| Metric | 11382869:btcusd:triple_med_gx:lsma115_70 | 11382869:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 42.58% | 152.93% |
| Max Drawdown | -11.69% | -67.18% |
| Sharpe | 0.46 | 0.4 |
| Sortino | 0.77 | 0.58 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.8 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 70.42 | 2.98 |
| Outlier Loss Ratio | 4.16 | 2.94 |
| Volatility (ann.) | 6.23% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.97 | 0.48 |
| Skew | 2.93 | 0.18 |
| Kurtosis | 76.58 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.29% |
| Expected Yearly % | 9.27% | 26.11% |
| Kelly Criterion | 8.93% | 12.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11382869:BTCUSD | 11382869:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 18.53 | -0.30 | + |
| 2023 | 155.54 | 16.03 | 0.10 | - |
| 2024 | 121.00 | 8.74 | 0.07 | - |
| 2025 | 17.02 | -4.66 | -0.27 | - |
| Metric | 11382869:btcusd:triple_med_gx:lsma115_70 | 11382869:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.01% | 31.76% |
| 6M | -4.66% | 12.25% |
| YTD | -4.66% | 17.02% |
| 1Y | 8.76% | 57.19% |
| 3Y (ann.) | 10.26% | 55.42% |
| 5Y (ann.) | 11.3% | 32.3% |
| Metric | 11382869:btcusd:triple_med_gx:lsma115_70 | 11382869:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -2.69% | -7.61% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.64 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-08-23 | -11.69 | 261 |
| 2024-10-21 | 2025-06-11 | -11.04 | 233 |
| 2022-10-06 | 2023-01-11 | -6.61 | 97 |
| 2023-05-06 | 2023-05-28 | -5.15 | 22 |
| 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 |
| 2024-08-26 | 2024-09-17 | -3.67 | 22 |
| 2023-05-29 | 2023-12-05 | -3.60 | 190 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11382869:btcusd:triple_med_gx:lsma115_70 | 11382869:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 11.28% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 18.53% | 155.54% |
| Worst Year | -4.66% | -61.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.65% | -0.66% |
| Avg. Up Week | 4.0% | 9.26% |
| Avg. Down Week | -2.59% | -4.64% |
| Avg. Up Month | 4.43% | 18.99% |
| Avg. Down Month | -1.72% | -6.02% |
| Win Days % | 49.07% | 51.27% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 51.22% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |