| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 48.24% | 152.93% |
| Max Drawdown | -13.27% | -67.18% |
| Sharpe | 0.55 | 0.4 |
| Sortino | 0.92 | 0.58 |
| Payoff Ratio | 1.34 | 1.32 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.91 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 77.68 | 2.9 |
| Outlier Loss Ratio | 4.22 | 2.78 |
| Volatility (ann.) | 5.73% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.95 | 0.48 |
| Skew | 2.88 | 0.18 |
| Kurtosis | 86.74 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.29% |
| Expected Yearly % | 10.34% | 26.11% |
| Kelly Criterion | 11.59% | 14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11384176:BTCUSD | 11384176:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.43 | -0.25 | + |
| 2023 | 155.54 | 15.13 | 0.10 | - |
| 2024 | 121.00 | 10.42 | 0.09 | - |
| 2025 | 17.02 | 1.02 | 0.06 | - |
| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.33% | 31.76% |
| 6M | 1.02% | 12.25% |
| YTD | 1.02% | 17.02% |
| 1Y | 17.4% | 57.19% |
| 3Y (ann.) | 11.76% | 55.42% |
| 5Y (ann.) | 12.61% | 32.3% |
| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| Max Drawdown | -13.27% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -2.35% | -7.61% |
| Avg. Drawdown Days | 33.0 | 38.0 |
| Recovery Factor | 3.64 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-08-23 | -13.27 | 452 |
| 2022-10-06 | 2023-01-11 | -6.61 | 97 |
| 2024-09-20 | 2025-01-15 | -5.58 | 117 |
| 2025-01-16 | 2025-03-19 | -5.19 | 62 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2025-03-20 | 2025-06-11 | -4.63 | 83 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-05-31 | 2022-07-04 | -2.91 | 34 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-03-01 | 2023-03-17 | -2.34 | 15 |
| Metric | 11384176:btcusd:triple_med_gx:lsma115_75 | 11384176:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 8.53% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 15.43% | 155.54% |
| Worst Year | 1.02% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.6% | -0.62% |
| Avg. Up Week | 4.27% | 8.91% |
| Avg. Down Week | -2.16% | -4.49% |
| Avg. Up Month | 5.31% | 19.7% |
| Avg. Down Month | -0.65% | -5.7% |
| Win Days % | 49.35% | 51.27% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 44.74% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |