| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 16.0% | 172.77% |
| Max Drawdown | -27.37% | -67.18% |
| Sharpe | 0.17 | 0.42 |
| Sortino | 0.25 | 0.61 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.55 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 66.38 | 2.98 |
| Outlier Loss Ratio | 2.71 | 2.89 |
| Volatility (ann.) | 8.77% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.17 | 0.53 |
| Skew | 0.45 | 0.19 |
| Kurtosis | 137.9 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.48% |
| Expected Yearly % | 3.78% | 28.51% |
| Kelly Criterion | 1.97% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11391354:BTCUSD | 11391354:btcusd:triple_med_gx:lsma70_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.48 | -0.26 | + |
| 2023 | 155.54 | 12.69 | 0.08 | - |
| 2024 | 121.00 | -21.96 | -0.18 | - |
| 2025 | 17.02 | 14.22 | 0.84 | - |
| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.84% | 31.76% |
| 6M | 14.22% | 12.25% |
| YTD | 14.22% | 17.02% |
| 1Y | 2.13% | 57.19% |
| 3Y (ann.) | 3.15% | 55.42% |
| 5Y (ann.) | 4.59% | 35.42% |
| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| Max Drawdown | -27.37% | -67.18% |
| Longest DD Days | 537.0 | 683.0 |
| Avg. Drawdown | -4.31% | -7.19% |
| Avg. Drawdown Days | 64.0 | 37.0 |
| Recovery Factor | 0.58 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-06-11 | -27.37 | 537 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-06-16 | 2022-11-10 | -9.71 | 147 |
| 2022-12-26 | 2023-07-13 | -8.50 | 199 |
| 2023-10-20 | 2023-12-20 | -4.89 | 61 |
| 2022-03-20 | 2022-06-15 | -3.70 | 87 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-08-19 | 2023-10-15 | -1.03 | 57 |
| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.06% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 10.06% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 15.48% | 155.54% |
| Worst Year | -21.96% | -58.73% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -1.0% | -1.1% |
| Avg. Up Week | 3.03% | 7.57% |
| Avg. Down Week | -2.37% | -5.8% |
| Avg. Up Month | 5.6% | 12.45% |
| Avg. Down Month | -2.96% | -12.65% |
| Win Days % | 49.0% | 51.3% |
| Win Month % | 46.43% | 60.98% |
| Win Week % | 45.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |