| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 71.53% | 182.99% |
| Max Drawdown | -42.48% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.38 | 3.92 |
| Outlier Loss Ratio | 3.97 | 3.84 |
| Volatility (ann.) | 15.27% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.41 | 0.54 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 32.84 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.57% |
| Expected Yearly % | 14.44% | 29.7% |
| Kelly Criterion | 3.45% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11400650:BTCUSD | 11400650:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -26.93 | 0.47 | + |
| 2023 | 155.54 | 49.40 | 0.32 | - |
| 2024 | 121.00 | 45.78 | 0.38 | - |
| 2025 | 16.76 | 7.79 | 0.46 | - |
| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 15.2% | 31.46% |
| 6M | 9.81% | 12.77% |
| YTD | 7.79% | 16.76% |
| 1Y | 18.9% | 56.84% |
| 3Y (ann.) | 15.21% | 55.31% |
| 5Y (ann.) | 17.44% | 36.34% |
| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| Max Drawdown | -42.48% | -67.18% |
| Longest DD Days | 754.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.9% |
| Avg. Drawdown Days | 38.0 | 35.0 |
| Recovery Factor | 1.68 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-25 | -42.48 | 754 |
| 2024-06-10 | 2024-11-06 | -21.00 | 148 |
| 2025-01-04 | 2025-05-22 | -14.63 | 138 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-05-23 | 2025-06-09 | -5.87 | 17 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.31 | 10 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-08 | 2024-04-18 | -2.47 | 9 |
| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.12% | 43.77% |
| Worst Month | -21.93% | -37.12% |
| Best Year | 49.4% | 155.54% |
| Worst Year | -26.93% | -57.08% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.36% | 6.28% |
| Avg. Down Week | -3.34% | -5.25% |
| Avg. Up Month | 5.16% | 12.2% |
| Avg. Down Month | -7.36% | -12.63% |
| Win Days % | 50.07% | 51.31% |
| Win Month % | 74.36% | 60.98% |
| Win Week % | 53.47% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |