| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 43.76% | 202.8% |
| Max Drawdown | -46.49% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.36 | 0.64 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 16.03 | 4.1 |
| Outlier Loss Ratio | 4.25 | 4.15 |
| Volatility (ann.) | 17.6% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.24 | 0.58 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 25.06 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.67% |
| Expected Yearly % | 9.5% | 31.91% |
| Kelly Criterion | 1.36% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.24% |
| Expected Shortfall (cVaR) | -1.5% | -2.24% |
| Year | 11392338:BTCUSD | 11392338:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -28.66 | 0.53 | + |
| 2023 | 155.54 | 77.08 | 0.50 | - |
| 2024 | 121.00 | 8.17 | 0.07 | - |
| 2025 | 16.76 | 5.21 | 0.31 | - |
| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | -0.65% | 31.46% |
| 6M | 3.8% | 12.77% |
| YTD | 5.21% | 16.76% |
| 1Y | -3.25% | 56.84% |
| 3Y (ann.) | 19.63% | 55.31% |
| 5Y (ann.) | 11.36% | 38.89% |
| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| Max Drawdown | -46.49% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.06% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 0.94 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-10-20 | -46.49 | 579 |
| 2024-06-07 | 2025-02-03 | -33.62 | 241 |
| 2025-03-03 | 2025-06-11 | -21.38 | 100 |
| 2022-02-01 | 2022-02-28 | -19.35 | 27 |
| 2024-02-29 | 2024-03-25 | -12.14 | 25 |
| 2025-02-04 | 2025-03-02 | -9.69 | 26 |
| 2024-03-29 | 2024-04-28 | -9.35 | 30 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2023-12-22 | 2024-01-08 | -4.91 | 17 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 14.39% | 43.77% |
| Worst Month | -20.56% | -37.12% |
| Best Year | 77.08% | 155.54% |
| Worst Year | -28.66% | -54.08% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.11% | 6.48% |
| Avg. Down Week | -3.29% | -4.84% |
| Avg. Up Month | 5.72% | 14.95% |
| Avg. Down Month | -6.2% | -11.24% |
| Win Days % | 48.97% | 51.27% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 52.42% | 51.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |