| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 24.33% | 152.93% |
| Max Drawdown | -12.18% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.53 | 0.58 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 95.73 | 2.81 |
| Outlier Loss Ratio | 3.95 | 2.73 |
| Volatility (ann.) | 5.32% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.56 | 0.48 |
| Skew | 2.17 | 0.18 |
| Kurtosis | 107.15 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.29% |
| Expected Yearly % | 5.59% | 26.11% |
| Kelly Criterion | 6.14% | 12.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11384174:BTCUSD | 11384174:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.21 | -0.18 | + |
| 2023 | 155.54 | 7.52 | 0.05 | - |
| 2024 | 121.00 | 6.54 | 0.05 | - |
| 2025 | 17.02 | -2.41 | -0.14 | - |
| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.23% | 31.76% |
| 6M | -2.41% | 12.25% |
| YTD | -2.41% | 17.02% |
| 1Y | 13.3% | 57.19% |
| 3Y (ann.) | 6.7% | 55.42% |
| 5Y (ann.) | 6.79% | 32.3% |
| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| Max Drawdown | -12.18% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -3.03% | -7.61% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 2.0 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-09-17 | -12.18 | 477 |
| 2024-09-20 | 2025-03-19 | -5.84 | 180 |
| 2025-03-20 | 2025-06-11 | -5.01 | 83 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2022-10-05 | 2023-01-10 | -4.54 | 97 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-03-18 | 2023-05-28 | -2.89 | 71 |
| 2022-07-01 | 2022-07-04 | -2.49 | 2 |
| 2023-03-01 | 2023-03-17 | -2.34 | 15 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11384174:btcusd:triple_med_gx:lsma105_75 | 11384174:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 6.78% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 6.4% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 11.21% | 155.54% |
| Worst Year | -2.41% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.65% | -0.67% |
| Avg. Up Week | 3.6% | 11.06% |
| Avg. Down Week | -1.9% | -3.22% |
| Avg. Up Month | 2.45% | 19.98% |
| Avg. Down Month | -0.83% | -5.7% |
| Win Days % | 47.23% | 51.27% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 40.0% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |