| Metric | 11382840:btcusd:triple_med_gx:lsma135_70 | 11382840:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 70.31% | 147.72% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.54 | 0.39 |
| Sortino | 0.83 | 0.57 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | 0.92 | 0.99 |
| Outlier Win Ratio | 51.35 | 3.34 |
| Outlier Loss Ratio | 4.02 | 3.05 |
| Volatility (ann.) | 7.99% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.13 | 0.47 |
| Skew | 0.08 | 0.18 |
| Kurtosis | 67.39 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.24% |
| Expected Yearly % | 14.24% | 25.46% |
| Kelly Criterion | 9.46% | 11.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11382840:BTCUSD | 11382840:btcusd:triple_med_gx:lsma135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.90 | -0.16 | + |
| 2023 | 155.54 | 22.76 | 0.15 | - |
| 2024 | 121.00 | 11.15 | 0.09 | - |
| 2025 | 17.02 | 13.57 | 0.80 | - |
| Metric | 11382840:btcusd:triple_med_gx:lsma135_70 | 11382840:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.09% | 31.76% |
| 6M | 13.57% | 12.25% |
| YTD | 13.57% | 17.02% |
| 1Y | 28.14% | 57.19% |
| 3Y (ann.) | 17.03% | 55.42% |
| 5Y (ann.) | 17.41% | 31.44% |
| Metric | 11382840:btcusd:triple_med_gx:lsma135_70 | 11382840:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 482.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.67% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 4.55 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.45 | 184 |
| 2023-03-20 | 2024-07-15 | -11.48 | 482 |
| 2024-08-26 | 2024-09-20 | -8.71 | 25 |
| 2025-01-07 | 2025-01-15 | -7.67 | 7 |
| 2025-03-15 | 2025-04-21 | -6.16 | 36 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-07-16 | 2024-08-23 | -3.66 | 38 |
| Metric | 11382840:btcusd:triple_med_gx:lsma135_70 | 11382840:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 14.42% | 43.77% |
| Worst Month | -8.62% | -37.12% |
| Best Year | 22.76% | 155.54% |
| Worst Year | 9.9% | -62.52% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 4.85% | 8.9% |
| Avg. Down Week | -3.19% | -4.3% |
| Avg. Up Month | 5.99% | 16.39% |
| Avg. Down Month | -3.4% | -5.99% |
| Win Days % | 49.51% | 51.26% |
| Win Month % | 61.54% | 58.54% |
| Win Week % | 55.32% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |