| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 29.58% | 195.42% |
| Max Drawdown | -17.95% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.4 | 0.63 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 46.3 | 3.32 |
| Outlier Loss Ratio | 4.21 | 3.15 |
| Volatility (ann.) | 9.32% | 26.36% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.44 | 0.56 |
| Skew | 2.65 | 0.2 |
| Kurtosis | 84.22 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.61% |
| Expected Yearly % | 6.69% | 31.1% |
| Kelly Criterion | 0.69% | 11.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11390159:BTCUSD | 11390159:btcusd:triple_med_gx:lsma60_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.14 | -0.11 | + |
| 2023 | 155.54 | 11.78 | 0.08 | - |
| 2024 | 121.00 | 6.30 | 0.05 | - |
| 2025 | 17.02 | 2.75 | 0.16 | - |
| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| MTD | 4.65% | 4.4% |
| 3M | -4.49% | 31.76% |
| 6M | 6.01% | 12.25% |
| YTD | 2.75% | 17.02% |
| 1Y | -3.58% | 57.19% |
| 3Y (ann.) | 4.79% | 55.42% |
| 5Y (ann.) | 7.98% | 37.84% |
| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| Max Drawdown | -17.95% | -67.18% |
| Longest DD Days | 664.0 | 683.0 |
| Avg. Drawdown | -3.67% | -6.6% |
| Avg. Drawdown Days | 75.0 | 32.0 |
| Recovery Factor | 1.65 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-06-11 | -17.95 | 441 |
| 2022-05-05 | 2024-02-28 | -16.88 | 664 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.37 | 30 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2022-04-19 | 2022-05-04 | -2.84 | 15 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-30 | 2022-02-27 | -1.74 | 28 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11390159:btcusd:triple_med_gx:lsma60_100 | 11390159:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.02% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 11.78% | 155.54% |
| Worst Year | 2.75% | -55.3% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.31% | 6.82% |
| Avg. Down Week | -2.46% | -2.88% |
| Avg. Up Month | 4.11% | 11.95% |
| Avg. Down Month | -3.63% | -14.36% |
| Win Days % | 44.44% | 51.27% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 46.51% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |