| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.41% | 147.72% |
| Max Drawdown | -15.65% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.71 | 0.57 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.82 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 67.95 | 3.06 |
| Outlier Loss Ratio | 4.03 | 2.88 |
| Volatility (ann.) | 6.67% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.81 | 0.47 |
| Skew | -1.23 | 0.18 |
| Kurtosis | 108.04 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.24% |
| Expected Yearly % | 10.37% | 25.46% |
| Kelly Criterion | 9.72% | 12.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11388317:BTCUSD | 11388317:btcusd:triple_med_gx:lsma130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 19.66 | -0.31 | + |
| 2023 | 155.54 | 1.18 | 0.01 | - |
| 2024 | 121.00 | 1.56 | 0.01 | - |
| 2025 | 17.02 | 20.70 | 1.22 | + |
| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.93% | 31.76% |
| 6M | 20.7% | 12.25% |
| YTD | 20.7% | 17.02% |
| 1Y | 18.86% | 57.19% |
| 3Y (ann.) | 7.57% | 55.42% |
| 5Y (ann.) | 12.64% | 31.44% |
| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -67.18% |
| Longest DD Days | 950.0 | 683.0 |
| Avg. Drawdown | -1.79% | -7.67% |
| Avg. Drawdown Days | 65.0 | 38.0 |
| Recovery Factor | 3.09 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2025-04-21 | -15.65 | 950 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-05-31 | 2022-07-04 | -2.29 | 33 |
| 2022-07-08 | 2022-09-12 | -1.85 | 66 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11388317:btcusd:triple_med_gx:lsma130_90 | 11388317:BTCUSD |
|---|---|---|
| Best Day | 3.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.68% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 11.1% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 20.7% | 155.54% |
| Worst Year | 1.18% | -62.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.65% | -0.66% |
| Avg. Up Week | 5.22% | 7.08% |
| Avg. Down Week | -2.83% | -4.08% |
| Avg. Up Month | 6.17% | 17.6% |
| Avg. Down Month | -4.08% | -6.77% |
| Win Days % | 49.33% | 51.26% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 42.5% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |