| Metric | 11380670:btcusd:triple_med_gx:lsma85_65 | 11380670:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 26.5% | 239.56% |
| Max Drawdown | -13.63% | -67.18% |
| Sharpe | 0.31 | 0.47 |
| Sortino | 0.49 | 0.68 |
| Payoff Ratio | 1.21 | 1.06 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.3 | 2.99 |
| Outlier Loss Ratio | 4.51 | 2.94 |
| Volatility (ann.) | 6.12% | 26.24% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.51 | 0.63 |
| Skew | 2.89 | 0.2 |
| Kurtosis | 97.7 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.88% |
| Expected Yearly % | 6.05% | 35.75% |
| Kelly Criterion | 1.57% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11380670:BTCUSD | 11380670:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -5.95 | 0.11 | + |
| 2023 | 155.54 | 8.23 | 0.05 | - |
| 2024 | 121.00 | 16.32 | 0.13 | - |
| 2025 | 30.14 | 6.84 | 0.23 | - |
| Metric | 11380670:btcusd:triple_med_gx:lsma85_65 | 11380670:BTCUSD |
|---|---|---|
| MTD | -0.06% | 13.36% |
| 3M | 10.93% | 45.08% |
| 6M | 6.84% | 28.47% |
| YTD | 6.84% | 30.14% |
| 1Y | 14.11% | 105.13% |
| 3Y (ann.) | 6.87% | 81.7% |
| 5Y (ann.) | 7.0% | 42.14% |
| Metric | 11380670:btcusd:triple_med_gx:lsma85_65 | 11380670:BTCUSD |
|---|---|---|
| Max Drawdown | -13.63% | -67.18% |
| Longest DD Days | 597.0 | 683.0 |
| Avg. Drawdown | -2.53% | -6.05% |
| Avg. Drawdown Days | 49.0 | 29.0 |
| Recovery Factor | 1.94 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-01 | 2024-02-18 | -13.63 | 597 |
| 2022-02-12 | 2022-06-06 | -9.60 | 113 |
| 2025-02-19 | 2025-04-22 | -7.47 | 62 |
| 2024-04-02 | 2024-08-20 | -7.22 | 140 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-12-12 | 2025-01-24 | -2.16 | 42 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2024-10-22 | 2024-12-11 | -1.99 | 50 |
| 2024-08-22 | 2024-08-29 | -1.93 | 7 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| Metric | 11380670:btcusd:triple_med_gx:lsma85_65 | 11380670:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.49% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -8.03% | -37.12% |
| Best Year | 16.32% | 155.54% |
| Worst Year | -5.95% | -53.8% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.65% | -0.76% |
| Avg. Up Week | 2.48% | 5.91% |
| Avg. Down Week | -1.7% | -4.78% |
| Avg. Up Month | 2.99% | 14.97% |
| Avg. Down Month | -2.46% | -10.75% |
| Win Days % | 46.14% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |