| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.22% | 154.86% |
| Max Drawdown | -13.61% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.07 | 2.97 |
| Outlier Loss Ratio | 4.05 | 2.96 |
| Volatility (ann.) | 6.06% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.38 | 0.48 |
| Skew | 0.55 | 0.18 |
| Kurtosis | 57.15 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.31% |
| Expected Yearly % | 4.27% | 26.35% |
| Kelly Criterion | 3.54% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11386755:BTCUSD | 11386755:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 5.04 | -0.08 | + |
| 2023 | 155.54 | 4.96 | 0.03 | - |
| 2024 | 121.00 | 9.63 | 0.08 | - |
| 2025 | 17.02 | -2.18 | -0.13 | - |
| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.75% | 31.76% |
| 6M | -2.18% | 12.25% |
| YTD | -2.18% | 17.02% |
| 1Y | 6.23% | 57.19% |
| 3Y (ann.) | 5.51% | 55.42% |
| 5Y (ann.) | 5.15% | 32.42% |
| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| Max Drawdown | -13.61% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.79% | -7.12% |
| Avg. Drawdown Days | 70.0 | 37.0 |
| Recovery Factor | 1.34 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-24 | 2025-06-11 | -13.61 | 107 |
| 2022-10-04 | 2023-03-17 | -8.53 | 164 |
| 2024-09-20 | 2025-01-15 | -6.22 | 116 |
| 2023-05-29 | 2024-08-23 | -5.84 | 452 |
| 2022-03-11 | 2022-05-26 | -5.32 | 76 |
| 2022-05-26 | 2022-07-04 | -4.32 | 38 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2022-03-10 | 2022-03-11 | -1.82 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11386755:btcusd:triple_med_gx:lsma115_85 | 11386755:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -12.26% | -29.64% |
| Best Month | 8.76% | 43.77% |
| Worst Month | -12.26% | -37.12% |
| Best Year | 9.63% | 155.54% |
| Worst Year | -2.18% | -61.44% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.62% | 9.69% |
| Avg. Down Week | -2.58% | -4.16% |
| Avg. Up Month | 3.21% | 15.84% |
| Avg. Down Month | -3.18% | -10.93% |
| Win Days % | 48.44% | 51.28% |
| Win Month % | 55.17% | 60.98% |
| Win Week % | 53.33% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |