| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 61.48% | 147.72% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.52 | 0.39 |
| Sortino | 0.77 | 0.57 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 2.1 | 1.06 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.63 | 0.99 |
| Outlier Win Ratio | 56.77 | 3.21 |
| Outlier Loss Ratio | 3.96 | 3.01 |
| Volatility (ann.) | 7.43% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.01 | 0.47 |
| Skew | -1.09 | 0.18 |
| Kurtosis | 80.59 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.24% |
| Expected Yearly % | 12.73% | 25.46% |
| Kelly Criterion | 9.7% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11385496:BTCUSD | 11385496:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.15 | -0.15 | + |
| 2023 | 155.54 | 10.03 | 0.06 | - |
| 2024 | 121.00 | 12.20 | 0.10 | - |
| 2025 | 17.02 | 19.84 | 1.17 | + |
| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.12% | 31.76% |
| 6M | 19.84% | 12.25% |
| YTD | 19.84% | 17.02% |
| 1Y | 31.1% | 57.19% |
| 3Y (ann.) | 15.03% | 55.42% |
| 5Y (ann.) | 15.54% | 31.44% |
| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -3.05% | -7.67% |
| Avg. Drawdown Days | 40.0 | 38.0 |
| Recovery Factor | 3.98 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -15.45 | 257 |
| 2023-05-29 | 2024-05-09 | -12.87 | 346 |
| 2024-08-26 | 2025-01-15 | -8.71 | 142 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-16 | 2025-03-19 | -3.64 | 3 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-04-23 | 2025-06-11 | -3.21 | 48 |
| 2022-05-31 | 2022-07-04 | -2.98 | 33 |
| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 11.93% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 19.84% | 155.54% |
| Worst Year | 9.15% | -62.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 4.32% | 8.75% |
| Avg. Down Week | -3.25% | -4.12% |
| Avg. Up Month | 4.92% | 17.25% |
| Avg. Down Month | -2.83% | -12.79% |
| Win Days % | 50.47% | 51.26% |
| Win Month % | 62.96% | 58.54% |
| Win Week % | 58.14% | 50.28% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 100.0% | 75.0% |