| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.03% | 198.98% |
| Max Drawdown | -20.94% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 34.65 | 3.65 |
| Outlier Loss Ratio | 4.11 | 3.39 |
| Volatility (ann.) | 11.47% | 26.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.32 | 0.57 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 57.75 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.64% |
| Expected Yearly % | 5.53% | 31.5% |
| Kelly Criterion | -1.07% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11392938:BTCUSD | 11392938:btcusd:triple_med_gx:lsma45_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.71 | 0.12 | + |
| 2023 | 155.54 | 4.60 | 0.03 | - |
| 2024 | 121.00 | 13.18 | 0.11 | - |
| 2025 | 16.76 | 12.30 | 0.73 | - |
| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| MTD | 0.94% | 4.16% |
| 3M | 3.26% | 31.46% |
| 6M | 5.85% | 12.77% |
| YTD | 12.3% | 16.76% |
| 1Y | -1.28% | 56.84% |
| 3Y (ann.) | 7.22% | 55.31% |
| 5Y (ann.) | 6.6% | 38.4% |
| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| Max Drawdown | -20.94% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.29% |
| Avg. Drawdown Days | 54.0 | 31.0 |
| Recovery Factor | 1.15 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-02-27 | -20.94 | 652 |
| 2024-08-09 | 2025-06-11 | -19.72 | 306 |
| 2022-02-17 | 2022-02-28 | -15.67 | 11 |
| 2024-06-07 | 2024-08-08 | -8.83 | 61 |
| 2022-03-16 | 2022-05-14 | -6.44 | 59 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| 2022-03-12 | 2022-03-16 | -3.71 | 4 |
| 2024-03-25 | 2024-04-19 | -2.73 | 24 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -7.44% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -11.62% | -37.12% |
| Best Year | 13.18% | 155.54% |
| Worst Year | -6.71% | -54.66% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.66% | 6.61% |
| Avg. Down Week | -2.85% | -4.94% |
| Avg. Up Month | 3.57% | 12.71% |
| Avg. Down Month | -3.99% | -13.38% |
| Win Days % | 45.53% | 51.26% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 49.0% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |