| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 46.47% | 168.36% |
| Max Drawdown | -14.92% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.65 | 0.59 |
| Payoff Ratio | 1.39 | 1.21 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.99 | 3.19 |
| Outlier Loss Ratio | 3.89 | 3.0 |
| Volatility (ann.) | 7.47% | 26.51% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.8 | 0.5 |
| Skew | 1.49 | 0.19 |
| Kurtosis | 72.85 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.38% |
| Expected Yearly % | 10.01% | 27.99% |
| Kelly Criterion | 3.84% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.25% |
| Expected Shortfall (cVaR) | -0.63% | -2.25% |
| Year | 11381078:BTCUSD | 11381078:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 9.27 | -0.16 | + |
| 2023 | 155.54 | 3.90 | 0.03 | - |
| 2024 | 121.00 | 28.40 | 0.23 | - |
| 2025 | 17.02 | 0.48 | 0.03 | - |
| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.14% | 31.76% |
| 6M | -0.84% | 12.25% |
| YTD | 0.48% | 17.02% |
| 1Y | 7.48% | 57.19% |
| 3Y (ann.) | 16.97% | 55.42% |
| 5Y (ann.) | 11.92% | 33.81% |
| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| Max Drawdown | -14.92% | -67.18% |
| Longest DD Days | 303.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.27% |
| Avg. Drawdown Days | 48.0 | 35.0 |
| Recovery Factor | 3.11 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-24 | 2022-07-27 | -14.92 | 184 |
| 2023-04-11 | 2024-02-09 | -10.66 | 303 |
| 2022-08-11 | 2023-04-10 | -9.42 | 242 |
| 2024-05-27 | 2024-07-26 | -8.59 | 60 |
| 2025-03-15 | 2025-06-11 | -6.34 | 87 |
| 2022-07-28 | 2022-08-11 | -5.65 | 13 |
| 2024-11-21 | 2025-01-14 | -5.13 | 53 |
| 2024-04-04 | 2024-05-15 | -5.02 | 40 |
| 2024-08-22 | 2024-11-21 | -4.07 | 90 |
| 2025-01-14 | 2025-02-12 | -4.07 | 29 |
| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.78% | 35.75% |
| Worst Week | -6.91% | -29.64% |
| Best Month | 22.54% | 43.77% |
| Worst Month | -6.91% | -37.12% |
| Best Year | 28.4% | 155.54% |
| Worst Year | 0.48% | -59.39% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.77% | -0.9% |
| Avg. Up Week | 3.62% | 5.69% |
| Avg. Down Week | -1.91% | -6.17% |
| Avg. Up Month | 6.09% | 14.51% |
| Avg. Down Month | -3.16% | -11.58% |
| Win Days % | 44.1% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 46.67% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |