| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 33.7% | 145.41% |
| Max Drawdown | -15.18% | -67.18% |
| Sharpe | 0.3 | 0.39 |
| Sortino | 0.49 | 0.56 |
| Payoff Ratio | 1.35 | 1.21 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 60.19 | 3.16 |
| Outlier Loss Ratio | 3.53 | 3.01 |
| Volatility (ann.) | 8.51% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.6 | 0.46 |
| Skew | 3.34 | 0.18 |
| Kurtosis | 103.19 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.21% |
| Expected Yearly % | 7.53% | 25.16% |
| Kelly Criterion | 2.18% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11402507:BTCUSD | 11402507:btcusd:triple_med_gx:lsma160_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 11.01 | -0.18 | + |
| 2023 | 155.54 | -2.15 | -0.01 | - |
| 2024 | 121.00 | 42.39 | 0.35 | - |
| 2025 | 16.76 | -13.56 | -0.81 | - |
| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.38% | 31.46% |
| 6M | -13.56% | 12.77% |
| YTD | -13.56% | 16.76% |
| 1Y | 8.05% | 56.84% |
| 3Y (ann.) | 4.6% | 55.31% |
| 5Y (ann.) | 9.1% | 30.9% |
| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| Max Drawdown | -15.18% | -67.18% |
| Longest DD Days | 738.0 | 683.0 |
| Avg. Drawdown | -3.4% | -7.76% |
| Avg. Drawdown Days | 65.0 | 41.0 |
| Recovery Factor | 2.22 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2024-05-20 | -15.18 | 738 |
| 2024-12-05 | 2025-06-11 | -13.65 | 188 |
| 2022-03-29 | 2022-05-13 | -11.25 | 44 |
| 2024-08-07 | 2024-11-06 | -6.70 | 90 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.49 | 14 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-02-26 | 2022-03-27 | -2.04 | 29 |
| 2024-06-05 | 2024-07-14 | -1.09 | 39 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| Metric | 11402507:btcusd:triple_med_gx:lsma160_135 | 11402507:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -6.68% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 42.39% | 155.54% |
| Worst Year | -13.56% | -62.78% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.84% | -0.96% |
| Avg. Up Week | 3.58% | 7.58% |
| Avg. Down Week | -1.82% | -5.4% |
| Avg. Up Month | 3.96% | 13.27% |
| Avg. Down Month | -2.71% | -11.86% |
| Win Days % | 43.75% | 51.25% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 48.28% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |