| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 41.62% | 152.93% |
| Max Drawdown | -24.18% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 46.27 | 3.25 |
| Outlier Loss Ratio | 3.67 | 3.08 |
| Volatility (ann.) | 8.81% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.46 | 0.48 |
| Skew | -0.9 | 0.18 |
| Kurtosis | 67.43 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.29% |
| Expected Yearly % | 9.09% | 26.11% |
| Kelly Criterion | 4.88% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11386924:BTCUSD | 11386924:btcusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -8.38 | 0.14 | + |
| 2023 | 155.54 | 10.60 | 0.07 | - |
| 2024 | 121.00 | 22.20 | 0.18 | - |
| 2025 | 17.02 | 14.37 | 0.84 | - |
| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.6% | 31.76% |
| 6M | 14.37% | 12.25% |
| YTD | 14.37% | 17.02% |
| 1Y | 14.26% | 57.19% |
| 3Y (ann.) | 12.84% | 55.42% |
| 5Y (ann.) | 11.07% | 32.3% |
| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| Max Drawdown | -24.18% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -3.73% | -7.61% |
| Avg. Drawdown Days | 51.0 | 38.0 |
| Recovery Factor | 1.72 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-11 | -24.18 | 581 |
| 2024-07-17 | 2025-01-20 | -13.42 | 187 |
| 2022-05-31 | 2022-07-07 | -8.51 | 36 |
| 2022-03-22 | 2022-05-30 | -7.32 | 68 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.81% | -29.64% |
| Best Month | 19.88% | 43.77% |
| Worst Month | -11.42% | -37.12% |
| Best Year | 22.2% | 155.54% |
| Worst Year | -8.38% | -61.73% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.83% | 6.75% |
| Avg. Down Week | -3.22% | -4.57% |
| Avg. Up Month | 6.54% | 16.07% |
| Avg. Down Month | -5.5% | -13.55% |
| Win Days % | 49.38% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 46.94% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |