| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 20.29% | 209.53% |
| Max Drawdown | -22.98% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.26 | 0.65 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 32.43 | 3.46 |
| Outlier Loss Ratio | 4.34 | 3.47 |
| Volatility (ann.) | 10.37% | 26.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.24 | 0.59 |
| Skew | -0.04 | 0.18 |
| Kurtosis | 37.18 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.73% |
| Expected Yearly % | 4.73% | 32.64% |
| Kelly Criterion | -0.22% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11377259:BTCUSD | 11377259:btcusd:triple_med_gx:lsma205_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 6.75 | -0.12 | + |
| 2023 | 155.54 | -0.09 | -0.00 | - |
| 2024 | 121.00 | 2.69 | 0.02 | - |
| 2025 | 30.14 | 9.83 | 0.33 | - |
| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| MTD | 6.06% | 13.36% |
| 3M | 22.1% | 45.08% |
| 6M | 12.15% | 28.47% |
| YTD | 9.83% | 30.14% |
| 1Y | 8.48% | 105.13% |
| 3Y (ann.) | 10.53% | 81.7% |
| 5Y (ann.) | 5.59% | 39.49% |
| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| Max Drawdown | -22.98% | -67.18% |
| Longest DD Days | 836.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.77% |
| Avg. Drawdown Days | 71.0 | 34.0 |
| Recovery Factor | 0.88 | 3.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -22.98 | 228 |
| 2023-03-30 | 2025-07-14 | -21.85 | 836 |
| 2022-04-05 | 2022-06-06 | -10.37 | 61 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2022-03-06 | 2022-03-23 | -2.89 | 17 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2023-01-21 | 2023-01-29 | -2.24 | 7 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11377259:btcusd:triple_med_gx:lsma205_50 | 11377259:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -14.02% | -29.64% |
| Best Month | 10.85% | 43.77% |
| Worst Month | -12.99% | -37.12% |
| Best Year | 9.83% | 155.54% |
| Worst Year | -0.09% | -57.88% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.3% | 4.96% |
| Avg. Down Week | -3.2% | -5.66% |
| Avg. Up Month | 5.95% | 15.57% |
| Avg. Down Month | -4.55% | -12.78% |
| Win Days % | 48.25% | 51.35% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 52.27% | 51.38% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |