| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 24.7% | 199.65% |
| Max Drawdown | -23.22% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.73 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.57 | 0.99 |
| Outlier Win Ratio | 44.65 | 3.32 |
| Outlier Loss Ratio | 3.89 | 3.24 |
| Volatility (ann.) | 8.98% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.29 | 0.57 |
| Skew | 0.32 | 0.2 |
| Kurtosis | 50.88 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.65% |
| Expected Yearly % | 5.67% | 31.57% |
| Kelly Criterion | 0.72% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11382171:BTCUSD | 11382171:btcusd:triple_med_gx:lsma110_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 6.82 | -0.12 | + |
| 2023 | 155.54 | -9.33 | -0.06 | - |
| 2024 | 121.00 | 44.91 | 0.37 | - |
| 2025 | 17.02 | -11.15 | -0.65 | - |
| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.66% | 31.76% |
| 6M | -14.04% | 12.25% |
| YTD | -11.15% | 17.02% |
| 1Y | 8.85% | 57.19% |
| 3Y (ann.) | 9.41% | 55.42% |
| 5Y (ann.) | 6.77% | 38.5% |
| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| Max Drawdown | -23.22% | -67.18% |
| Longest DD Days | 688.0 | 683.0 |
| Avg. Drawdown | -3.61% | -6.29% |
| Avg. Drawdown Days | 48.0 | 31.0 |
| Recovery Factor | 1.06 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-06 | 2024-07-26 | -23.22 | 688 |
| 2024-12-19 | 2025-06-11 | -18.60 | 173 |
| 2022-02-16 | 2022-07-07 | -17.31 | 141 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-11-23 | 2024-12-19 | -3.11 | 26 |
| 2024-09-28 | 2024-11-21 | -3.09 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2022-07-08 | 2022-07-17 | -1.84 | 8 |
| Metric | 11382171:btcusd:triple_med_gx:lsma110_70 | 11382171:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 28.86% | 43.77% |
| Worst Month | -10.55% | -37.12% |
| Best Year | 44.91% | 155.54% |
| Worst Year | -11.15% | -54.66% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.45% | 6.47% |
| Avg. Down Week | -2.83% | -5.87% |
| Avg. Up Month | 5.51% | 14.88% |
| Avg. Down Month | -6.0% | -13.51% |
| Win Days % | 47.63% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 48.81% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |