| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 24.52% | 172.16% |
| Max Drawdown | -15.2% | -67.18% |
| Sharpe | 0.31 | 0.42 |
| Sortino | 0.57 | 0.61 |
| Payoff Ratio | 1.36 | 1.32 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.83 | 0.73 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 110.1 | 2.63 |
| Outlier Loss Ratio | 3.03 | 2.62 |
| Volatility (ann.) | 5.97% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.45 | 0.53 |
| Skew | 9.86 | 0.19 |
| Kurtosis | 294.08 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.47% |
| Expected Yearly % | 5.63% | 28.44% |
| Kelly Criterion | 6.38% | 14.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11401185:BTCUSD | 11401185:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 12.22 | -0.21 | + |
| 2023 | 155.54 | 3.60 | 0.02 | - |
| 2024 | 121.00 | 4.37 | 0.04 | - |
| 2025 | 16.76 | 2.61 | 0.16 | - |
| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.61% | 31.46% |
| 6M | 2.61% | 12.77% |
| YTD | 2.61% | 16.76% |
| 1Y | 10.71% | 56.84% |
| 3Y (ann.) | 4.48% | 55.31% |
| 5Y (ann.) | 6.84% | 35.29% |
| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| Max Drawdown | -15.2% | -67.18% |
| Longest DD Days | 726.0 | 683.0 |
| Avg. Drawdown | -5.97% | -7.19% |
| Avg. Drawdown Days | 228.0 | 37.0 |
| Recovery Factor | 1.61 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2024-08-08 | -15.20 | 726 |
| 2022-03-02 | 2022-06-19 | -8.75 | 109 |
| 2024-08-09 | 2025-06-11 | -5.55 | 306 |
| 2022-08-12 | 2022-08-12 | -0.18 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| Metric | 11401185:btcusd:triple_med_gx:lsma115_130 | 11401185:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.46% | -9.32% |
| Best Week | 10.14% | 35.75% |
| Worst Week | -6.48% | -29.64% |
| Best Month | 12.44% | 43.77% |
| Worst Month | -6.48% | -37.12% |
| Best Year | 12.22% | 155.54% |
| Worst Year | 2.61% | -58.73% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.89% | 6.65% |
| Avg. Down Week | -2.12% | -7.74% |
| Avg. Up Month | 4.47% | 11.85% |
| Avg. Down Month | -1.38% | -7.99% |
| Win Days % | 45.99% | 51.29% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |