| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -9.98% | 271.62% |
| Max Drawdown | -18.96% | -32.34% |
| Sharpe | -0.15 | 0.38 |
| Sortino | -0.22 | 0.54 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 0.88 | 1.06 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 166.4 | 2.39 |
| Outlier Loss Ratio | 2.72 | 2.56 |
| Volatility (ann.) | 1.68% | 10.53% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.34 | 3.92 |
| Skew | 0.82 | -0.02 |
| Kurtosis | 169.92 | 9.1 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.52% | 6.78% |
| Expected Yearly % | -3.44% | 54.89% |
| Kelly Criterion | -11.29% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.15% | -0.9% |
| Expected Shortfall (cVaR) | -0.15% | -0.9% |
| Year | 12201506:BTCUSD | 12201506:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.15 | 0.51 | 0.01 | - |
| 2024 | 121.00 | -3.03 | -0.03 | - |
| 2025 | 11.24 | -7.63 | -0.68 | - |
| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| MTD | -0.53% | 10.27% |
| 3M | -5.51% | 7.48% |
| 6M | -6.88% | 14.76% |
| YTD | -7.63% | 11.24% |
| 1Y | -15.41% | 56.78% |
| 3Y (ann.) | -6.35% | 126.83% |
| 5Y (ann.) | -6.35% | 126.83% |
| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| Max Drawdown | -18.96% | -32.34% |
| Longest DD Days | 416.0 | 236.0 |
| Avg. Drawdown | -2.23% | -2.33% |
| Avg. Drawdown Days | 41.0 | 5.0 |
| Recovery Factor | -0.53 | 8.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-25 | 2025-05-16 | -18.96 | 416 |
| 2023-11-21 | 2024-01-23 | -1.68 | 62 |
| 2024-02-12 | 2024-02-14 | -1.56 | 1 |
| 2024-01-29 | 2024-02-10 | -1.36 | 12 |
| 2024-02-20 | 2024-03-11 | -1.31 | 20 |
| 2024-03-11 | 2024-03-20 | -0.87 | 8 |
| 2023-11-07 | 2023-11-21 | -0.81 | 13 |
| 2024-01-23 | 2024-01-23 | -0.79 | 0 |
| 2024-02-10 | 2024-02-12 | -0.43 | 2 |
| 2024-03-20 | 2024-03-20 | -0.42 | 0 |
| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| Best Day | 1.94% | 5.23% |
| Worst Day | -1.8% | -4.9% |
| Best Week | 3.44% | 23.06% |
| Worst Week | -5.34% | -12.33% |
| Best Month | 3.77% | 43.77% |
| Worst Month | -4.77% | -17.69% |
| Best Year | 0.51% | 121.0% |
| Worst Year | -7.63% | 11.24% |
| Avg. Up Day | 0.43% | 0.46% |
| Avg. Down Day | -0.38% | -0.44% |
| Avg. Up Week | 1.09% | 6.61% |
| Avg. Down Week | -1.16% | -3.8% |
| Avg. Up Month | 1.95% | 19.78% |
| Avg. Down Month | -2.58% | -10.12% |
| Win Days % | 40.63% | 51.07% |
| Win Month % | 36.84% | 70.0% |
| Win Week % | 41.07% | 55.81% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 33.33% | 100.0% |