| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 31.22% | 172.77% |
| Max Drawdown | -16.75% | -67.18% |
| Sharpe | 0.33 | 0.42 |
| Sortino | 0.49 | 0.61 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 0.81 | 1.0 |
| Outlier Win Ratio | 61.89 | 3.11 |
| Outlier Loss Ratio | 3.97 | 3.04 |
| Volatility (ann.) | 6.91% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.51 | 0.53 |
| Skew | -0.87 | 0.19 |
| Kurtosis | 92.02 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.48% |
| Expected Yearly % | 7.03% | 28.51% |
| Kelly Criterion | 4.91% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11382906:BTCUSD | 11382906:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.26 | -0.07 | + |
| 2023 | 155.54 | 13.27 | 0.09 | - |
| 2024 | 121.00 | 10.97 | 0.09 | - |
| 2025 | 17.02 | 0.13 | 0.01 | - |
| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.19% | 31.76% |
| 6M | 0.13% | 12.25% |
| YTD | 0.13% | 17.02% |
| 1Y | 10.06% | 57.19% |
| 3Y (ann.) | 7.31% | 55.42% |
| 5Y (ann.) | 8.56% | 35.42% |
| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -4.36% | -7.19% |
| Avg. Drawdown Days | 73.0 | 37.0 |
| Recovery Factor | 1.86 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-20 | 2024-10-28 | -16.75 | 588 |
| 2022-09-13 | 2023-03-17 | -15.96 | 184 |
| 2022-05-31 | 2022-07-06 | -6.73 | 36 |
| 2025-01-17 | 2025-06-11 | -6.06 | 144 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2025-01-08 | 2025-01-17 | -4.44 | 9 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2022-07-08 | 2022-09-11 | -1.84 | 65 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 11.4% | 43.77% |
| Worst Month | -9.38% | -37.12% |
| Best Year | 13.27% | 155.54% |
| Worst Year | 0.13% | -58.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.62% | 8.35% |
| Avg. Down Week | -3.61% | -4.94% |
| Avg. Up Month | 5.48% | 18.02% |
| Avg. Down Month | -3.63% | -10.43% |
| Win Days % | 49.42% | 51.3% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 47.73% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |