| Metric | 11384142:btcusd:triple_med_gx:lsma115_75 | 11384142:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 51.03% | 147.72% |
| Max Drawdown | -12.19% | -67.18% |
| Sharpe | 0.55 | 0.39 |
| Sortino | 0.89 | 0.57 |
| Payoff Ratio | 1.36 | 1.28 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.9 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 72.69 | 2.96 |
| Outlier Loss Ratio | 4.26 | 2.82 |
| Volatility (ann.) | 5.97% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.09 | 0.47 |
| Skew | 1.48 | 0.18 |
| Kurtosis | 80.62 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.24% |
| Expected Yearly % | 10.86% | 25.46% |
| Kelly Criterion | 11.24% | 13.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11384142:BTCUSD | 11384142:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 18.59 | -0.30 | + |
| 2023 | 155.54 | 7.31 | 0.05 | - |
| 2024 | 121.00 | 4.97 | 0.04 | - |
| 2025 | 17.02 | 13.05 | 0.77 | - |
| Metric | 11384142:btcusd:triple_med_gx:lsma115_75 | 11384142:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.16% | 31.76% |
| 6M | 13.05% | 12.25% |
| YTD | 13.05% | 17.02% |
| 1Y | 25.12% | 57.19% |
| 3Y (ann.) | 11.95% | 55.42% |
| 5Y (ann.) | 13.23% | 31.44% |
| Metric | 11384142:btcusd:triple_med_gx:lsma115_75 | 11384142:BTCUSD |
|---|---|---|
| Max Drawdown | -12.19% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -2.89% | -7.67% |
| Avg. Drawdown Days | 43.0 | 38.0 |
| Recovery Factor | 4.19 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-08-23 | -12.19 | 452 |
| 2023-03-01 | 2023-05-28 | -7.74 | 88 |
| 2022-10-05 | 2023-01-12 | -7.00 | 99 |
| 2025-03-20 | 2025-04-22 | -6.07 | 33 |
| 2024-09-20 | 2025-01-15 | -5.84 | 117 |
| 2025-01-16 | 2025-03-19 | -4.83 | 62 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-08-26 | 2024-09-18 | -3.11 | 23 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| Metric | 11384142:btcusd:triple_med_gx:lsma115_75 | 11384142:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 7.61% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 18.59% | 155.54% |
| Worst Year | 4.97% | -62.52% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.6% | -0.65% |
| Avg. Up Week | 4.25% | 9.8% |
| Avg. Down Week | -3.19% | -4.63% |
| Avg. Up Month | 4.47% | 17.51% |
| Avg. Down Month | -1.26% | -5.7% |
| Win Days % | 48.92% | 51.26% |
| Win Month % | 58.33% | 58.54% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |