| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.15% | 175.31% |
| Max Drawdown | -16.43% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.3 | 0.59 |
| Payoff Ratio | 2.13 | 1.75 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.96 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 121.04 | 2.62 |
| Outlier Loss Ratio | 5.09 | 2.62 |
| Volatility (ann.) | 5.13% | 26.29% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.17 | 0.5 |
| Skew | 10.68 | 0.18 |
| Kurtosis | 337.97 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.38% |
| Expected Yearly % | 2.45% | 28.81% |
| Kelly Criterion | -2.92% | 23.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11372617:BTCUSD | 11372617:btcusd:triple_med_gx:lsma30_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 9.02 | -0.15 | + |
| 2023 | 155.54 | 7.76 | 0.05 | - |
| 2024 | 121.00 | -7.14 | -0.06 | - |
| 2025 | 27.10 | 0.96 | 0.04 | - |
| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| MTD | 2.05% | 10.71% |
| 3M | 4.99% | 41.88% |
| 6M | -1.03% | 22.91% |
| YTD | 0.96% | 27.1% |
| 1Y | -6.79% | 82.29% |
| 3Y (ann.) | 1.56% | 77.48% |
| 5Y (ann.) | 2.8% | 33.54% |
| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| Max Drawdown | -16.43% | -67.18% |
| Longest DD Days | 801.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.58% |
| Avg. Drawdown Days | 89.0 | 37.0 |
| Recovery Factor | 0.62 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-07 | 2025-07-17 | -16.43 | 801 |
| 2022-11-06 | 2023-03-13 | -6.24 | 127 |
| 2022-07-17 | 2022-07-18 | -3.24 | 0 |
| 2022-06-20 | 2022-07-05 | -2.63 | 15 |
| 2022-01-26 | 2022-03-12 | -2.45 | 44 |
| 2022-05-03 | 2022-06-19 | -2.38 | 47 |
| 2022-10-16 | 2022-10-25 | -0.62 | 9 |
| 2022-07-29 | 2022-08-25 | -0.46 | 26 |
| 2022-10-04 | 2022-10-04 | -0.18 | 0 |
| 2023-03-31 | 2023-03-31 | -0.18 | 0 |
| Metric | 11372617:btcusd:triple_med_gx:lsma30_25 | 11372617:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -4.43% | -29.64% |
| Best Month | 6.46% | 43.77% |
| Worst Month | -5.84% | -37.12% |
| Best Year | 9.02% | 155.54% |
| Worst Year | -7.14% | -61.64% |
| Avg. Up Day | 1.2% | 1.3% |
| Avg. Down Day | -0.56% | -0.74% |
| Avg. Up Week | 1.93% | 8.51% |
| Avg. Down Week | -1.51% | -4.05% |
| Avg. Up Month | 2.56% | 15.15% |
| Avg. Down Month | -2.5% | -9.65% |
| Win Days % | 29.92% | 51.23% |
| Win Month % | 51.22% | 60.47% |
| Win Week % | 44.32% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |