| Metric | 11371842:btcusd:triple_med_gx:lsma75_20 | 11371842:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 10.57% | 198.43% |
| Max Drawdown | -36.18% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.18 | 0.62 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 33.32 | 3.5 |
| Outlier Loss Ratio | 4.26 | 3.43 |
| Volatility (ann.) | 11.1% | 26.29% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.08 | 0.55 |
| Skew | 1.59 | 0.19 |
| Kurtosis | 53.72 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.58% |
| Expected Yearly % | 2.54% | 31.43% |
| Kelly Criterion | -2.18% | 7.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11371842:BTCUSD | 11371842:btcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -4.67 | 0.08 | + |
| 2023 | 155.54 | 16.58 | 0.11 | - |
| 2024 | 121.00 | -5.02 | -0.04 | - |
| 2025 | 30.14 | 4.75 | 0.16 | - |
| Metric | 11371842:btcusd:triple_med_gx:lsma75_20 | 11371842:BTCUSD |
|---|---|---|
| MTD | 4.0% | 13.36% |
| 3M | 7.96% | 45.08% |
| 6M | -0.18% | 28.47% |
| YTD | 4.75% | 30.14% |
| 1Y | -5.68% | 105.13% |
| 3Y (ann.) | -0.46% | 81.7% |
| 5Y (ann.) | 2.93% | 36.92% |
| Metric | 11371842:btcusd:triple_med_gx:lsma75_20 | 11371842:BTCUSD |
|---|---|---|
| Max Drawdown | -36.18% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -4.64% | -6.95% |
| Avg. Drawdown Days | 64.0 | 34.0 |
| Recovery Factor | 0.29 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -36.18 | 461 |
| 2022-04-20 | 2024-01-26 | -21.45 | 646 |
| 2022-03-20 | 2022-04-20 | -5.00 | 31 |
| 2024-02-29 | 2024-04-08 | -4.67 | 38 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-02-13 | 2024-02-14 | -2.48 | 1 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11371842:btcusd:triple_med_gx:lsma75_20 | 11371842:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -8.17% | -29.64% |
| Best Month | 14.05% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 16.58% | 155.54% |
| Worst Year | -5.02% | -59.39% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 2.54% | 7.39% |
| Avg. Down Week | -2.33% | -3.64% |
| Avg. Up Month | 4.89% | 14.05% |
| Avg. Down Month | -5.38% | -10.13% |
| Win Days % | 45.01% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 48.25% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |