| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 21.33% | 195.83% |
| Max Drawdown | -24.98% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.35 | 0.64 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.54 | 2.99 |
| Outlier Loss Ratio | 3.35 | 2.95 |
| Volatility (ann.) | 7.8% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 0.57 |
| Skew | 2.93 | 0.2 |
| Kurtosis | 96.08 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.68% |
| Expected Yearly % | 4.95% | 31.15% |
| Kelly Criterion | 1.18% | 3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11395484:BTCUSD | 11395484:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.49 | -0.19 | + |
| 2023 | 155.54 | 18.49 | 0.12 | - |
| 2024 | 121.00 | -3.95 | -0.03 | - |
| 2025 | 16.76 | -3.52 | -0.21 | - |
| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.77% | 31.46% |
| 6M | -3.61% | 12.77% |
| YTD | -3.52% | 16.76% |
| 1Y | -9.28% | 56.84% |
| 3Y (ann.) | 7.22% | 55.31% |
| 5Y (ann.) | 5.94% | 38.19% |
| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| Max Drawdown | -24.98% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.92% | -6.97% |
| Avg. Drawdown Days | 104.0 | 36.0 |
| Recovery Factor | 0.85 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -24.98 | 463 |
| 2022-02-19 | 2022-07-30 | -17.81 | 161 |
| 2023-05-18 | 2023-10-23 | -7.79 | 158 |
| 2022-07-30 | 2023-05-18 | -6.68 | 291 |
| 2024-01-09 | 2024-03-04 | -3.37 | 55 |
| 2023-12-19 | 2024-01-08 | -2.62 | 19 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-11-08 | 2023-11-08 | -0.27 | 0 |
| Metric | 11395484:btcusd:triple_med_gx:lsma135_115 | 11395484:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.59% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -9.06% | -29.64% |
| Best Month | 14.81% | 43.77% |
| Worst Month | -7.5% | -37.12% |
| Best Year | 18.49% | 155.54% |
| Worst Year | -3.95% | -55.14% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.85% | -0.97% |
| Avg. Up Week | 3.55% | 5.71% |
| Avg. Down Week | -2.73% | -4.77% |
| Avg. Up Month | 3.4% | 11.55% |
| Avg. Down Month | -2.24% | -12.12% |
| Win Days % | 47.41% | 51.32% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 52.54% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |