| Metric | 11442236:btcusd:triple_med_gx:lsma95_145 | 11442236:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 142.97% | 110.41% |
| Max Drawdown | -30.07% | -67.18% |
| Sharpe | 0.54 | 0.36 |
| Sortino | 0.84 | 0.51 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.31 | 1.03 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 18.09 | 4.03 |
| Outlier Loss Ratio | 4.27 | 3.87 |
| Volatility (ann.) | 15.24% | 26.61% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.09 | 0.4 |
| Skew | 1.44 | 0.16 |
| Kurtosis | 24.74 | 6.23 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.36% | 1.98% |
| Expected Yearly % | 24.85% | 20.44% |
| Kelly Criterion | 5.97% | 4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.27% |
| Expected Shortfall (cVaR) | -1.29% | -2.27% |
| Year | 11442236:BTCUSD | 11442236:btcusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.55 | 0.09 | + |
| 2023 | 155.54 | 66.17 | 0.43 | - |
| 2024 | 121.00 | 63.50 | 0.52 | - |
| 2025 | -6.21 | -5.31 | 0.85 | + |
| Metric | 11442236:btcusd:triple_med_gx:lsma95_145 | 11442236:BTCUSD |
|---|---|---|
| MTD | -1.87% | 3.86% |
| 3M | -4.6% | -7.61% |
| 6M | 20.61% | 38.23% |
| YTD | -5.31% | -6.21% |
| 1Y | 27.84% | 25.27% |
| 3Y (ann.) | 30.36% | 25.44% |
| 5Y (ann.) | 32.74% | 26.79% |
| Metric | 11442236:btcusd:triple_med_gx:lsma95_145 | 11442236:BTCUSD |
|---|---|---|
| Max Drawdown | -30.07% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.32% | -7.04% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 4.76 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -30.07 | 377 |
| 2025-01-07 | 2025-03-26 | -19.53 | 78 |
| 2024-06-05 | 2024-10-14 | -16.34 | 130 |
| 2023-04-30 | 2023-06-20 | -11.11 | 51 |
| 2023-07-14 | 2023-12-04 | -11.09 | 143 |
| 2024-04-01 | 2024-05-03 | -9.13 | 32 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2023-03-14 | 2023-04-10 | -5.30 | 26 |
| 2023-12-23 | 2024-01-01 | -5.02 | 9 |
| Metric | 11442236:btcusd:triple_med_gx:lsma95_145 | 11442236:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 22.56% | 43.77% |
| Worst Month | -11.4% | -37.12% |
| Best Year | 66.17% | 155.54% |
| Worst Year | -5.55% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.85% | 6.58% |
| Avg. Down Week | -2.64% | -4.81% |
| Avg. Up Month | 8.51% | 15.23% |
| Avg. Down Month | -4.87% | -12.8% |
| Win Days % | 51.18% | 51.11% |
| Win Month % | 56.76% | 60.53% |
| Win Week % | 52.04% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |