| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.95% | 172.16% |
| Max Drawdown | -23.79% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.37 | 0.61 |
| Payoff Ratio | 1.09 | 0.98 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.61 | 0.54 |
| Tail Ratio | 0.97 | 1.0 |
| Outlier Win Ratio | 45.39 | 3.36 |
| Outlier Loss Ratio | 3.42 | 3.19 |
| Volatility (ann.) | 10.41% | 26.26% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.36 | 0.53 |
| Skew | 0.96 | 0.19 |
| Kurtosis | 84.39 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.47% |
| Expected Yearly % | 6.97% | 28.44% |
| Kelly Criterion | 3.61% | 1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11398710:BTCUSD | 11398710:btcusd:triple_med_gx:lsma195_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 10.54 | -0.18 | + |
| 2023 | 155.54 | 5.94 | 0.04 | - |
| 2024 | 121.00 | -0.55 | -0.00 | - |
| 2025 | 16.76 | 12.44 | 0.74 | - |
| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.69% | 31.46% |
| 6M | 12.44% | 12.77% |
| YTD | 12.44% | 16.76% |
| 1Y | 5.63% | 56.84% |
| 3Y (ann.) | 8.2% | 55.31% |
| 5Y (ann.) | 8.48% | 35.29% |
| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| Max Drawdown | -23.79% | -67.18% |
| Longest DD Days | 434.0 | 683.0 |
| Avg. Drawdown | -4.55% | -7.19% |
| Avg. Drawdown Days | 61.0 | 37.0 |
| Recovery Factor | 1.3 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-05-13 | -23.79 | 434 |
| 2022-03-25 | 2022-11-10 | -14.27 | 229 |
| 2022-02-21 | 2022-03-22 | -11.66 | 29 |
| 2023-02-02 | 2023-06-17 | -8.97 | 134 |
| 2023-10-08 | 2024-03-03 | -6.28 | 147 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-06-22 | 2023-07-12 | -2.16 | 20 |
| 2023-07-12 | 2023-09-18 | -1.93 | 67 |
| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 17.41% | 43.77% |
| Worst Month | -14.6% | -37.12% |
| Best Year | 12.44% | 155.54% |
| Worst Year | -0.55% | -58.73% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.95% |
| Avg. Up Week | 3.59% | 7.06% |
| Avg. Down Week | -4.12% | -6.69% |
| Avg. Up Month | 4.25% | 11.75% |
| Avg. Down Month | -4.5% | -14.64% |
| Win Days % | 49.77% | 51.29% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 58.49% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |