| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 8.3% | 229.72% |
| Max Drawdown | -31.94% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.16 | 0.67 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 33.27 | 3.42 |
| Outlier Loss Ratio | 4.39 | 3.44 |
| Volatility (ann.) | 10.28% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.07 | 0.62 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 41.7 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.88% |
| Expected Yearly % | 2.01% | 34.75% |
| Kelly Criterion | -1.28% | 2.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11376158:BTCUSD | 11376158:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 31.73 | -0.58 | + |
| 2023 | 155.54 | -14.40 | -0.09 | - |
| 2024 | 121.00 | 8.16 | 0.07 | - |
| 2025 | 30.14 | -11.20 | -0.37 | - |
| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| MTD | 3.04% | 13.36% |
| 3M | 8.07% | 45.08% |
| 6M | -8.43% | 28.47% |
| YTD | -11.2% | 30.14% |
| 1Y | -5.17% | 105.13% |
| 3Y (ann.) | -2.34% | 81.7% |
| 5Y (ann.) | 2.34% | 41.44% |
| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| Max Drawdown | -31.94% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.03% | -6.66% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 0.26 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -31.94 | 904 |
| 2022-06-06 | 2022-11-30 | -14.81 | 177 |
| 2022-02-16 | 2022-04-01 | -10.51 | 44 |
| 2022-05-23 | 2022-05-30 | -6.31 | 6 |
| 2022-02-05 | 2022-02-15 | -4.63 | 10 |
| 2022-04-28 | 2022-05-04 | -2.36 | 5 |
| 2022-04-02 | 2022-04-28 | -2.14 | 26 |
| 2022-12-07 | 2022-12-08 | -1.74 | 1 |
| 2022-12-09 | 2023-01-19 | -1.68 | 41 |
| 2022-12-01 | 2022-12-06 | -0.71 | 5 |
| Metric | 11376158:btcusd:triple_med_gx:lsma135_45 | 11376158:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.76% | -29.64% |
| Best Month | 14.22% | 43.77% |
| Worst Month | -8.47% | -37.12% |
| Best Year | 31.73% | 155.54% |
| Worst Year | -14.4% | -55.14% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.34% | 5.19% |
| Avg. Down Week | -2.74% | -4.28% |
| Avg. Up Month | 4.78% | 16.75% |
| Avg. Down Month | -4.08% | -13.42% |
| Win Days % | 47.44% | 51.35% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 49.53% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |