| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.9% | 161.95% |
| Max Drawdown | -30.84% | -67.18% |
| Sharpe | 0.08 | 0.41 |
| Sortino | 0.11 | 0.59 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.16 | 1.06 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 0.15 | 0.99 |
| Outlier Win Ratio | 56.9 | 3.17 |
| Outlier Loss Ratio | 3.41 | 3.15 |
| Volatility (ann.) | 8.76% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.04 | 0.5 |
| Skew | -0.25 | 0.18 |
| Kurtosis | 99.71 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.38% |
| Expected Yearly % | 0.96% | 27.22% |
| Kelly Criterion | -2.1% | 2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11395542:BTCUSD | 11395542:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.80 | -0.06 | + |
| 2023 | 155.54 | 12.62 | 0.08 | - |
| 2024 | 121.00 | -7.50 | -0.06 | - |
| 2025 | 16.76 | -3.91 | -0.23 | - |
| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.2% | 31.46% |
| 6M | -3.91% | 12.77% |
| YTD | -3.91% | 16.76% |
| 1Y | -24.98% | 56.84% |
| 3Y (ann.) | -0.13% | 55.31% |
| 5Y (ann.) | 1.15% | 33.36% |
| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| Max Drawdown | -30.84% | -67.18% |
| Longest DD Days | 466.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.17% |
| Avg. Drawdown Days | 51.0 | 37.0 |
| Recovery Factor | 0.13 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -30.84 | 376 |
| 2022-07-30 | 2023-11-09 | -17.51 | 466 |
| 2022-02-19 | 2022-03-24 | -8.56 | 32 |
| 2024-04-15 | 2024-05-15 | -7.82 | 30 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-01-09 | 2024-03-04 | -4.60 | 55 |
| 2023-11-11 | 2023-12-20 | -3.54 | 39 |
| 2022-04-08 | 2022-05-10 | -3.38 | 32 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-05-10 | 2022-07-16 | -2.65 | 67 |
| Metric | 11395542:btcusd:triple_med_gx:lsma145_115 | 11395542:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 14.09% | 43.77% |
| Worst Month | -19.55% | -37.12% |
| Best Year | 12.62% | 155.54% |
| Worst Year | -7.5% | -60.27% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.88% | -0.95% |
| Avg. Up Week | 4.21% | 6.95% |
| Avg. Down Week | -2.83% | -3.22% |
| Avg. Up Month | 5.1% | 13.32% |
| Avg. Down Month | -4.58% | -11.95% |
| Win Days % | 47.68% | 51.28% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 43.75% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |