| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 0.88% | 220.31% |
| Max Drawdown | -17.28% | -67.18% |
| Sharpe | 0.04 | 0.45 |
| Sortino | 0.06 | 0.66 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.49 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 130.18 | 2.76 |
| Outlier Loss Ratio | 3.8 | 2.62 |
| Volatility (ann.) | 5.21% | 26.14% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.01 | 0.6 |
| Skew | 2.7 | 0.2 |
| Kurtosis | 361.16 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.74% |
| Expected Yearly % | 0.22% | 33.78% |
| Kelly Criterion | -10.15% | 8.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.22% |
| Expected Shortfall (cVaR) | -0.45% | -2.22% |
| Year | 11371184:BTCUSD | 11371184:btcusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -4.51 | 0.08 | + |
| 2023 | 155.54 | 11.15 | 0.07 | - |
| 2024 | 121.00 | 12.54 | 0.10 | - |
| 2025 | 30.14 | -15.54 | -0.52 | - |
| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -15.09% | 28.47% |
| YTD | -15.54% | 30.14% |
| 1Y | -11.96% | 105.13% |
| 3Y (ann.) | -0.58% | 81.7% |
| 5Y (ann.) | 0.25% | 40.11% |
| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| Max Drawdown | -17.28% | -67.18% |
| Longest DD Days | 353.0 | 683.0 |
| Avg. Drawdown | -2.37% | -6.34% |
| Avg. Drawdown Days | 55.0 | 32.0 |
| Recovery Factor | 0.05 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -17.28 | 212 |
| 2022-05-17 | 2023-05-05 | -12.08 | 353 |
| 2024-05-27 | 2024-10-14 | -4.42 | 139 |
| 2023-05-22 | 2024-01-08 | -3.35 | 230 |
| 2024-10-25 | 2024-12-13 | -2.20 | 49 |
| 2024-05-13 | 2024-05-27 | -1.51 | 13 |
| 2022-02-16 | 2022-03-09 | -1.44 | 21 |
| 2024-04-07 | 2024-04-22 | -1.07 | 14 |
| 2024-03-27 | 2024-04-06 | -0.90 | 10 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11371184:btcusd:triple_med_gx:lsma25_15 | 11371184:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 10.02% | 43.77% |
| Worst Month | -6.96% | -37.12% |
| Best Year | 12.54% | 155.54% |
| Worst Year | -15.54% | -56.42% |
| Avg. Up Day | 0.91% | 0.95% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 1.8% | 7.8% |
| Avg. Down Week | -1.37% | -1.76% |
| Avg. Up Month | 2.74% | 14.92% |
| Avg. Down Month | -2.61% | -12.29% |
| Win Days % | 40.4% | 51.32% |
| Win Month % | 47.22% | 62.79% |
| Win Week % | 45.16% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |