| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 52.43% | 208.04% |
| Max Drawdown | -18.49% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.88 | 0.64 |
| Payoff Ratio | 1.52 | 1.34 |
| Profit Factor | 1.38 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.94 | 0.74 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 76.19 | 2.92 |
| Outlier Loss Ratio | 3.9 | 2.78 |
| Volatility (ann.) | 6.55% | 26.12% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.7 | 0.57 |
| Skew | 5.0 | 0.2 |
| Kurtosis | 111.26 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.71% |
| Expected Yearly % | 11.11% | 32.48% |
| Kelly Criterion | 8.68% | 15.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.22% |
| Expected Shortfall (cVaR) | -0.55% | -2.22% |
| Year | 11395372:BTCUSD | 11395372:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 13.19 | -0.23 | + |
| 2023 | 155.54 | 25.67 | 0.17 | - |
| 2024 | 121.00 | 8.05 | 0.07 | - |
| 2025 | 27.10 | -0.82 | -0.03 | - |
| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.0% | 41.88% |
| 6M | -0.82% | 22.91% |
| YTD | -0.82% | 27.1% |
| 1Y | -9.38% | 82.29% |
| 3Y (ann.) | 16.07% | 77.48% |
| 5Y (ann.) | 12.99% | 38.53% |
| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -67.18% |
| Longest DD Days | 499.0 | 683.0 |
| Avg. Drawdown | -3.23% | -6.7% |
| Avg. Drawdown Days | 71.0 | 34.0 |
| Recovery Factor | 2.84 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-07-17 | -18.49 | 499 |
| 2022-02-04 | 2022-07-27 | -9.32 | 173 |
| 2023-01-31 | 2023-10-20 | -7.86 | 261 |
| 2022-07-30 | 2022-11-10 | -4.01 | 102 |
| 2024-02-29 | 2024-03-04 | -3.13 | 3 |
| 2024-01-09 | 2024-02-28 | -3.13 | 50 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2022-12-17 | 2023-01-31 | -0.81 | 44 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| Metric | 11395372:btcusd:triple_med_gx:lsma130_115 | 11395372:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.1% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -8.42% | -29.64% |
| Best Month | 20.09% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 25.67% | 155.54% |
| Worst Year | -0.82% | -57.08% |
| Avg. Up Day | 1.04% | 1.07% |
| Avg. Down Day | -0.68% | -0.8% |
| Avg. Up Week | 3.69% | 7.12% |
| Avg. Down Week | -1.78% | -5.06% |
| Avg. Up Month | 5.28% | 14.27% |
| Avg. Down Month | -2.39% | -8.57% |
| Win Days % | 44.86% | 51.33% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 46.43% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |