| Metric | 11401486:btcusd:triple_med_gx:lsma75_135 | 11401486:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 33.51% | 195.83% |
| Max Drawdown | -16.45% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.46 | 0.64 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 46.31 | 3.29 |
| Outlier Loss Ratio | 4.27 | 3.15 |
| Volatility (ann.) | 8.36% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.55 | 0.57 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 66.09 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.68% |
| Expected Yearly % | 7.49% | 31.15% |
| Kelly Criterion | 2.64% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11401486:BTCUSD | 11401486:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 21.90 | -0.40 | + |
| 2023 | 155.54 | -6.98 | -0.04 | - |
| 2024 | 121.00 | 3.84 | 0.03 | - |
| 2025 | 16.76 | 13.39 | 0.80 | - |
| Metric | 11401486:btcusd:triple_med_gx:lsma75_135 | 11401486:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 2.14% | 31.46% |
| 6M | 13.71% | 12.77% |
| YTD | 13.39% | 16.76% |
| 1Y | 7.64% | 56.84% |
| 3Y (ann.) | 5.48% | 55.31% |
| 5Y (ann.) | 9.0% | 38.19% |
| Metric | 11401486:btcusd:triple_med_gx:lsma75_135 | 11401486:BTCUSD |
|---|---|---|
| Max Drawdown | -16.45% | -67.18% |
| Longest DD Days | 727.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.97% |
| Avg. Drawdown Days | 65.0 | 36.0 |
| Recovery Factor | 2.04 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2025-03-11 | -16.45 | 727 |
| 2022-04-21 | 2022-08-13 | -10.54 | 113 |
| 2022-09-27 | 2023-03-14 | -7.93 | 168 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-13 | 2025-06-09 | -4.18 | 57 |
| 2022-08-13 | 2022-08-30 | -4.13 | 16 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-08-30 | 2022-09-27 | -3.75 | 27 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11401486:btcusd:triple_med_gx:lsma75_135 | 11401486:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.67% | 35.75% |
| Worst Week | -5.39% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 21.9% | 155.54% |
| Worst Year | -6.98% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 2.2% | 7.17% |
| Avg. Down Week | -1.46% | -3.3% |
| Avg. Up Month | 3.81% | 16.51% |
| Avg. Down Month | -3.17% | -9.73% |
| Win Days % | 47.5% | 51.32% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 44.74% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |