| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 28.17% | 145.41% |
| Max Drawdown | -8.13% | -67.18% |
| Sharpe | 0.42 | 0.39 |
| Sortino | 0.74 | 0.56 |
| Payoff Ratio | 1.39 | 0.97 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.97 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 132.07 | 2.65 |
| Outlier Loss Ratio | 4.07 | 2.51 |
| Volatility (ann.) | 4.67% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.95 | 0.46 |
| Skew | 6.52 | 0.18 |
| Kurtosis | 252.63 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.21% |
| Expected Yearly % | 6.4% | 25.16% |
| Kelly Criterion | 10.4% | 1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11403815:BTCUSD | 11403815:btcusd:triple_med_gx:lsma160_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 17.06 | -0.27 | + |
| 2023 | 155.54 | 5.70 | 0.04 | - |
| 2024 | 121.00 | -0.50 | -0.00 | - |
| 2025 | 16.76 | 4.10 | 0.24 | - |
| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.86% | 31.46% |
| 6M | 4.1% | 12.77% |
| YTD | 4.1% | 16.76% |
| 1Y | 5.33% | 56.84% |
| 3Y (ann.) | 4.94% | 55.31% |
| 5Y (ann.) | 7.73% | 30.9% |
| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| Max Drawdown | -8.13% | -67.18% |
| Longest DD Days | 410.0 | 683.0 |
| Avg. Drawdown | -1.94% | -7.76% |
| Avg. Drawdown Days | 68.0 | 41.0 |
| Recovery Factor | 3.46 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2022-11-10 | -8.13 | 184 |
| 2023-12-20 | 2025-02-03 | -7.80 | 410 |
| 2022-04-08 | 2022-05-10 | -2.60 | 31 |
| 2025-05-10 | 2025-06-11 | -2.42 | 31 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-12-21 | 2023-10-06 | -1.94 | 289 |
| 2023-10-12 | 2023-11-10 | -1.00 | 29 |
| 2023-11-11 | 2023-12-19 | -0.79 | 38 |
| 2023-10-08 | 2023-10-11 | -0.69 | 3 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| Metric | 11403815:btcusd:triple_med_gx:lsma160_140 | 11403815:BTCUSD |
|---|---|---|
| Best Day | 5.8% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.93% | 35.75% |
| Worst Week | -6.91% | -29.64% |
| Best Month | 5.93% | 43.77% |
| Worst Month | -6.91% | -37.12% |
| Best Year | 17.06% | 155.54% |
| Worst Year | -0.5% | -62.78% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.61% | -0.9% |
| Avg. Up Week | 2.12% | 6.79% |
| Avg. Down Week | -1.84% | -6.36% |
| Avg. Up Month | 2.56% | 15.83% |
| Avg. Down Month | -2.3% | -15.56% |
| Win Days % | 47.83% | 51.25% |
| Win Month % | 55.56% | 58.54% |
| Win Week % | 54.05% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |