| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 28.1% | 172.16% |
| Max Drawdown | -15.96% | -67.18% |
| Sharpe | 0.38 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 102.84 | 2.85 |
| Outlier Loss Ratio | 3.53 | 2.65 |
| Volatility (ann.) | 5.24% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.49 | 0.53 |
| Skew | -3.89 | 0.19 |
| Kurtosis | 209.78 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.47% |
| Expected Yearly % | 6.39% | 28.44% |
| Kelly Criterion | 9.01% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11392921:BTCUSD | 11392921:btcusd:triple_med_gx:lsma130_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.65 | 0.05 | + |
| 2023 | 155.54 | 12.99 | 0.08 | - |
| 2024 | 121.00 | 9.51 | 0.08 | - |
| 2025 | 16.76 | 6.35 | 0.38 | - |
| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.23% | 31.46% |
| 6M | 6.35% | 12.77% |
| YTD | 6.35% | 16.76% |
| 1Y | 6.28% | 56.84% |
| 3Y (ann.) | 6.84% | 55.31% |
| 5Y (ann.) | 7.76% | 35.29% |
| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| Max Drawdown | -15.96% | -67.18% |
| Longest DD Days | 512.0 | 683.0 |
| Avg. Drawdown | -3.1% | -7.19% |
| Avg. Drawdown Days | 91.0 | 37.0 |
| Recovery Factor | 1.76 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-08 | -15.96 | 512 |
| 2024-05-10 | 2025-01-17 | -9.27 | 252 |
| 2025-01-17 | 2025-03-24 | -2.73 | 65 |
| 2022-05-31 | 2022-07-07 | -1.98 | 36 |
| 2022-07-08 | 2022-09-13 | -1.84 | 67 |
| 2022-03-20 | 2022-05-30 | -1.82 | 71 |
| 2024-02-09 | 2024-05-09 | -1.34 | 89 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11392921:btcusd:triple_med_gx:lsma130_105 | 11392921:BTCUSD |
|---|---|---|
| Best Day | 3.51% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.05% | 35.75% |
| Worst Week | -12.14% | -29.64% |
| Best Month | 10.05% | 43.77% |
| Worst Month | -12.14% | -37.12% |
| Best Year | 12.99% | 155.54% |
| Worst Year | -2.65% | -58.73% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 3.87% | 7.22% |
| Avg. Down Week | -3.48% | -4.92% |
| Avg. Up Month | 4.0% | 16.97% |
| Avg. Down Month | -4.64% | -13.45% |
| Win Days % | 50.91% | 51.29% |
| Win Month % | 68.18% | 60.98% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |