| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 56.02% | 169.05% |
| Max Drawdown | -11.43% | -67.18% |
| Sharpe | 0.54 | 0.41 |
| Sortino | 0.9 | 0.59 |
| Payoff Ratio | 1.35 | 1.29 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.78 | 3.04 |
| Outlier Loss Ratio | 4.27 | 2.97 |
| Volatility (ann.) | 6.43% | 26.04% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.22 | 0.5 |
| Skew | 2.7 | 0.18 |
| Kurtosis | 70.37 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.38% |
| Expected Yearly % | 11.76% | 28.07% |
| Kelly Criterion | 10.44% | 13.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.21% |
| Expected Shortfall (cVaR) | -0.54% | -2.21% |
| Year | 11382835:BTCUSD | 11382835:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 17.86 | -0.29 | + |
| 2023 | 155.54 | 18.20 | 0.12 | - |
| 2024 | 121.00 | 7.18 | 0.06 | - |
| 2025 | 27.10 | 4.50 | 0.17 | - |
| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.52% | 41.88% |
| 6M | 6.41% | 22.91% |
| YTD | 4.5% | 27.1% |
| 1Y | 12.69% | 82.29% |
| 3Y (ann.) | 10.98% | 77.48% |
| 5Y (ann.) | 13.91% | 33.6% |
| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -67.18% |
| Longest DD Days | 227.0 | 683.0 |
| Avg. Drawdown | -2.62% | -7.4% |
| Avg. Drawdown Days | 34.0 | 37.0 |
| Recovery Factor | 4.9 | 2.52 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2024-08-23 | -11.43 | 225 |
| 2024-10-21 | 2025-05-19 | -10.46 | 210 |
| 2022-10-05 | 2023-01-12 | -6.92 | 99 |
| 2023-05-29 | 2024-01-11 | -5.91 | 227 |
| 2023-05-07 | 2023-05-28 | -5.23 | 21 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2024-08-26 | 2024-09-17 | -2.35 | 22 |
| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 13.5% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 18.2% | 155.54% |
| Worst Year | 4.5% | -62.52% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.63% | -0.66% |
| Avg. Up Week | 4.33% | 9.42% |
| Avg. Down Week | -2.81% | -4.75% |
| Avg. Up Month | 4.52% | 16.43% |
| Avg. Down Month | -2.67% | -6.02% |
| Win Days % | 48.5% | 51.27% |
| Win Month % | 64.0% | 59.52% |
| Win Week % | 55.0% | 51.1% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |