| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 0.06% | 195.83% |
| Max Drawdown | -35.84% | -67.18% |
| Sharpe | 0.06 | 0.44 |
| Sortino | 0.09 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 30.39 | 3.62 |
| Outlier Loss Ratio | 4.13 | 3.51 |
| Volatility (ann.) | 11.64% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.0 | 0.57 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 41.02 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.0% | 2.68% |
| Expected Yearly % | 0.02% | 31.15% |
| Kelly Criterion | -2.36% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.24% |
| Expected Shortfall (cVaR) | -1.0% | -2.24% |
| Year | 11401480:BTCUSD | 11401480:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 3.79 | -0.07 | + |
| 2023 | 155.54 | -8.48 | -0.05 | - |
| 2024 | 121.00 | 6.14 | 0.05 | - |
| 2025 | 16.76 | -0.75 | -0.04 | - |
| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| MTD | 8.87% | 4.16% |
| 3M | 6.37% | 31.46% |
| 6M | -1.06% | 12.77% |
| YTD | -0.75% | 16.76% |
| 1Y | -19.15% | 56.84% |
| 3Y (ann.) | -4.48% | 55.31% |
| 5Y (ann.) | 0.02% | 38.19% |
| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| Max Drawdown | -35.84% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -6.12% | -6.97% |
| Avg. Drawdown Days | 98.0 | 36.0 |
| Recovery Factor | 0.0 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-06-11 | -35.84 | 776 |
| 2022-04-21 | 2023-03-13 | -18.64 | 326 |
| 2023-03-14 | 2023-04-26 | -5.21 | 42 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-12 | 2022-04-15 | -0.92 | 34 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-11 | 2022-03-12 | -0.18 | 0 |
| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 6.14% | 155.54% |
| Worst Year | -8.48% | -55.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.04% | 6.45% |
| Avg. Down Week | -2.37% | -4.35% |
| Avg. Up Month | 5.55% | 13.58% |
| Avg. Down Month | -4.94% | -9.22% |
| Win Days % | 46.76% | 51.32% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 45.54% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |