| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 38.13% | 220.31% |
| Max Drawdown | -19.8% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.54 | 0.66 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 64.46 | 3.16 |
| Outlier Loss Ratio | 3.79 | 2.99 |
| Volatility (ann.) | 7.46% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.5 | 0.6 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 119.94 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.74% |
| Expected Yearly % | 8.41% | 33.78% |
| Kelly Criterion | 1.93% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11371188:BTCUSD | 11371188:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -9.29 | 0.16 | + |
| 2023 | 155.54 | 16.25 | 0.10 | - |
| 2024 | 121.00 | 46.57 | 0.38 | - |
| 2025 | 30.14 | -10.63 | -0.35 | - |
| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.29% | 45.08% |
| 6M | -11.6% | 28.47% |
| YTD | -10.63% | 30.14% |
| 1Y | 3.02% | 105.13% |
| 3Y (ann.) | 13.82% | 81.7% |
| 5Y (ann.) | 9.81% | 40.11% |
| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| Max Drawdown | -19.8% | -67.18% |
| Longest DD Days | 226.0 | 683.0 |
| Avg. Drawdown | -2.48% | -6.34% |
| Avg. Drawdown Days | 32.0 | 32.0 |
| Recovery Factor | 1.93 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -19.80 | 179 |
| 2022-07-30 | 2023-03-14 | -14.99 | 226 |
| 2022-02-17 | 2022-07-18 | -9.08 | 151 |
| 2024-07-10 | 2024-10-14 | -6.31 | 95 |
| 2023-06-18 | 2023-10-18 | -5.48 | 121 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2023-10-18 | 2024-01-28 | -3.27 | 101 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| 2022-07-18 | 2022-07-30 | -2.03 | 12 |
| 2024-04-08 | 2024-04-22 | -2.01 | 13 |
| Metric | 11371188:btcusd:triple_med_gx:lsma45_15 | 11371188:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -11.69% | -29.64% |
| Best Month | 15.56% | 43.77% |
| Worst Month | -10.98% | -37.12% |
| Best Year | 46.57% | 155.54% |
| Worst Year | -10.63% | -56.42% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.84% | 7.18% |
| Avg. Down Week | -1.83% | -3.05% |
| Avg. Up Month | 3.72% | 15.7% |
| Avg. Down Month | -3.34% | -11.86% |
| Win Days % | 46.71% | 51.32% |
| Win Month % | 57.89% | 62.79% |
| Win Week % | 51.43% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |