| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 20.36% | 189.3% |
| Max Drawdown | -18.19% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.32 | 0.63 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.61 | 0.66 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 52.26 | 3.21 |
| Outlier Loss Ratio | 4.37 | 3.05 |
| Volatility (ann.) | 8.03% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.31 | 0.55 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 79.51 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.56% |
| Expected Yearly % | 4.74% | 30.42% |
| Kelly Criterion | 0.81% | 10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11394866:BTCUSD | 11394866:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 10.19 | -0.18 | + |
| 2023 | 155.54 | -6.79 | -0.04 | - |
| 2024 | 121.00 | 11.10 | 0.09 | - |
| 2025 | 16.76 | 5.48 | 0.33 | - |
| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 3.65% | 31.46% |
| 6M | 8.08% | 12.77% |
| YTD | 5.48% | 16.76% |
| 1Y | 5.47% | 56.84% |
| 3Y (ann.) | 2.4% | 55.31% |
| 5Y (ann.) | 5.66% | 37.09% |
| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -5.12% | -6.63% |
| Avg. Drawdown Days | 173.0 | 33.0 |
| Recovery Factor | 1.12 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -18.19 | 988 |
| 2022-04-20 | 2022-09-27 | -8.71 | 159 |
| 2022-03-15 | 2022-04-18 | -4.56 | 34 |
| 2022-01-30 | 2022-02-28 | -3.72 | 29 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-15 | 2022-03-15 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.95% | -37.12% |
| Best Year | 11.1% | 155.54% |
| Worst Year | -6.79% | -56.13% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 2.43% | 7.2% |
| Avg. Down Week | -1.79% | -2.14% |
| Avg. Up Month | 3.29% | 15.94% |
| Avg. Down Month | -2.76% | -8.32% |
| Win Days % | 45.27% | 51.25% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 45.95% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |