| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 22.37% | 168.36% |
| Max Drawdown | -19.4% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.21 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 60.44 | 3.13 |
| Outlier Loss Ratio | 3.64 | 3.06 |
| Volatility (ann.) | 7.85% | 26.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.32 | 0.5 |
| Skew | 1.84 | 0.19 |
| Kurtosis | 69.74 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.38% |
| Expected Yearly % | 5.18% | 27.99% |
| Kelly Criterion | -0.33% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.25% |
| Expected Shortfall (cVaR) | -0.67% | -2.25% |
| Year | 11382340:BTCUSD | 11382340:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 2.79 | -0.05 | + |
| 2023 | 155.54 | 3.68 | 0.02 | - |
| 2024 | 121.00 | 6.57 | 0.05 | - |
| 2025 | 17.02 | 7.75 | 0.46 | - |
| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.75% | 31.76% |
| 6M | 2.83% | 12.25% |
| YTD | 7.75% | 17.02% |
| 1Y | 5.99% | 57.19% |
| 3Y (ann.) | 10.0% | 55.42% |
| 5Y (ann.) | 6.14% | 33.81% |
| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| Max Drawdown | -19.4% | -67.18% |
| Longest DD Days | 656.0 | 683.0 |
| Avg. Drawdown | -5.12% | -7.27% |
| Avg. Drawdown Days | 100.0 | 35.0 |
| Recovery Factor | 1.15 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2025-01-27 | -19.40 | 656 |
| 2022-01-24 | 2022-07-28 | -16.24 | 185 |
| 2025-02-13 | 2025-06-11 | -11.40 | 118 |
| 2022-08-11 | 2023-03-12 | -7.45 | 213 |
| 2023-03-27 | 2023-04-10 | -3.95 | 14 |
| 2022-07-28 | 2022-08-10 | -1.19 | 12 |
| 2022-01-23 | 2022-01-23 | -0.97 | 0 |
| 2023-03-13 | 2023-03-13 | -0.18 | 0 |
| 2022-01-23 | 2022-01-23 | -0.18 | 0 |
| 2023-03-26 | 2023-03-26 | -0.18 | 0 |
| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -6.42% | -29.64% |
| Best Month | 19.01% | 43.77% |
| Worst Month | -9.48% | -37.12% |
| Best Year | 7.75% | 155.54% |
| Worst Year | 2.79% | -59.39% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.84% | -0.99% |
| Avg. Up Week | 3.73% | 7.61% |
| Avg. Down Week | -2.25% | -6.0% |
| Avg. Up Month | 5.4% | 16.87% |
| Avg. Down Month | -4.12% | -11.69% |
| Win Days % | 45.05% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 46.91% | 50.83% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |