| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 12.86% | 160.91% |
| Max Drawdown | -35.15% | -67.18% |
| Sharpe | 0.14 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.39 | 1.05 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 37.88 | 3.57 |
| Outlier Loss Ratio | 3.9 | 3.43 |
| Volatility (ann.) | 11.29% | 26.54% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.1 | 0.49 |
| Skew | 1.38 | 0.18 |
| Kurtosis | 65.57 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.31% |
| Expected Yearly % | 3.07% | 27.09% |
| Kelly Criterion | -2.8% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.26% |
| Expected Shortfall (cVaR) | -0.97% | -2.26% |
| Year | 11381767:BTCUSD | 11381767:btcusd:triple_med_gx:lsma40_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -22.21 | 0.37 | + |
| 2023 | 155.54 | 11.04 | 0.07 | - |
| 2024 | 121.00 | 24.47 | 0.20 | - |
| 2025 | 17.02 | 4.96 | 0.29 | - |
| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| MTD | -1.44% | 4.4% |
| 3M | 4.68% | 31.76% |
| 6M | -0.36% | 12.25% |
| YTD | 4.96% | 17.02% |
| 1Y | 7.91% | 57.19% |
| 3Y (ann.) | 15.3% | 55.42% |
| 5Y (ann.) | 3.63% | 32.62% |
| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| Max Drawdown | -35.15% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -6.11% | -7.67% |
| Avg. Drawdown Days | 80.0 | 37.0 |
| Recovery Factor | 0.37 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-27 | -35.15 | 761 |
| 2024-11-23 | 2025-06-11 | -13.92 | 200 |
| 2024-03-13 | 2024-05-15 | -12.86 | 63 |
| 2024-09-03 | 2024-11-22 | -9.85 | 79 |
| 2024-07-29 | 2024-08-08 | -5.47 | 10 |
| 2024-05-30 | 2024-07-29 | -4.70 | 59 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-09 | 2024-08-20 | -2.17 | 11 |
| 2024-08-22 | 2024-09-02 | -1.92 | 11 |
| 2024-03-08 | 2024-03-13 | -0.76 | 4 |
| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 15.35% | 43.77% |
| Worst Month | -10.24% | -37.12% |
| Best Year | 24.47% | 155.54% |
| Worst Year | -22.21% | -60.52% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.87% | -0.94% |
| Avg. Up Week | 3.43% | 7.09% |
| Avg. Down Week | -3.33% | -5.19% |
| Avg. Up Month | 3.84% | 16.63% |
| Avg. Down Month | -5.69% | -13.85% |
| Win Days % | 45.52% | 51.24% |
| Win Month % | 59.52% | 59.52% |
| Win Week % | 49.54% | 50.83% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |