| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 22.98% | 239.56% |
| Max Drawdown | -14.46% | -67.18% |
| Sharpe | 0.31 | 0.47 |
| Sortino | 0.51 | 0.68 |
| Payoff Ratio | 1.57 | 1.2 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 101.76 | 2.89 |
| Outlier Loss Ratio | 4.46 | 2.68 |
| Volatility (ann.) | 5.31% | 26.24% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.42 | 0.63 |
| Skew | 4.55 | 0.2 |
| Kurtosis | 156.01 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.88% |
| Expected Yearly % | 5.31% | 35.75% |
| Kelly Criterion | 3.3% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11374476:BTCUSD | 11374476:btcusd:triple_med_gx:lsma25_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -1.87 | 0.03 | + |
| 2023 | 155.54 | 13.20 | 0.08 | - |
| 2024 | 121.00 | 5.53 | 0.05 | - |
| 2025 | 30.14 | 4.91 | 0.16 | - |
| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.05% | 45.08% |
| 6M | 3.86% | 28.47% |
| YTD | 4.91% | 30.14% |
| 1Y | 15.58% | 105.13% |
| 3Y (ann.) | 4.07% | 81.7% |
| 5Y (ann.) | 6.13% | 42.14% |
| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| Max Drawdown | -14.46% | -67.18% |
| Longest DD Days | 278.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.05% |
| Avg. Drawdown Days | 62.0 | 29.0 |
| Recovery Factor | 1.59 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-14 | 2023-04-18 | -14.46 | 278 |
| 2024-04-13 | 2024-12-11 | -10.81 | 241 |
| 2022-02-12 | 2022-04-27 | -4.34 | 73 |
| 2023-11-16 | 2024-01-13 | -4.32 | 58 |
| 2024-12-12 | 2025-03-11 | -3.31 | 88 |
| 2023-07-16 | 2023-11-15 | -3.29 | 122 |
| 2025-03-29 | 2025-05-25 | -2.51 | 57 |
| 2022-06-06 | 2022-07-13 | -1.90 | 36 |
| 2024-01-13 | 2024-04-03 | -1.69 | 80 |
| 2025-05-26 | 2025-06-16 | -1.57 | 20 |
| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.1% | -9.32% |
| Best Week | 7.84% | 35.75% |
| Worst Week | -6.76% | -29.64% |
| Best Month | 10.4% | 43.77% |
| Worst Month | -6.45% | -37.12% |
| Best Year | 13.2% | 155.54% |
| Worst Year | -1.87% | -53.8% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.59% | -0.79% |
| Avg. Up Week | 1.99% | 4.32% |
| Avg. Down Week | -1.31% | -3.58% |
| Avg. Up Month | 2.95% | 10.58% |
| Avg. Down Month | -2.24% | -9.18% |
| Win Days % | 40.98% | 51.3% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 50.68% | 51.89% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |