| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 38.55% | 156.76% |
| Max Drawdown | -14.63% | -67.18% |
| Sharpe | 0.42 | 0.4 |
| Sortino | 0.65 | 0.58 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.53 | 3.03 |
| Outlier Loss Ratio | 4.18 | 2.89 |
| Volatility (ann.) | 6.32% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.71 | 0.49 |
| Skew | 0.84 | 0.18 |
| Kurtosis | 69.72 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.33% |
| Expected Yearly % | 8.49% | 26.58% |
| Kelly Criterion | 6.75% | 11.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11384109:BTCUSD | 11384109:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 16.90 | -0.28 | + |
| 2023 | 155.54 | 2.83 | 0.02 | - |
| 2024 | 121.00 | 0.14 | 0.00 | - |
| 2025 | 17.02 | 15.10 | 0.89 | - |
| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.88% | 31.76% |
| 6M | 15.1% | 12.25% |
| YTD | 15.1% | 17.02% |
| 1Y | 25.82% | 57.19% |
| 3Y (ann.) | 10.46% | 55.42% |
| 5Y (ann.) | 10.32% | 32.84% |
| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| Max Drawdown | -14.63% | -67.18% |
| Longest DD Days | 479.0 | 683.0 |
| Avg. Drawdown | -3.26% | -7.23% |
| Avg. Drawdown Days | 51.0 | 38.0 |
| Recovery Factor | 2.63 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-09-19 | -14.63 | 479 |
| 2023-02-24 | 2023-05-28 | -8.51 | 93 |
| 2024-09-20 | 2025-01-15 | -8.17 | 117 |
| 2022-10-05 | 2023-01-11 | -6.47 | 98 |
| 2022-03-11 | 2022-05-30 | -5.76 | 79 |
| 2025-01-16 | 2025-03-19 | -4.62 | 62 |
| 2025-03-20 | 2025-04-21 | -4.38 | 32 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| 2022-03-10 | 2022-03-11 | -1.82 | 0 |
| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 10.88% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 16.9% | 155.54% |
| Worst Year | 0.14% | -61.15% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.65% | -0.66% |
| Avg. Up Week | 3.65% | 8.98% |
| Avg. Down Week | -2.34% | -4.41% |
| Avg. Up Month | 4.84% | 18.31% |
| Avg. Down Month | -1.13% | -5.7% |
| Win Days % | 48.13% | 51.27% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 47.62% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |