| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 51.02% | 182.99% |
| Max Drawdown | -14.68% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 43.54 | 3.32 |
| Outlier Loss Ratio | 4.32 | 3.14 |
| Volatility (ann.) | 8.75% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.89 | 0.54 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 61.25 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.57% |
| Expected Yearly % | 10.86% | 29.7% |
| Kelly Criterion | 4.41% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11399821:BTCUSD | 11399821:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 17.49 | -0.31 | + |
| 2023 | 155.54 | -6.69 | -0.04 | - |
| 2024 | 121.00 | 25.68 | 0.21 | - |
| 2025 | 16.76 | 9.60 | 0.57 | - |
| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 5.77% | 31.46% |
| 6M | 12.31% | 12.77% |
| YTD | 9.6% | 16.76% |
| 1Y | 21.29% | 56.84% |
| 3Y (ann.) | 10.26% | 55.31% |
| 5Y (ann.) | 13.07% | 36.34% |
| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -67.18% |
| Longest DD Days | 519.0 | 683.0 |
| Avg. Drawdown | -3.09% | -6.9% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 3.47 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -14.68 | 126 |
| 2022-09-27 | 2024-02-28 | -14.15 | 519 |
| 2022-04-21 | 2022-08-03 | -10.11 | 103 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2025-03-06 | 2025-04-12 | -6.69 | 37 |
| 2022-08-30 | 2022-09-27 | -5.61 | 27 |
| 2022-03-02 | 2022-04-18 | -4.24 | 47 |
| 2022-08-13 | 2022-08-29 | -3.52 | 16 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.95% | -37.12% |
| Best Year | 25.68% | 155.54% |
| Worst Year | -6.69% | -57.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 3.09% | 7.44% |
| Avg. Down Week | -1.2% | -2.54% |
| Avg. Up Month | 4.44% | 15.62% |
| Avg. Down Month | -2.33% | -8.79% |
| Win Days % | 47.4% | 51.31% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 42.86% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |