| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 30.88% | 147.72% |
| Max Drawdown | -13.57% | -67.18% |
| Sharpe | 0.34 | 0.39 |
| Sortino | 0.53 | 0.57 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 72.83 | 3.02 |
| Outlier Loss Ratio | 3.9 | 2.94 |
| Volatility (ann.) | 6.54% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.62 | 0.47 |
| Skew | 1.33 | 0.18 |
| Kurtosis | 76.64 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.24% |
| Expected Yearly % | 6.96% | 25.46% |
| Kelly Criterion | 5.34% | 11.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11381566:BTCUSD | 11381566:btcusd:triple_med_gx:lsma105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 11.61 | -0.19 | + |
| 2023 | 155.54 | 20.24 | 0.13 | - |
| 2024 | 121.00 | 6.88 | 0.06 | - |
| 2025 | 17.02 | -8.75 | -0.51 | - |
| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.05% | 31.76% |
| 6M | -8.75% | 12.25% |
| YTD | -8.75% | 17.02% |
| 1Y | 6.15% | 57.19% |
| 3Y (ann.) | 9.35% | 55.42% |
| 5Y (ann.) | 8.45% | 31.44% |
| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| Max Drawdown | -13.57% | -67.18% |
| Longest DD Days | 250.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.67% |
| Avg. Drawdown Days | 49.0 | 38.0 |
| Recovery Factor | 2.27 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -13.57 | 233 |
| 2024-01-11 | 2024-09-17 | -11.43 | 250 |
| 2023-03-18 | 2023-06-20 | -8.93 | 94 |
| 2022-05-25 | 2022-09-11 | -6.73 | 109 |
| 2022-10-05 | 2022-11-30 | -4.54 | 56 |
| 2023-02-23 | 2023-03-17 | -4.17 | 21 |
| 2023-08-09 | 2023-12-05 | -2.84 | 118 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.76 | 28 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381566:btcusd:triple_med_gx:lsma105_65 | 11381566:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 11.77% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 11.77% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 20.24% | 155.54% |
| Worst Year | -8.75% | -62.52% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 3.77% | 9.63% |
| Avg. Down Week | -2.7% | -4.28% |
| Avg. Up Month | 3.6% | 16.83% |
| Avg. Down Month | -1.31% | -12.24% |
| Win Days % | 48.04% | 51.26% |
| Win Month % | 60.0% | 58.54% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |