| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.21% | 161.99% |
| Max Drawdown | -23.15% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.18 | 0.59 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 43.18 | 3.28 |
| Outlier Loss Ratio | 4.37 | 3.16 |
| Volatility (ann.) | 9.26% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.1 | 0.5 |
| Skew | 3.69 | 0.18 |
| Kurtosis | 80.93 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.38% |
| Expected Yearly % | 1.99% | 27.22% |
| Kelly Criterion | -2.74% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11402967:BTCUSD | 11402967:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.22 | -0.05 | + |
| 2023 | 155.54 | 12.69 | 0.08 | - |
| 2024 | 121.00 | -8.10 | -0.07 | - |
| 2025 | 16.76 | 1.23 | 0.07 | - |
| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| MTD | 3.57% | 4.16% |
| 3M | -0.9% | 31.46% |
| 6M | -0.93% | 12.77% |
| YTD | 1.23% | 16.76% |
| 1Y | -11.53% | 56.84% |
| 3Y (ann.) | -2.46% | 55.31% |
| 5Y (ann.) | 2.38% | 33.33% |
| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| Max Drawdown | -23.15% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.97% |
| Avg. Drawdown Days | 99.0 | 36.0 |
| Recovery Factor | 0.35 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-06-11 | -23.15 | 776 |
| 2022-05-16 | 2023-04-10 | -16.94 | 329 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -1.94 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-04-11 | 2023-04-26 | -1.32 | 14 |
| 2022-03-04 | 2022-04-15 | -1.00 | 41 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -11.76% | -37.12% |
| Best Year | 12.69% | 155.54% |
| Worst Year | -8.1% | -60.27% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 2.47% | 7.87% |
| Avg. Down Week | -2.24% | -2.49% |
| Avg. Up Month | 3.64% | 14.87% |
| Avg. Down Month | -3.36% | -8.98% |
| Win Days % | 43.91% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |