| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 45.8% | 152.93% |
| Max Drawdown | -16.2% | -67.18% |
| Sharpe | 0.45 | 0.4 |
| Sortino | 0.65 | 0.58 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.47 | 3.11 |
| Outlier Loss Ratio | 3.85 | 2.94 |
| Volatility (ann.) | 6.87% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.74 | 0.48 |
| Skew | -1.83 | 0.18 |
| Kurtosis | 101.39 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.29% |
| Expected Yearly % | 9.88% | 26.11% |
| Kelly Criterion | 9.29% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11388354:BTCUSD | 11388354:btcusd:triple_med_gx:lsma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 5.47 | -0.09 | + |
| 2023 | 155.54 | 3.47 | 0.02 | - |
| 2024 | 121.00 | 11.92 | 0.10 | - |
| 2025 | 17.02 | 19.37 | 1.14 | + |
| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.28% | 31.76% |
| 6M | 19.37% | 12.25% |
| YTD | 19.37% | 17.02% |
| 1Y | 22.89% | 57.19% |
| 3Y (ann.) | 10.9% | 55.42% |
| 5Y (ann.) | 12.05% | 32.3% |
| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| Max Drawdown | -16.2% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -3.09% | -7.61% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 2.83 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-07-15 | -16.20 | 671 |
| 2024-07-16 | 2025-01-15 | -10.85 | 183 |
| 2022-05-31 | 2022-07-06 | -6.44 | 36 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.23 | 1 |
| 2022-07-09 | 2022-09-12 | -2.74 | 64 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-20 | 2022-05-29 | -1.82 | 70 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| Metric | 11388354:btcusd:triple_med_gx:lsma135_90 | 11388354:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.72% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 11.29% | 43.77% |
| Worst Month | -8.54% | -37.12% |
| Best Year | 19.37% | 155.54% |
| Worst Year | 3.47% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 3.93% | 7.53% |
| Avg. Down Week | -2.76% | -4.65% |
| Avg. Up Month | 5.7% | 16.67% |
| Avg. Down Month | -3.46% | -12.45% |
| Win Days % | 50.33% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 51.22% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |