| Metric | 11378313:btcusd:triple_med_gx:lsma85_55 | 11378313:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.01% | 239.56% |
| Max Drawdown | -24.09% | -67.18% |
| Sharpe | 0.27 | 0.47 |
| Sortino | 0.42 | 0.68 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 50.48 | 3.18 |
| Outlier Loss Ratio | 4.37 | 3.08 |
| Volatility (ann.) | 8.08% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.33 | 0.63 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 76.16 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.88% |
| Expected Yearly % | 6.78% | 35.75% |
| Kelly Criterion | 0.46% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11378313:BTCUSD | 11378313:btcusd:triple_med_gx:lsma85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 11.31 | -0.21 | + |
| 2023 | 155.54 | -4.48 | -0.03 | - |
| 2024 | 121.00 | 9.76 | 0.08 | - |
| 2025 | 30.14 | 11.40 | 0.38 | - |
| Metric | 11378313:btcusd:triple_med_gx:lsma85_55 | 11378313:BTCUSD |
|---|---|---|
| MTD | 0.88% | 13.36% |
| 3M | 11.04% | 45.08% |
| 6M | 12.72% | 28.47% |
| YTD | 11.4% | 30.14% |
| 1Y | 15.4% | 105.13% |
| 3Y (ann.) | 7.82% | 81.7% |
| 5Y (ann.) | 7.84% | 42.14% |
| Metric | 11378313:btcusd:triple_med_gx:lsma85_55 | 11378313:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -67.18% |
| Longest DD Days | 819.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.05% |
| Avg. Drawdown Days | 81.0 | 29.0 |
| Recovery Factor | 1.25 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-01-20 | -24.09 | 269 |
| 2023-01-24 | 2025-04-22 | -15.87 | 819 |
| 2022-02-05 | 2022-03-25 | -4.03 | 47 |
| 2022-04-24 | 2022-04-25 | -2.14 | 1 |
| 2025-07-04 | 2025-07-14 | -1.71 | 10 |
| 2025-06-15 | 2025-07-02 | -1.57 | 17 |
| 2025-04-28 | 2025-06-15 | -1.41 | 47 |
| 2023-01-22 | 2023-01-23 | -0.93 | 0 |
| 2022-03-25 | 2022-04-01 | -0.89 | 6 |
| 2023-01-22 | 2023-01-22 | -0.67 | 0 |
| Metric | 11378313:btcusd:triple_med_gx:lsma85_55 | 11378313:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 10.92% | 43.77% |
| Worst Month | -10.83% | -37.12% |
| Best Year | 11.4% | 155.54% |
| Worst Year | -4.48% | -53.8% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 3.85% | 4.92% |
| Avg. Down Week | -1.9% | -3.92% |
| Avg. Up Month | 5.52% | 14.39% |
| Avg. Down Month | -3.34% | -12.7% |
| Win Days % | 46.32% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 40.21% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |