| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 10.47% | 237.48% |
| Max Drawdown | -28.24% | -67.18% |
| Sharpe | 0.12 | 0.47 |
| Sortino | 0.18 | 0.68 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 41.73 | 3.36 |
| Outlier Loss Ratio | 4.01 | 3.22 |
| Volatility (ann.) | 9.41% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.1 | 0.63 |
| Skew | 1.38 | 0.2 |
| Kurtosis | 69.29 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.87% |
| Expected Yearly % | 2.52% | 35.54% |
| Kelly Criterion | -1.42% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11370416:BTCUSD | 11370416:btcusd:triple_med_gx:lsma75_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -6.75 | 0.12 | + |
| 2023 | 155.54 | 21.81 | 0.14 | - |
| 2024 | 121.00 | 7.13 | 0.06 | - |
| 2025 | 30.14 | -9.22 | -0.31 | - |
| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.96% | 45.08% |
| 6M | -10.95% | 28.47% |
| YTD | -9.22% | 30.14% |
| 1Y | -5.41% | 105.13% |
| 3Y (ann.) | 1.65% | 81.7% |
| 5Y (ann.) | 2.92% | 42.08% |
| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| Max Drawdown | -28.24% | -67.18% |
| Longest DD Days | 458.0 | 683.0 |
| Avg. Drawdown | -4.21% | -5.84% |
| Avg. Drawdown Days | 58.0 | 29.0 |
| Recovery Factor | 0.37 | 3.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -28.24 | 458 |
| 2022-04-21 | 2023-04-27 | -20.98 | 371 |
| 2023-04-30 | 2023-10-20 | -8.33 | 172 |
| 2022-02-01 | 2022-03-19 | -5.45 | 46 |
| 2023-10-21 | 2024-01-08 | -4.89 | 79 |
| 2024-02-29 | 2024-04-12 | -3.89 | 42 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11370416:btcusd:triple_med_gx:lsma75_10 | 11370416:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.17% | 35.75% |
| Worst Week | -13.7% | -29.64% |
| Best Month | 10.04% | 43.77% |
| Worst Month | -12.39% | -37.12% |
| Best Year | 21.81% | 155.54% |
| Worst Year | -9.22% | -54.08% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.61% | 8.64% |
| Avg. Down Week | -1.86% | -2.37% |
| Avg. Up Month | 4.97% | 13.32% |
| Avg. Down Month | -3.98% | -9.74% |
| Win Days % | 46.48% | 51.31% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.05% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |