| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 41.55% | 233.23% |
| Max Drawdown | -32.82% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.46 | 0.67 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 33.68 | 3.39 |
| Outlier Loss Ratio | 4.33 | 3.36 |
| Volatility (ann.) | 10.04% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.32 | 0.62 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 47.73 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.84% |
| Expected Yearly % | 9.08% | 35.11% |
| Kelly Criterion | 0.93% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11377407:BTCUSD | 11377407:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 46.06 | -0.84 | + |
| 2023 | 155.54 | -19.03 | -0.12 | - |
| 2024 | 121.00 | 22.67 | 0.19 | - |
| 2025 | 30.14 | -2.43 | -0.08 | - |
| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| MTD | 0.52% | 13.36% |
| 3M | 9.86% | 45.08% |
| 6M | -1.07% | 28.47% |
| YTD | -2.43% | 30.14% |
| 1Y | 13.61% | 105.13% |
| 3Y (ann.) | 1.92% | 81.7% |
| 5Y (ann.) | 10.56% | 41.6% |
| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| Max Drawdown | -32.82% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.05% |
| Avg. Drawdown Days | 68.0 | 31.0 |
| Recovery Factor | 1.27 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -32.82 | 904 |
| 2022-07-19 | 2023-01-20 | -13.56 | 185 |
| 2022-03-09 | 2022-04-28 | -9.66 | 49 |
| 2022-04-28 | 2022-07-14 | -8.86 | 76 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-03-06 | 2022-03-08 | -1.89 | 1 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-05 | 2022-02-14 | -1.05 | 8 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| Metric | 11377407:btcusd:triple_med_gx:lsma110_50 | 11377407:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 18.95% | 43.77% |
| Worst Month | -11.33% | -37.12% |
| Best Year | 46.06% | 155.54% |
| Worst Year | -19.03% | -54.66% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 3.69% | 5.49% |
| Avg. Down Week | -2.61% | -5.01% |
| Avg. Up Month | 5.69% | 16.88% |
| Avg. Down Month | -3.54% | -12.77% |
| Win Days % | 48.71% | 51.3% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 46.6% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |