| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 40.99% | 196.5% |
| Max Drawdown | -21.5% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.56 | 1.07 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 56.0 | 3.09 |
| Outlier Loss Ratio | 3.96 | 3.03 |
| Volatility (ann.) | 7.62% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.5 | 0.57 |
| Skew | 2.48 | 0.2 |
| Kurtosis | 88.46 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.69% |
| Expected Yearly % | 8.97% | 31.22% |
| Kelly Criterion | 4.86% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11386596:BTCUSD | 11386596:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 16.67 | -0.30 | + |
| 2023 | 155.54 | 8.63 | 0.06 | - |
| 2024 | 121.00 | 19.15 | 0.16 | - |
| 2025 | 17.02 | -6.63 | -0.39 | - |
| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.21% | 31.76% |
| 6M | -16.55% | 12.25% |
| YTD | -6.63% | 17.02% |
| 1Y | 3.24% | 57.19% |
| 3Y (ann.) | 9.06% | 55.42% |
| 5Y (ann.) | 10.8% | 38.32% |
| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| Max Drawdown | -21.5% | -67.18% |
| Longest DD Days | 211.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.91 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.50 | 211 |
| 2022-04-28 | 2022-09-09 | -7.91 | 133 |
| 2022-03-09 | 2022-03-27 | -7.90 | 18 |
| 2022-09-11 | 2023-02-21 | -7.81 | 163 |
| 2023-04-19 | 2023-05-28 | -5.52 | 39 |
| 2024-04-08 | 2024-08-20 | -4.94 | 133 |
| 2023-08-09 | 2023-12-05 | -4.48 | 118 |
| 2023-02-21 | 2023-03-17 | -3.69 | 24 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2023-04-17 | 2023-04-18 | -2.89 | 1 |
| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.58% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 12.58% | 43.77% |
| Worst Month | -10.63% | -37.12% |
| Best Year | 19.15% | 155.54% |
| Worst Year | -6.63% | -55.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.14% | 7.57% |
| Avg. Down Week | -2.09% | -3.49% |
| Avg. Up Month | 4.28% | 14.08% |
| Avg. Down Month | -3.34% | -10.51% |
| Win Days % | 48.25% | 51.33% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 53.97% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |