| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 48.24% | 147.72% |
| Max Drawdown | -16.36% | -67.18% |
| Sharpe | 0.45 | 0.39 |
| Sortino | 0.64 | 0.57 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 2.52 | 1.06 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 2.03 | 0.99 |
| Outlier Win Ratio | 58.57 | 3.17 |
| Outlier Loss Ratio | 3.9 | 3.01 |
| Volatility (ann.) | 7.27% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.77 | 0.47 |
| Skew | -1.47 | 0.18 |
| Kurtosis | 84.69 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.24% |
| Expected Yearly % | 10.34% | 25.46% |
| Kelly Criterion | 8.54% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11388320:BTCUSD | 11388320:btcusd:triple_med_gx:lsma145_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 7.04 | -0.11 | + |
| 2023 | 155.54 | 2.03 | 0.01 | - |
| 2024 | 121.00 | 14.97 | 0.12 | - |
| 2025 | 17.02 | 18.06 | 1.06 | + |
| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.98% | 31.76% |
| 6M | 18.06% | 12.25% |
| YTD | 18.06% | 17.02% |
| 1Y | 24.53% | 57.19% |
| 3Y (ann.) | 10.56% | 55.42% |
| 5Y (ann.) | 12.6% | 31.44% |
| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| Max Drawdown | -16.36% | -67.18% |
| Longest DD Days | 502.0 | 683.0 |
| Avg. Drawdown | -3.85% | -7.67% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 2.95 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-03-01 | -16.36 | 234 |
| 2023-03-01 | 2024-07-15 | -16.33 | 502 |
| 2024-07-16 | 2025-01-15 | -11.45 | 183 |
| 2022-05-31 | 2022-07-07 | -8.28 | 36 |
| 2025-01-19 | 2025-03-19 | -5.78 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-03-20 | 2022-05-30 | -3.14 | 71 |
| 2025-03-24 | 2025-04-22 | -2.40 | 28 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.31% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 15.31% | 43.77% |
| Worst Month | -9.42% | -37.12% |
| Best Year | 18.06% | 155.54% |
| Worst Year | 2.03% | -62.52% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 5.26% | 7.69% |
| Avg. Down Week | -3.46% | -4.44% |
| Avg. Up Month | 6.62% | 16.5% |
| Avg. Down Month | -5.29% | -11.82% |
| Win Days % | 50.66% | 51.26% |
| Win Month % | 53.85% | 58.54% |
| Win Week % | 51.28% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |