| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 4.61% | 183.29% |
| Max Drawdown | -7.22% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.2 | 0.62 |
| Payoff Ratio | 1.37 | 1.19 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.72 | 2.51 |
| Outlier Loss Ratio | 4.6 | 2.45 |
| Volatility (ann.) | 3.38% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.19 | 0.54 |
| Skew | 6.44 | 0.2 |
| Kurtosis | 173.67 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.57% |
| Expected Yearly % | 1.13% | 29.73% |
| Kelly Criterion | -5.74% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.24% |
| Expected Shortfall (cVaR) | -0.29% | -2.24% |
| Year | 11397974:BTCUSD | 11397974:btcusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.23 | -0.06 | + |
| 2023 | 155.54 | -2.73 | -0.02 | - |
| 2024 | 121.00 | 1.38 | 0.01 | - |
| 2025 | 16.76 | 2.77 | 0.17 | - |
| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.16% | 31.46% |
| 6M | 4.08% | 12.77% |
| YTD | 2.77% | 16.76% |
| 1Y | 2.51% | 56.84% |
| 3Y (ann.) | 1.98% | 55.31% |
| 5Y (ann.) | 1.35% | 36.34% |
| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| Max Drawdown | -7.22% | -67.18% |
| Longest DD Days | 749.0 | 683.0 |
| Avg. Drawdown | -2.31% | -6.73% |
| Avg. Drawdown Days | 123.0 | 34.0 |
| Recovery Factor | 0.64 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-20 | 2024-12-08 | -7.22 | 749 |
| 2022-04-20 | 2022-10-25 | -5.89 | 188 |
| 2024-12-09 | 2025-03-10 | -5.20 | 91 |
| 2025-03-30 | 2025-06-11 | -1.39 | 73 |
| 2022-02-28 | 2022-03-07 | -0.47 | 6 |
| 2025-03-14 | 2025-03-15 | -0.18 | 0 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| 2022-11-19 | 2022-11-19 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11397974:btcusd:triple_med_gx:lsma110_125 | 11397974:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -2.24% | -9.32% |
| Best Week | 3.69% | 35.75% |
| Worst Week | -3.37% | -29.64% |
| Best Month | 3.69% | 43.77% |
| Worst Month | -2.14% | -37.12% |
| Best Year | 3.23% | 155.54% |
| Worst Year | -2.73% | -57.04% |
| Avg. Up Day | 0.8% | 0.86% |
| Avg. Down Day | -0.59% | -0.72% |
| Avg. Up Week | 1.08% | 7.39% |
| Avg. Down Week | -0.75% | -2.39% |
| Avg. Up Month | 0.91% | 10.15% |
| Avg. Down Month | -1.07% | -11.76% |
| Win Days % | 38.95% | 51.3% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 43.4% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |