| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 22.19% | 152.93% |
| Max Drawdown | -15.58% | -67.18% |
| Sharpe | 0.26 | 0.4 |
| Sortino | 0.41 | 0.58 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.93 | 3.01 |
| Outlier Loss Ratio | 4.05 | 2.98 |
| Volatility (ann.) | 6.54% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.4 | 0.48 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 73.53 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.29% |
| Expected Yearly % | 5.14% | 26.11% |
| Kelly Criterion | 4.08% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11381602:BTCUSD | 11381602:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.70 | -0.17 | + |
| 2023 | 155.54 | 18.53 | 0.12 | - |
| 2024 | 121.00 | 2.64 | 0.02 | - |
| 2025 | 17.02 | -9.27 | -0.54 | - |
| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.86% | 31.76% |
| 6M | -9.27% | 12.25% |
| YTD | -9.27% | 17.02% |
| 1Y | -0.43% | 57.19% |
| 3Y (ann.) | 5.23% | 55.42% |
| 5Y (ann.) | 6.23% | 32.3% |
| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.61% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 1.42 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -15.58 | 233 |
| 2023-12-06 | 2024-09-19 | -12.76 | 288 |
| 2023-05-06 | 2023-12-05 | -6.71 | 213 |
| 2022-10-06 | 2023-01-11 | -6.61 | 97 |
| 2022-03-06 | 2022-05-30 | -6.50 | 84 |
| 2022-05-31 | 2022-07-05 | -5.95 | 35 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 12.73% | 43.77% |
| Worst Month | -10.04% | -37.12% |
| Best Year | 18.53% | 155.54% |
| Worst Year | -9.27% | -61.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 3.77% | 8.42% |
| Avg. Down Week | -2.93% | -4.44% |
| Avg. Up Month | 4.34% | 17.1% |
| Avg. Down Month | -1.32% | -11.65% |
| Win Days % | 48.14% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |