 | 6.69 | -0.12 | + |
| 2023 | 160.67 | 15.40 | 0.10 | - |
| 2024 | 112.66 | 20.84 | 0.19 | - |
| 2025 | -11.47 | 4.37 | -0.38 | + |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| MTD | 0.54% | -20.7% |
| 3M | 2.29% | -16.25% |
| 6M | 8.14% | 29.41% |
| YTD | 4.37% | -11.47% |
| 1Y | 21.61% | 16.84% |
| 3Y (ann.) | 15.41% | 26.98% |
| 5Y (ann.) | 14.91% | 28.06% |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Max Drawdown | -8.19% | -64.4% |
| Longest DD Days | 223.0 | 696.0 |
| Avg. Drawdown | -2.12% | -24.89% |
| Avg. Drawdown Days | 42.0 | 206.0 |
| Recovery Factor | 6.75 | 1.85 |
| Ulcer Index | 1.05 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-08-25 | -8.19 | 164 |
| 2022-08-01 | 2023-02-16 | -7.21 | 199 |
| 2023-04-02 | 2023-11-11 | -4.65 | 223 |
| 2022-06-21 | 2022-07-20 | -3.82 | 29 |
| 2024-01-03 | 2024-02-28 | -3.59 | 56 |
| 2022-02-27 | 2022-03-16 | -3.45 | 17 |
| 2022-05-05 | 2022-05-31 | -2.58 | 26 |
| 2025-03-17 | 2025-03-29 | -2.52 | 12 |
| 2024-12-28 | 2025-01-17 | -2.17 | 20 |
| 2022-04-02 | 2022-05-05 | -1.04 | 33 |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Best Day | 9.76% | 36.98% |
| Worst Day | -7.86% | -34.78% |
| Best Week | 9.57% | 49.5% |
| Worst Week | -8.03% | -36.93% |
| Best Month | 12.5% | 49.5% |
| Worst Month | -6.49% | -36.93% |
| Best Year | 20.84% | 160.67% |
| Worst Year | 4.37% | -55.4% |
| Avg. Up Day | 2.72% | 2.91% |
| Avg. Down Day | -0.88% | -4.74% |
| Avg. Up Week | 3.18% | 10.17% |
| Avg. Down Week | -1.37% | -6.19% |
| Avg. Up Month | 4.16% | 15.63% |
| Avg. Down Month | -2.16% | -9.61% |
| Win Days % | 29.08% | 53.19% |
| Win Month % | 62.16% | 54.05% |
| Win Week % | 46.25% | 52.5% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 100.0% | 50.0% |