| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 38.93% | 147.72% |
| Max Drawdown | -8.9% | -67.18% |
| Sharpe | 0.5 | 0.39 |
| Sortino | 0.82 | 0.57 |
| Payoff Ratio | 1.36 | 1.27 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 87.61 | 2.88 |
| Outlier Loss Ratio | 4.36 | 2.73 |
| Volatility (ann.) | 5.21% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.17 | 0.47 |
| Skew | 2.03 | 0.18 |
| Kurtosis | 90.59 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.24% |
| Expected Yearly % | 8.57% | 25.46% |
| Kelly Criterion | 9.91% | 12.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11386880:BTCUSD | 11386880:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 18.15 | -0.29 | + |
| 2023 | 155.54 | 5.07 | 0.03 | - |
| 2024 | 121.00 | -0.33 | -0.00 | - |
| 2025 | 17.02 | 12.29 | 0.72 | - |
| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.25% | 31.76% |
| 6M | 12.29% | 12.25% |
| YTD | 12.29% | 17.02% |
| 1Y | 14.31% | 57.19% |
| 3Y (ann.) | 8.66% | 55.42% |
| 5Y (ann.) | 10.42% | 31.44% |
| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| Max Drawdown | -8.9% | -67.18% |
| Longest DD Days | 479.0 | 683.0 |
| Avg. Drawdown | -2.57% | -7.67% |
| Avg. Drawdown Days | 53.0 | 38.0 |
| Recovery Factor | 4.38 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-09-19 | -8.90 | 479 |
| 2024-09-20 | 2025-03-19 | -6.71 | 180 |
| 2022-10-05 | 2023-01-11 | -6.47 | 98 |
| 2023-03-01 | 2023-05-28 | -6.18 | 88 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.58 | 32 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2022-07-07 | 2022-09-11 | -1.25 | 66 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11386880:btcusd:triple_med_gx:lsma115_85 | 11386880:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -4.75% | -29.64% |
| Best Month | 9.39% | 43.77% |
| Worst Month | -4.86% | -37.12% |
| Best Year | 18.15% | 155.54% |
| Worst Year | -0.33% | -62.52% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.58% | -0.63% |
| Avg. Up Week | 3.19% | 8.61% |
| Avg. Down Week | -2.04% | -4.8% |
| Avg. Up Month | 3.87% | 18.84% |
| Avg. Down Month | -0.93% | -7.91% |
| Win Days % | 48.02% | 51.26% |
| Win Month % | 56.0% | 58.54% |
| Win Week % | 54.29% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |