| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 15.38% | 202.8% |
| Max Drawdown | -20.42% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 48.78 | 3.28 |
| Outlier Loss Ratio | 4.02 | 3.16 |
| Volatility (ann.) | 8.7% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.21 | 0.58 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 78.19 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.67% |
| Expected Yearly % | 3.64% | 31.91% |
| Kelly Criterion | 0.08% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11392002:BTCUSD | 11392002:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 1.58 | -0.03 | + |
| 2023 | 155.54 | 15.57 | 0.10 | - |
| 2024 | 121.00 | 7.05 | 0.06 | - |
| 2025 | 16.76 | -8.19 | -0.49 | - |
| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -5.06% | 31.46% |
| 6M | -3.61% | 12.77% |
| YTD | -8.19% | 16.76% |
| 1Y | -1.44% | 56.84% |
| 3Y (ann.) | 2.21% | 55.31% |
| 5Y (ann.) | 4.33% | 38.89% |
| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| Max Drawdown | -20.42% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -5.7% | -6.06% |
| Avg. Drawdown Days | 117.0 | 30.0 |
| Recovery Factor | 0.75 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-02 | 2025-06-11 | -20.42 | 466 |
| 2022-03-02 | 2023-07-13 | -17.56 | 498 |
| 2023-07-14 | 2023-11-15 | -7.42 | 124 |
| 2022-02-01 | 2022-02-28 | -5.15 | 26 |
| 2023-11-16 | 2024-01-08 | -4.55 | 53 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2024-03-01 | 2024-03-01 | -0.18 | 0 |
| 2024-01-27 | 2024-01-27 | -0.18 | 0 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11392002:btcusd:triple_med_gx:lsma75_105 | 11392002:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.62% | 35.75% |
| Worst Week | -13.74% | -29.64% |
| Best Month | 9.38% | 43.77% |
| Worst Month | -10.08% | -37.12% |
| Best Year | 15.57% | 155.54% |
| Worst Year | -8.19% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 2.59% | 8.14% |
| Avg. Down Week | -1.92% | -3.77% |
| Avg. Up Month | 3.68% | 14.2% |
| Avg. Down Month | -3.37% | -10.29% |
| Win Days % | 45.81% | 51.27% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 43.9% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |