| Metric | 11405916:btcusd:triple_med_gx:lsma65_145 | 11405916:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 139.65% | 110.41% |
| Max Drawdown | -26.16% | -67.18% |
| Sharpe | 0.56 | 0.36 |
| Sortino | 0.9 | 0.51 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.4 | 1.03 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 21.45 | 3.88 |
| Outlier Loss Ratio | 4.3 | 3.77 |
| Volatility (ann.) | 14.12% | 26.61% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.23 | 0.4 |
| Skew | 1.92 | 0.16 |
| Kurtosis | 32.4 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.33% | 1.98% |
| Expected Yearly % | 24.42% | 20.44% |
| Kelly Criterion | 6.59% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.27% |
| Expected Shortfall (cVaR) | -1.19% | -2.27% |
| Year | 11405916:BTCUSD | 11405916:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.21 | -0.04 | + |
| 2023 | 155.54 | 62.40 | 0.40 | - |
| 2024 | 121.00 | 40.38 | 0.33 | - |
| 2025 | -6.21 | 2.85 | -0.46 | + |
| Metric | 11405916:btcusd:triple_med_gx:lsma65_145 | 11405916:BTCUSD |
|---|---|---|
| MTD | -4.38% | 3.86% |
| 3M | 3.12% | -7.61% |
| 6M | 14.07% | 38.23% |
| YTD | 2.85% | -6.21% |
| 1Y | 19.92% | 25.27% |
| 3Y (ann.) | 26.14% | 25.44% |
| 5Y (ann.) | 32.16% | 26.79% |
| Metric | 11405916:btcusd:triple_med_gx:lsma65_145 | 11405916:BTCUSD |
|---|---|---|
| Max Drawdown | -26.16% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -3.55% | -7.04% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 5.34 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -26.16 | 376 |
| 2024-04-23 | 2024-10-14 | -17.29 | 174 |
| 2025-03-07 | 2025-03-26 | -12.04 | 18 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2023-07-14 | 2023-10-16 | -9.01 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-04 | 2025-02-03 | -6.76 | 30 |
| 2023-03-14 | 2023-04-11 | -6.03 | 27 |
| 2023-04-26 | 2023-05-15 | -5.79 | 18 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11405916:btcusd:triple_med_gx:lsma65_145 | 11405916:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 22.74% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 62.4% | 155.54% |
| Worst Year | 2.21% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.66% | 6.58% |
| Avg. Down Week | -2.62% | -4.05% |
| Avg. Up Month | 8.04% | 11.52% |
| Avg. Down Month | -3.85% | -13.07% |
| Win Days % | 49.96% | 51.11% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 53.76% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |