| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 26.33% | 154.28% |
| Max Drawdown | -11.48% | -67.18% |
| Sharpe | 0.32 | 0.4 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.3 | 1.16 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.23 | 2.96 |
| Outlier Loss Ratio | 3.45 | 2.85 |
| Volatility (ann.) | 6.09% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.63 | 0.48 |
| Skew | 2.93 | 0.18 |
| Kurtosis | 86.52 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.3% |
| Expected Yearly % | 6.02% | 26.28% |
| Kelly Criterion | 5.18% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11402745:BTCUSD | 11402745:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 6.73 | -0.11 | + |
| 2023 | 155.54 | 4.41 | 0.03 | - |
| 2024 | 121.00 | 21.96 | 0.18 | - |
| 2025 | 16.76 | -7.04 | -0.42 | - |
| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.72% | 31.46% |
| 6M | -7.04% | 12.77% |
| YTD | -7.04% | 16.76% |
| 1Y | 11.0% | 56.84% |
| 3Y (ann.) | 7.53% | 55.31% |
| 5Y (ann.) | 7.27% | 32.33% |
| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| Max Drawdown | -11.48% | -67.18% |
| Longest DD Days | 266.0 | 683.0 |
| Avg. Drawdown | -4.02% | -7.12% |
| Avg. Drawdown Days | 77.0 | 37.0 |
| Recovery Factor | 2.29 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -11.48 | 188 |
| 2023-11-16 | 2024-08-08 | -10.66 | 266 |
| 2022-05-13 | 2022-10-25 | -6.65 | 165 |
| 2022-02-27 | 2022-05-13 | -6.10 | 74 |
| 2023-06-17 | 2023-11-15 | -5.60 | 151 |
| 2024-09-10 | 2024-12-03 | -5.27 | 84 |
| 2022-10-26 | 2023-04-10 | -5.25 | 165 |
| 2023-05-23 | 2023-06-16 | -4.15 | 24 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-04-11 | 2023-05-23 | -1.32 | 41 |
| Metric | 11402745:btcusd:triple_med_gx:lsma115_135 | 11402745:BTCUSD |
|---|---|---|
| Best Day | 5.2% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.32% | 35.75% |
| Worst Week | -4.42% | -29.64% |
| Best Month | 11.32% | 43.77% |
| Worst Month | -5.41% | -37.12% |
| Best Year | 21.96% | 155.54% |
| Worst Year | -7.04% | -61.44% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 2.81% | 8.1% |
| Avg. Down Week | -1.58% | -6.25% |
| Avg. Up Month | 4.05% | 6.77% |
| Avg. Down Month | -1.69% | -11.4% |
| Win Days % | 46.36% | 51.27% |
| Win Month % | 40.0% | 60.98% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |