| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 32.94% | 208.04% |
| Max Drawdown | -22.03% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.5 | 0.64 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 64.77 | 3.04 |
| Outlier Loss Ratio | 3.73 | 3.01 |
| Volatility (ann.) | 7.51% | 26.12% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.39 | 0.57 |
| Skew | 2.71 | 0.2 |
| Kurtosis | 114.63 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.71% |
| Expected Yearly % | 7.38% | 32.48% |
| Kelly Criterion | 3.46% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11389479:BTCUSD | 11389479:btcusd:triple_med_gx:lsma115_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 22.20 | -0.39 | + |
| 2023 | 155.54 | 8.83 | 0.06 | - |
| 2024 | 121.00 | 14.37 | 0.12 | - |
| 2025 | 27.10 | -12.59 | -0.46 | - |
| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| MTD | -0.28% | 10.71% |
| 3M | -3.46% | 41.88% |
| 6M | -10.55% | 22.91% |
| YTD | -12.59% | 27.1% |
| 1Y | -9.08% | 82.29% |
| 3Y (ann.) | 5.49% | 77.48% |
| 5Y (ann.) | 8.6% | 38.53% |
| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| Max Drawdown | -22.03% | -67.18% |
| Longest DD Days | 247.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.7% |
| Avg. Drawdown Days | 49.0 | 34.0 |
| Recovery Factor | 1.5 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-17 | -22.03 | 247 |
| 2022-03-09 | 2022-04-28 | -7.70 | 49 |
| 2023-03-18 | 2023-10-16 | -7.25 | 212 |
| 2022-07-20 | 2022-09-09 | -6.50 | 50 |
| 2022-04-28 | 2022-07-19 | -5.58 | 81 |
| 2022-09-11 | 2023-03-18 | -5.02 | 188 |
| 2024-04-08 | 2024-06-02 | -3.62 | 54 |
| 2023-12-06 | 2024-04-06 | -3.05 | 122 |
| 2024-09-20 | 2024-11-11 | -1.74 | 52 |
| 2022-09-10 | 2022-09-10 | -1.26 | 0 |
| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 11.38% | 43.77% |
| Worst Month | -8.98% | -37.12% |
| Best Year | 22.2% | 155.54% |
| Worst Year | -12.59% | -57.08% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.26% | 8.98% |
| Avg. Down Week | -1.95% | -5.34% |
| Avg. Up Month | 3.54% | 16.16% |
| Avg. Down Month | -3.74% | -10.12% |
| Win Days % | 48.27% | 51.33% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 46.97% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |