| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 16.16% | 181.88% |
| Max Drawdown | -24.31% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.3 | 0.6 |
| Payoff Ratio | 1.29 | 1.27 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.92 | 2.99 |
| Outlier Loss Ratio | 4.05 | 2.78 |
| Volatility (ann.) | 6.63% | 26.31% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.18 | 0.51 |
| Skew | 2.41 | 0.18 |
| Kurtosis | 186.76 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.44% |
| Expected Yearly % | 3.82% | 29.57% |
| Kelly Criterion | -4.84% | 12.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.24% |
| Expected Shortfall (cVaR) | -0.57% | -2.24% |
| Year | 11371010:BTCUSD | 11371010:btcusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -16.94 | 0.27 | + |
| 2023 | 155.54 | -1.44 | -0.01 | - |
| 2024 | 121.00 | 38.29 | 0.32 | - |
| 2025 | 30.14 | 2.61 | 0.09 | - |
| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| MTD | -2.17% | 13.36% |
| 3M | 1.7% | 45.08% |
| 6M | 2.61% | 28.47% |
| YTD | 2.61% | 30.14% |
| 1Y | 19.77% | 105.13% |
| 3Y (ann.) | 9.89% | 81.7% |
| 5Y (ann.) | 4.38% | 34.54% |
| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| Max Drawdown | -24.31% | -67.18% |
| Longest DD Days | 802.0 | 683.0 |
| Avg. Drawdown | -5.5% | -7.48% |
| Avg. Drawdown Days | 120.0 | 36.0 |
| Recovery Factor | 0.66 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-04-07 | -24.31 | 802 |
| 2025-03-03 | 2025-05-08 | -9.65 | 66 |
| 2024-04-19 | 2024-08-08 | -7.52 | 111 |
| 2024-11-07 | 2025-03-02 | -5.22 | 115 |
| 2025-05-21 | 2025-07-14 | -5.08 | 54 |
| 2024-08-09 | 2024-09-09 | -1.50 | 31 |
| 2024-09-19 | 2024-10-06 | -1.23 | 16 |
| 2022-01-25 | 2022-01-26 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| 2024-09-19 | 2024-09-19 | -0.18 | 0 |
| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.0% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 8.96% | 43.77% |
| Worst Month | -7.91% | -37.12% |
| Best Year | 38.29% | 155.54% |
| Worst Year | -16.94% | -61.64% |
| Avg. Up Day | 0.98% | 1.03% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.06% | 6.09% |
| Avg. Down Week | -1.8% | -4.04% |
| Avg. Up Month | 4.69% | 13.68% |
| Avg. Down Month | -1.87% | -12.75% |
| Win Days % | 41.04% | 51.25% |
| Win Month % | 34.88% | 60.47% |
| Win Week % | 50.0% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |