| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.17% | 183.29% |
| Max Drawdown | -21.2% | -67.18% |
| Sharpe | 0.03 | 0.43 |
| Sortino | 0.04 | 0.62 |
| Payoff Ratio | 1.19 | 0.98 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 109.02 | 2.72 |
| Outlier Loss Ratio | 3.68 | 2.72 |
| Volatility (ann.) | 5.64% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.0 | 0.54 |
| Skew | 3.31 | 0.2 |
| Kurtosis | 168.01 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.0% | 2.57% |
| Expected Yearly % | -0.04% | 29.73% |
| Kelly Criterion | -6.12% | 1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11395482:BTCUSD | 11395482:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -7.08 | 0.12 | + |
| 2023 | 155.54 | 21.58 | 0.14 | - |
| 2024 | 121.00 | -1.68 | -0.01 | - |
| 2025 | 16.76 | -10.13 | -0.60 | - |
| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -10.01% | 31.46% |
| 6M | -12.61% | 12.77% |
| YTD | -10.13% | 16.76% |
| 1Y | -20.01% | 56.84% |
| 3Y (ann.) | 7.1% | 55.31% |
| 5Y (ann.) | -0.05% | 36.34% |
| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| Max Drawdown | -21.2% | -67.18% |
| Longest DD Days | 480.0 | 683.0 |
| Avg. Drawdown | -4.84% | -6.73% |
| Avg. Drawdown Days | 92.0 | 34.0 |
| Recovery Factor | -0.01 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-09 | 2025-06-11 | -21.20 | 337 |
| 2022-02-02 | 2023-05-28 | -18.91 | 480 |
| 2023-06-09 | 2023-10-23 | -5.65 | 136 |
| 2023-11-24 | 2024-01-08 | -3.94 | 44 |
| 2024-01-09 | 2024-04-14 | -3.83 | 96 |
| 2024-05-29 | 2024-06-05 | -1.42 | 7 |
| 2024-05-12 | 2024-05-13 | -1.22 | 0 |
| 2024-05-28 | 2024-05-29 | -1.12 | 0 |
| 2023-11-08 | 2023-11-08 | -0.27 | 0 |
| 2023-11-24 | 2023-11-24 | -0.18 | 0 |
| Metric | 11395482:btcusd:triple_med_gx:lsma125_115 | 11395482:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -5.76% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -7.52% | -29.64% |
| Best Month | 13.01% | 43.77% |
| Worst Month | -9.44% | -37.12% |
| Best Year | 21.58% | 155.54% |
| Worst Year | -10.13% | -57.04% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -0.75% | -0.95% |
| Avg. Up Week | 2.55% | 4.94% |
| Avg. Down Week | -2.36% | -5.71% |
| Avg. Up Month | 2.96% | 11.78% |
| Avg. Down Month | -2.52% | -12.17% |
| Win Days % | 42.45% | 51.3% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 49.12% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |