| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.34% | 202.8% |
| Max Drawdown | -24.19% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.44 | 0.64 |
| Payoff Ratio | 1.37 | 1.28 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.29 | 1.07 |
| CPC Index | 0.66 | 0.7 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 56.66 | 3.2 |
| Outlier Loss Ratio | 4.49 | 3.02 |
| Volatility (ann.) | 7.25% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.3 | 0.58 |
| Skew | 2.21 | 0.2 |
| Kurtosis | 68.01 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.67% |
| Expected Yearly % | 6.02% | 31.91% |
| Kelly Criterion | 0.41% | 13.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11392059:BTCUSD | 11392059:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 11.02 | -0.20 | + |
| 2023 | 155.54 | 8.10 | 0.05 | - |
| 2024 | 121.00 | 5.16 | 0.04 | - |
| 2025 | 16.76 | 0.10 | 0.01 | - |
| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| MTD | -0.69% | 4.16% |
| 3M | -4.04% | 31.46% |
| 6M | 3.8% | 12.77% |
| YTD | 0.1% | 16.76% |
| 1Y | 11.14% | 56.84% |
| 3Y (ann.) | 8.04% | 55.31% |
| 5Y (ann.) | 7.18% | 38.89% |
| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| Max Drawdown | -24.19% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.06% |
| Avg. Drawdown Days | 85.0 | 30.0 |
| Recovery Factor | 1.09 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -24.19 | 698 |
| 2022-08-17 | 2023-04-10 | -14.21 | 236 |
| 2022-02-01 | 2022-04-19 | -5.37 | 76 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-04-21 | 2022-07-13 | -4.68 | 82 |
| 2023-04-11 | 2023-05-03 | -3.15 | 22 |
| 2023-05-04 | 2023-06-20 | -3.11 | 47 |
| 2022-07-14 | 2022-07-14 | -2.46 | 0 |
| 2022-07-14 | 2022-07-27 | -1.87 | 12 |
| 2022-07-28 | 2022-08-08 | -0.90 | 10 |
| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 9.23% | 35.75% |
| Worst Week | -12.88% | -29.64% |
| Best Month | 16.02% | 43.77% |
| Worst Month | -7.04% | -37.12% |
| Best Year | 11.02% | 155.54% |
| Worst Year | 0.1% | -54.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 2.91% | 8.4% |
| Avg. Down Week | -2.32% | -3.39% |
| Avg. Up Month | 3.35% | 13.71% |
| Avg. Down Month | -2.77% | -11.04% |
| Win Days % | 42.43% | 51.27% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 51.32% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |