| Metric | 11388318:btcusd:triple_med_gx:lsma135_90 | 11388318:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 64.21% | 147.72% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.58 | 0.39 |
| Sortino | 0.87 | 0.57 |
| Payoff Ratio | 1.29 | 1.28 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 63.02 | 3.13 |
| Outlier Loss Ratio | 4.08 | 2.9 |
| Volatility (ann.) | 6.85% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.04 | 0.47 |
| Skew | -1.03 | 0.18 |
| Kurtosis | 98.34 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.24% |
| Expected Yearly % | 13.2% | 25.46% |
| Kelly Criterion | 11.89% | 13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11388318:BTCUSD | 11388318:btcusd:triple_med_gx:lsma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 20.30 | -0.32 | + |
| 2023 | 155.54 | 5.20 | 0.03 | - |
| 2024 | 121.00 | 5.03 | 0.04 | - |
| 2025 | 17.02 | 23.54 | 1.38 | + |
| Metric | 11388318:btcusd:triple_med_gx:lsma135_90 | 11388318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.57% | 31.76% |
| 6M | 23.54% | 12.25% |
| YTD | 23.54% | 17.02% |
| 1Y | 23.38% | 57.19% |
| 3Y (ann.) | 11.17% | 55.42% |
| 5Y (ann.) | 16.12% | 31.44% |
| Metric | 11388318:btcusd:triple_med_gx:lsma135_90 | 11388318:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -2.24% | -7.67% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 4.15 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-07-15 | -15.45 | 670 |
| 2024-07-16 | 2025-01-18 | -12.80 | 186 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-05-31 | 2022-07-04 | -2.88 | 33 |
| 2025-03-18 | 2025-03-19 | -2.06 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-07-09 | 2022-09-12 | -1.67 | 64 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| Metric | 11388318:btcusd:triple_med_gx:lsma135_90 | 11388318:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.68% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 11.47% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 23.54% | 155.54% |
| Worst Year | 5.03% | -62.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 4.52% | 7.07% |
| Avg. Down Week | -2.69% | -4.08% |
| Avg. Up Month | 6.82% | 17.6% |
| Avg. Down Month | -3.31% | -11.82% |
| Win Days % | 50.41% | 51.26% |
| Win Month % | 48.15% | 58.54% |
| Win Week % | 53.66% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |