| Metric | 11378369:btcusd:triple_med_gx:lsma85_55 | 11378369:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 62.67% | 239.56% |
| Max Drawdown | -18.75% | -67.18% |
| Sharpe | 0.47 | 0.47 |
| Sortino | 0.73 | 0.68 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 47.8 | 3.2 |
| Outlier Loss Ratio | 4.35 | 3.11 |
| Volatility (ann.) | 8.21% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.8 | 0.63 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 73.79 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.88% |
| Expected Yearly % | 12.93% | 35.75% |
| Kelly Criterion | 4.3% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11378369:BTCUSD | 11378369:btcusd:triple_med_gx:lsma85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 23.14 | -0.43 | + |
| 2023 | 155.54 | 4.44 | 0.03 | - |
| 2024 | 121.00 | 7.18 | 0.06 | - |
| 2025 | 30.14 | 18.02 | 0.60 | - |
| Metric | 11378369:btcusd:triple_med_gx:lsma85_55 | 11378369:BTCUSD |
|---|---|---|
| MTD | 2.03% | 13.36% |
| 3M | 12.8% | 45.08% |
| 6M | 15.73% | 28.47% |
| YTD | 18.02% | 30.14% |
| 1Y | 29.09% | 105.13% |
| 3Y (ann.) | 9.41% | 81.7% |
| 5Y (ann.) | 15.02% | 42.14% |
| Metric | 11378369:btcusd:triple_med_gx:lsma85_55 | 11378369:BTCUSD |
|---|---|---|
| Max Drawdown | -18.75% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -2.88% | -6.05% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 3.34 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -18.75 | 228 |
| 2023-01-21 | 2024-12-11 | -10.98 | 690 |
| 2025-02-21 | 2025-04-22 | -7.73 | 59 |
| 2022-02-05 | 2022-04-01 | -6.82 | 54 |
| 2022-04-26 | 2022-05-29 | -6.09 | 33 |
| 2022-04-01 | 2022-04-25 | -2.17 | 24 |
| 2024-12-12 | 2024-12-15 | -2.16 | 3 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11378369:btcusd:triple_med_gx:lsma85_55 | 11378369:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 12.23% | 43.77% |
| Worst Month | -11.91% | -37.12% |
| Best Year | 23.14% | 155.54% |
| Worst Year | 4.44% | -53.8% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.51% | 5.19% |
| Avg. Down Week | -1.96% | -4.3% |
| Avg. Up Month | 4.62% | 11.2% |
| Avg. Down Month | -4.03% | -8.15% |
| Win Days % | 48.66% | 51.3% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 50.53% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |