| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 36.35% | 152.93% |
| Max Drawdown | -10.46% | -67.18% |
| Sharpe | 0.53 | 0.4 |
| Sortino | 0.89 | 0.58 |
| Payoff Ratio | 1.41 | 1.37 |
| Profit Factor | 1.43 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.99 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.22 | 2.8 |
| Outlier Loss Ratio | 4.36 | 2.62 |
| Volatility (ann.) | 4.63% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.94 | 0.48 |
| Skew | 2.54 | 0.18 |
| Kurtosis | 124.0 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.29% |
| Expected Yearly % | 8.06% | 26.11% |
| Kelly Criterion | 12.65% | 15.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11388349:BTCUSD | 11388349:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.87 | -0.27 | + |
| 2023 | 155.54 | 4.80 | 0.03 | - |
| 2024 | 121.00 | 7.65 | 0.06 | - |
| 2025 | 17.02 | 3.41 | 0.20 | - |
| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.19% | 31.76% |
| 6M | 3.41% | 12.25% |
| YTD | 3.41% | 17.02% |
| 1Y | 7.14% | 57.19% |
| 3Y (ann.) | 7.31% | 55.42% |
| 5Y (ann.) | 9.8% | 32.3% |
| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| Max Drawdown | -10.46% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -1.71% | -7.61% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 3.48 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2024-02-08 | -10.46 | 489 |
| 2025-01-16 | 2025-03-19 | -4.72 | 62 |
| 2025-03-20 | 2025-06-11 | -4.71 | 83 |
| 2024-08-26 | 2025-01-15 | -4.49 | 142 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-05-08 | 2024-05-09 | -2.51 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2022-05-31 | 2022-07-04 | -0.61 | 34 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11388349:btcusd:triple_med_gx:lsma115_90 | 11388349:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -5.86% | -29.64% |
| Best Month | 10.2% | 43.77% |
| Worst Month | -5.35% | -37.12% |
| Best Year | 16.87% | 155.54% |
| Worst Year | 3.41% | -61.73% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.56% | -0.59% |
| Avg. Up Week | 3.2% | 7.33% |
| Avg. Down Week | -1.77% | -5.54% |
| Avg. Up Month | 3.06% | 16.71% |
| Avg. Down Month | -0.63% | -8.41% |
| Win Days % | 48.93% | 51.27% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 48.57% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |