| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 23.3% | 199.65% |
| Max Drawdown | -21.9% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.41 | 0.64 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.64 | 3.09 |
| Outlier Loss Ratio | 4.27 | 3.05 |
| Volatility (ann.) | 7.16% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.29 | 0.57 |
| Skew | 3.43 | 0.2 |
| Kurtosis | 87.04 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.65% |
| Expected Yearly % | 5.38% | 31.57% |
| Kelly Criterion | 0.57% | 9.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11383215:BTCUSD | 11383215:btcusd:triple_med_gx:lsma110_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 40.86 | -0.75 | + |
| 2023 | 155.54 | -14.09 | -0.09 | - |
| 2024 | 121.00 | 16.32 | 0.13 | - |
| 2025 | 17.02 | -12.40 | -0.73 | - |
| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.38% | 31.76% |
| 6M | -7.09% | 12.25% |
| YTD | -12.4% | 17.02% |
| 1Y | 3.56% | 57.19% |
| 3Y (ann.) | -0.37% | 55.42% |
| 5Y (ann.) | 6.41% | 38.5% |
| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| Max Drawdown | -21.9% | -67.18% |
| Longest DD Days | 1045.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.29% |
| Avg. Drawdown Days | 89.0 | 31.0 |
| Recovery Factor | 1.06 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2025-06-11 | -21.90 | 1045 |
| 2022-04-28 | 2022-05-30 | -6.59 | 31 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-07-04 | -3.42 | 26 |
| 2022-03-09 | 2022-04-28 | -2.87 | 49 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2022-07-18 | 2022-07-18 | -1.37 | 0 |
| 2022-02-13 | 2022-02-14 | -1.35 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11383215:btcusd:triple_med_gx:lsma110_75 | 11383215:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 12.07% | 35.75% |
| Worst Week | -8.35% | -29.64% |
| Best Month | 15.77% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 40.86% | 155.54% |
| Worst Year | -14.09% | -54.66% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 3.73% | 5.22% |
| Avg. Down Week | -2.34% | -4.51% |
| Avg. Up Month | 4.46% | 18.35% |
| Avg. Down Month | -4.63% | -12.05% |
| Win Days % | 45.72% | 51.27% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 44.29% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |