| Metric | 11399760:btcusd:triple_med_gx:lsma45_130 | 11399760:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.15% | 182.99% |
| Max Drawdown | -31.91% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 31.0 | 3.63 |
| Outlier Loss Ratio | 4.11 | 3.46 |
| Volatility (ann.) | 11.57% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.07 | 0.54 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 42.18 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.57% |
| Expected Yearly % | 1.98% | 29.7% |
| Kelly Criterion | -1.66% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.24% |
| Expected Shortfall (cVaR) | -0.99% | -2.24% |
| Year | 11399760:BTCUSD | 11399760:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 3.80 | -0.07 | + |
| 2023 | 155.54 | -8.01 | -0.05 | - |
| 2024 | 121.00 | 11.74 | 0.10 | - |
| 2025 | 16.76 | 1.37 | 0.08 | - |
| Metric | 11399760:btcusd:triple_med_gx:lsma45_130 | 11399760:BTCUSD |
|---|---|---|
| MTD | 7.34% | 4.16% |
| 3M | 8.19% | 31.46% |
| 6M | 2.29% | 12.77% |
| YTD | 1.37% | 16.76% |
| 1Y | -17.26% | 56.84% |
| 3Y (ann.) | -2.02% | 55.31% |
| 5Y (ann.) | 2.36% | 36.34% |
| Metric | 11399760:btcusd:triple_med_gx:lsma45_130 | 11399760:BTCUSD |
|---|---|---|
| Max Drawdown | -31.91% | -67.18% |
| Longest DD Days | 384.0 | 683.0 |
| Avg. Drawdown | -5.15% | -6.9% |
| Avg. Drawdown Days | 58.0 | 35.0 |
| Recovery Factor | 0.26 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.91 | 369 |
| 2023-04-26 | 2024-05-15 | -30.63 | 384 |
| 2022-04-21 | 2023-03-14 | -18.93 | 326 |
| 2023-03-14 | 2023-04-26 | -5.21 | 42 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-12 | 2022-04-15 | -0.92 | 34 |
| Metric | 11399760:btcusd:triple_med_gx:lsma45_130 | 11399760:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -12.32% | -37.12% |
| Best Year | 11.74% | 155.54% |
| Worst Year | -8.01% | -57.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.84% | 6.44% |
| Avg. Down Week | -2.55% | -4.66% |
| Avg. Up Month | 6.0% | 13.5% |
| Avg. Down Month | -5.17% | -12.12% |
| Win Days % | 46.78% | 51.31% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 50.45% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |