| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 6.75% | 156.91% |
| Max Drawdown | -12.67% | -67.18% |
| Sharpe | 0.15 | 0.4 |
| Sortino | 0.22 | 0.58 |
| Payoff Ratio | 1.37 | 1.24 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 196.15 | 2.54 |
| Outlier Loss Ratio | 4.3 | 2.47 |
| Volatility (ann.) | 3.6% | 26.25% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.16 | 0.49 |
| Skew | -3.67 | 0.18 |
| Kurtosis | 300.57 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.33% |
| Expected Yearly % | 1.65% | 26.6% |
| Kelly Criterion | 0.81% | 11.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.23% |
| Expected Shortfall (cVaR) | -0.31% | -2.23% |
| Year | 11392752:BTCUSD | 11392752:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 7.69 | -0.13 | + |
| 2023 | 155.54 | 5.49 | 0.04 | - |
| 2024 | 121.00 | -6.41 | -0.05 | - |
| 2025 | 16.76 | 0.40 | 0.02 | - |
| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.74% | 31.46% |
| 6M | 0.4% | 12.77% |
| YTD | 0.4% | 16.76% |
| 1Y | 0.48% | 56.84% |
| 3Y (ann.) | 0.89% | 55.31% |
| 5Y (ann.) | 1.98% | 32.77% |
| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| Max Drawdown | -12.67% | -67.18% |
| Longest DD Days | 739.0 | 683.0 |
| Avg. Drawdown | -1.87% | -7.07% |
| Avg. Drawdown Days | 73.0 | 37.0 |
| Recovery Factor | 0.53 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-03 | 2025-06-11 | -12.67 | 739 |
| 2022-03-14 | 2022-03-16 | -2.73 | 1 |
| 2022-09-13 | 2023-03-01 | -2.66 | 169 |
| 2023-03-01 | 2023-03-19 | -1.73 | 18 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| 2022-05-05 | 2022-05-29 | -0.63 | 24 |
| 2023-06-01 | 2023-06-02 | -0.51 | 0 |
| 2023-06-02 | 2023-06-02 | -0.31 | 0 |
| 2022-05-04 | 2022-05-05 | -0.24 | 0 |
| Metric | 11392752:btcusd:triple_med_gx:lsma115_105 | 11392752:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 6.41% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 6.41% | 43.77% |
| Worst Month | -6.58% | -37.12% |
| Best Year | 7.69% | 155.54% |
| Worst Year | -6.41% | -61.04% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.57% | -0.66% |
| Avg. Up Week | 2.18% | 7.43% |
| Avg. Down Week | -2.35% | -4.38% |
| Avg. Up Month | 2.71% | 20.39% |
| Avg. Down Month | -2.18% | -9.75% |
| Win Days % | 42.68% | 51.26% |
| Win Month % | 48.0% | 60.98% |
| Win Week % | 51.61% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |