| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 43.03% | 174.71% |
| Max Drawdown | -7.11% | -67.18% |
| Sharpe | 0.57 | 0.41 |
| Sortino | 0.97 | 0.6 |
| Payoff Ratio | 1.4 | 1.39 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.99 | 0.76 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 100.69 | 2.85 |
| Outlier Loss Ratio | 4.34 | 2.66 |
| Volatility (ann.) | 4.78% | 26.04% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.56 | 0.51 |
| Skew | 2.7 | 0.18 |
| Kurtosis | 113.73 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.44% |
| Expected Yearly % | 9.36% | 28.74% |
| Kelly Criterion | 12.52% | 16.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.21% |
| Expected Shortfall (cVaR) | -0.4% | -2.21% |
| Year | 11386914:BTCUSD | 11386914:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.78 | -0.27 | + |
| 2023 | 155.54 | 7.10 | 0.05 | - |
| 2024 | 121.00 | 8.14 | 0.07 | - |
| 2025 | 27.10 | 5.75 | 0.21 | - |
| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.38% | 41.88% |
| 6M | 5.75% | 22.91% |
| YTD | 5.75% | 27.1% |
| 1Y | 2.74% | 82.29% |
| 3Y (ann.) | 6.62% | 77.48% |
| 5Y (ann.) | 11.06% | 34.48% |
| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| Max Drawdown | -7.11% | -67.18% |
| Longest DD Days | 234.0 | 683.0 |
| Avg. Drawdown | -1.9% | -7.35% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 6.05 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2023-05-28 | -7.11 | 234 |
| 2024-09-20 | 2025-03-19 | -5.74 | 180 |
| 2025-03-20 | 2025-07-17 | -4.08 | 119 |
| 2023-12-05 | 2024-02-07 | -4.00 | 64 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2023-05-29 | 2023-10-16 | -2.63 | 140 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2024-08-26 | 2024-09-19 | -2.05 | 24 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11386914:btcusd:triple_med_gx:lsma115_85 | 11386914:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -5.8% | -29.64% |
| Best Month | 9.24% | 43.77% |
| Worst Month | -5.35% | -37.12% |
| Best Year | 16.78% | 155.54% |
| Worst Year | 5.75% | -61.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.57% | -0.59% |
| Avg. Up Week | 2.97% | 7.71% |
| Avg. Down Week | -2.26% | -5.54% |
| Avg. Up Month | 3.2% | 17.23% |
| Avg. Down Month | -1.16% | -7.91% |
| Win Days % | 49.02% | 51.29% |
| Win Month % | 69.57% | 61.9% |
| Win Week % | 60.0% | 51.1% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 75.0% |