| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 12.16% | 184.67% |
| Max Drawdown | -19.31% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.25 | 0.6 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 88.11 | 2.93 |
| Outlier Loss Ratio | 4.27 | 2.8 |
| Volatility (ann.) | 6.24% | 26.32% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.17 | 0.52 |
| Skew | 2.82 | 0.18 |
| Kurtosis | 180.1 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.46% |
| Expected Yearly % | 2.91% | 29.89% |
| Kelly Criterion | -4.26% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11371019:BTCUSD | 11371019:btcusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -3.54 | 0.06 | + |
| 2023 | 155.54 | 13.72 | 0.09 | - |
| 2024 | 121.00 | 6.25 | 0.05 | - |
| 2025 | 30.14 | -3.77 | -0.13 | - |
| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| MTD | -1.62% | 13.36% |
| 3M | 9.52% | 45.08% |
| 6M | -3.77% | 28.47% |
| YTD | -3.77% | 30.14% |
| 1Y | -4.11% | 105.13% |
| 3Y (ann.) | 3.59% | 81.7% |
| 5Y (ann.) | 3.34% | 34.95% |
| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| Max Drawdown | -19.31% | -67.18% |
| Longest DD Days | 341.0 | 683.0 |
| Avg. Drawdown | -3.22% | -7.55% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 0.63 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-14 | -19.31 | 249 |
| 2022-06-06 | 2023-03-31 | -9.54 | 298 |
| 2023-06-09 | 2024-05-15 | -8.28 | 341 |
| 2024-07-22 | 2024-08-08 | -4.42 | 17 |
| 2022-01-26 | 2022-05-04 | -3.79 | 97 |
| 2023-05-06 | 2023-05-28 | -3.53 | 22 |
| 2024-08-09 | 2024-09-09 | -3.51 | 31 |
| 2024-06-03 | 2024-07-09 | -3.31 | 36 |
| 2023-05-04 | 2023-05-05 | -1.27 | 1 |
| 2023-04-01 | 2023-04-10 | -1.03 | 9 |
| Metric | 11371019:btcusd:triple_med_gx:lsma25_15 | 11371019:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.5% | 35.75% |
| Worst Week | -6.94% | -29.64% |
| Best Month | 7.94% | 43.77% |
| Worst Month | -3.8% | -37.12% |
| Best Year | 13.72% | 155.54% |
| Worst Year | -3.77% | -61.27% |
| Avg. Up Day | 0.91% | 0.96% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 2.21% | 7.37% |
| Avg. Down Week | -1.74% | -4.11% |
| Avg. Up Month | 3.04% | 16.07% |
| Avg. Down Month | -2.29% | -10.74% |
| Win Days % | 41.19% | 51.26% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 46.81% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |