| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 24.75% | 168.36% |
| Max Drawdown | -24.11% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.85 | 1.05 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 0.77 | 0.98 |
| Outlier Win Ratio | 49.08 | 3.26 |
| Outlier Loss Ratio | 4.06 | 3.16 |
| Volatility (ann.) | 9.13% | 26.51% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.28 | 0.5 |
| Skew | 2.15 | 0.19 |
| Kurtosis | 89.59 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.38% |
| Expected Yearly % | 5.68% | 27.99% |
| Kelly Criterion | -1.11% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.25% |
| Expected Shortfall (cVaR) | -0.78% | -2.25% |
| Year | 11384565:BTCUSD | 11384565:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -10.35 | 0.17 | + |
| 2023 | 155.54 | 30.27 | 0.19 | - |
| 2024 | 121.00 | 2.80 | 0.02 | - |
| 2025 | 17.02 | 3.90 | 0.23 | - |
| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| MTD | -0.22% | 4.4% |
| 3M | -3.66% | 31.76% |
| 6M | 2.77% | 12.25% |
| YTD | 3.9% | 17.02% |
| 1Y | 1.57% | 57.19% |
| 3Y (ann.) | 5.62% | 55.42% |
| 5Y (ann.) | 6.74% | 33.81% |
| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| Max Drawdown | -24.11% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -4.35% | -7.27% |
| Avg. Drawdown Days | 44.0 | 35.0 |
| Recovery Factor | 1.03 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-12 | 2023-06-15 | -24.11 | 368 |
| 2024-01-03 | 2024-03-13 | -11.01 | 69 |
| 2025-03-17 | 2025-06-11 | -11.00 | 85 |
| 2022-05-05 | 2022-06-12 | -10.36 | 38 |
| 2024-10-29 | 2025-03-05 | -8.81 | 127 |
| 2023-07-06 | 2023-11-10 | -6.83 | 127 |
| 2024-06-05 | 2024-09-06 | -6.37 | 92 |
| 2022-01-30 | 2022-03-16 | -5.30 | 45 |
| 2024-03-25 | 2024-06-04 | -5.14 | 70 |
| 2024-09-06 | 2024-09-27 | -4.61 | 21 |
| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.68% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 8.58% | 43.77% |
| Worst Month | -18.52% | -37.12% |
| Best Year | 30.27% | 155.54% |
| Worst Year | -10.35% | -59.39% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.29% | 7.23% |
| Avg. Down Week | -2.2% | -3.7% |
| Avg. Up Month | 4.26% | 16.77% |
| Avg. Down Month | -4.06% | -15.64% |
| Win Days % | 44.65% | 51.22% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 47.92% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |