| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -7.48% | 183.29% |
| Max Drawdown | -19.27% | -67.18% |
| Sharpe | -0.07 | 0.43 |
| Sortino | -0.11 | 0.62 |
| Payoff Ratio | 1.31 | 1.09 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 113.4 | 2.69 |
| Outlier Loss Ratio | 4.06 | 2.7 |
| Volatility (ann.) | 5.84% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.12 | 0.54 |
| Skew | 4.46 | 0.2 |
| Kurtosis | 220.7 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.57% |
| Expected Yearly % | -1.93% | 29.73% |
| Kelly Criterion | -9.6% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11398858:BTCUSD | 11398858:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 5.67 | -0.10 | + |
| 2023 | 155.54 | 2.68 | 0.02 | - |
| 2024 | 121.00 | -12.82 | -0.11 | - |
| 2025 | 16.76 | -2.20 | -0.13 | - |
| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.16% | 31.46% |
| 6M | -5.25% | 12.77% |
| YTD | -2.2% | 16.76% |
| 1Y | -9.68% | 56.84% |
| 3Y (ann.) | -3.06% | 55.31% |
| 5Y (ann.) | -2.29% | 36.34% |
| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| Max Drawdown | -19.27% | -67.18% |
| Longest DD Days | 566.0 | 683.0 |
| Avg. Drawdown | -5.73% | -6.73% |
| Avg. Drawdown Days | 159.0 | 34.0 |
| Recovery Factor | -0.39 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-23 | 2025-06-11 | -19.27 | 566 |
| 2022-04-26 | 2023-03-17 | -10.61 | 325 |
| 2023-08-02 | 2023-11-22 | -3.78 | 112 |
| 2023-04-15 | 2023-08-01 | -3.65 | 108 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-04-25 | 2022-04-26 | -0.18 | 0 |
| Metric | 11398858:btcusd:triple_med_gx:lsma115_125 | 11398858:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 7.17% | 35.75% |
| Worst Week | -5.74% | -29.64% |
| Best Month | 7.66% | 43.77% |
| Worst Month | -7.47% | -37.12% |
| Best Year | 5.67% | 155.54% |
| Worst Year | -12.82% | -57.04% |
| Avg. Up Day | 0.91% | 0.95% |
| Avg. Down Day | -0.69% | -0.86% |
| Avg. Up Week | 1.76% | 8.17% |
| Avg. Down Week | -1.71% | -5.39% |
| Avg. Up Month | 2.83% | 20.28% |
| Avg. Down Month | -2.2% | -12.37% |
| Win Days % | 37.8% | 51.3% |
| Win Month % | 39.47% | 60.98% |
| Win Week % | 41.79% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |