| Metric | 11395317:btcusd:triple_med_gx:lsma135_115 | 11395317:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 25.04% | 195.83% |
| Max Drawdown | -24.48% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.44 | 0.64 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.71 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.56 | 2.86 |
| Outlier Loss Ratio | 3.64 | 2.76 |
| Volatility (ann.) | 6.81% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.28 | 0.57 |
| Skew | 2.85 | 0.2 |
| Kurtosis | 124.72 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.68% |
| Expected Yearly % | 5.75% | 31.15% |
| Kelly Criterion | 2.51% | 12.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11395317:BTCUSD | 11395317:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 13.78 | -0.25 | + |
| 2023 | 155.54 | 8.67 | 0.06 | - |
| 2024 | 121.00 | 4.06 | 0.03 | - |
| 2025 | 16.76 | -2.82 | -0.17 | - |
| Metric | 11395317:btcusd:triple_med_gx:lsma135_115 | 11395317:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.97% | 31.46% |
| 6M | -2.22% | 12.77% |
| YTD | -2.82% | 16.76% |
| 1Y | -11.88% | 56.84% |
| 3Y (ann.) | 8.65% | 55.31% |
| 5Y (ann.) | 6.89% | 38.19% |
| Metric | 11395317:btcusd:triple_med_gx:lsma135_115 | 11395317:BTCUSD |
|---|---|---|
| Max Drawdown | -24.48% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.46% | -6.97% |
| Avg. Drawdown Days | 91.0 | 36.0 |
| Recovery Factor | 1.02 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -24.48 | 450 |
| 2022-02-19 | 2022-07-28 | -14.48 | 158 |
| 2022-07-28 | 2023-10-01 | -7.11 | 430 |
| 2023-10-02 | 2023-12-18 | -5.13 | 77 |
| 2024-01-09 | 2024-02-26 | -3.13 | 48 |
| 2024-03-02 | 2024-03-03 | -1.02 | 1 |
| 2024-01-07 | 2024-01-08 | -0.82 | 0 |
| 2022-02-05 | 2022-02-19 | -0.68 | 14 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| Metric | 11395317:btcusd:triple_med_gx:lsma135_115 | 11395317:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -9.25% | -37.12% |
| Best Year | 13.78% | 155.54% |
| Worst Year | -2.82% | -55.14% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 4.62% | 8.26% |
| Avg. Down Week | -2.41% | -5.39% |
| Avg. Up Month | 4.54% | 18.04% |
| Avg. Down Month | -2.98% | -9.71% |
| Win Days % | 44.19% | 51.32% |
| Win Month % | 55.88% | 60.98% |
| Win Week % | 45.61% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |