| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 42.82% | 203.33% |
| Max Drawdown | -32.69% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.43 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 31.67 | 3.55 |
| Outlier Loss Ratio | 4.12 | 3.49 |
| Volatility (ann.) | 10.82% | 26.04% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.34 | 0.57 |
| Skew | 0.06 | 0.18 |
| Kurtosis | 36.06 | 6.57 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.68% |
| Expected Yearly % | 9.32% | 31.97% |
| Kelly Criterion | 2.85% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.21% |
| Expected Shortfall (cVaR) | -0.92% | -2.21% |
| Year | 11378391:BTCUSD | 11378391:btcusd:triple_med_gx:lsma195_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.00 | -0.05 | + |
| 2023 | 155.54 | -5.51 | -0.04 | - |
| 2024 | 121.00 | 23.15 | 0.19 | - |
| 2025 | 30.14 | 19.16 | 0.64 | - |
| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 20.0% | 45.08% |
| 6M | 19.77% | 28.47% |
| YTD | 19.16% | 30.14% |
| 1Y | 15.83% | 105.13% |
| 3Y (ann.) | 21.64% | 81.7% |
| 5Y (ann.) | 11.05% | 38.59% |
| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| Max Drawdown | -32.69% | -67.18% |
| Longest DD Days | 401.0 | 683.0 |
| Avg. Drawdown | -4.93% | -6.86% |
| Avg. Drawdown Days | 55.0 | 35.0 |
| Recovery Factor | 1.31 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-21 | -32.69 | 229 |
| 2023-02-02 | 2024-03-10 | -21.10 | 401 |
| 2024-05-27 | 2025-04-22 | -16.58 | 329 |
| 2022-02-19 | 2022-05-30 | -7.65 | 99 |
| 2024-03-13 | 2024-05-15 | -7.03 | 63 |
| 2023-01-30 | 2023-02-02 | -3.83 | 3 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2023-01-21 | 2023-01-29 | -2.83 | 7 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-05-16 | 2024-05-24 | -1.99 | 8 |
| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.29% | 35.75% |
| Worst Week | -22.86% | -29.64% |
| Best Month | 16.79% | 43.77% |
| Worst Month | -25.78% | -37.12% |
| Best Year | 23.15% | 155.54% |
| Worst Year | -5.51% | -58.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.81% | 5.27% |
| Avg. Down Week | -3.53% | -5.35% |
| Avg. Up Month | 6.35% | 15.95% |
| Avg. Down Month | -6.98% | -15.93% |
| Win Days % | 49.77% | 51.33% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 55.81% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |