| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 19.64% | 239.56% |
| Max Drawdown | -22.08% | -67.18% |
| Sharpe | 0.19 | 0.47 |
| Sortino | 0.29 | 0.68 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.59 | 0.68 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 45.5 | 3.25 |
| Outlier Loss Ratio | 4.31 | 3.2 |
| Volatility (ann.) | 8.84% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.24 | 0.63 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 72.98 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.88% |
| Expected Yearly % | 4.58% | 35.75% |
| Kelly Criterion | -1.94% | 11.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11379718:BTCUSD | 11379718:btcusd:triple_med_gx:lsma85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 9.33 | -0.17 | + |
| 2023 | 155.54 | -1.83 | -0.01 | - |
| 2024 | 121.00 | 28.04 | 0.23 | - |
| 2025 | 30.14 | -12.95 | -0.43 | - |
| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| MTD | -0.52% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -12.15% | 28.47% |
| YTD | -12.95% | 30.14% |
| 1Y | 9.03% | 105.13% |
| 3Y (ann.) | 2.28% | 81.7% |
| 5Y (ann.) | 5.29% | 42.14% |
| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -67.18% |
| Longest DD Days | 836.0 | 683.0 |
| Avg. Drawdown | -3.85% | -6.05% |
| Avg. Drawdown Days | 64.0 | 29.0 |
| Recovery Factor | 0.89 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2024-11-10 | -22.08 | 836 |
| 2024-12-17 | 2025-07-14 | -21.35 | 208 |
| 2022-03-09 | 2022-07-27 | -13.95 | 140 |
| 2024-12-10 | 2024-12-11 | -3.51 | 1 |
| 2022-01-22 | 2022-02-06 | -3.26 | 15 |
| 2024-12-12 | 2024-12-17 | -1.73 | 4 |
| 2022-02-16 | 2022-03-08 | -1.44 | 20 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.23% | 35.75% |
| Worst Week | -9.11% | -29.64% |
| Best Month | 24.0% | 43.77% |
| Worst Month | -13.23% | -37.12% |
| Best Year | 28.04% | 155.54% |
| Worst Year | -12.95% | -53.8% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.51% | 6.18% |
| Avg. Down Week | -2.82% | -5.03% |
| Avg. Up Month | 5.76% | 14.73% |
| Avg. Down Month | -3.48% | -11.64% |
| Win Days % | 43.36% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 48.51% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |