| Metric | 11386917:btcusd:triple_med_gx:lsma135_85 | 11386917:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 47.27% | 152.93% |
| Max Drawdown | -15.17% | -67.18% |
| Sharpe | 0.45 | 0.4 |
| Sortino | 0.66 | 0.58 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.39 | 3.12 |
| Outlier Loss Ratio | 3.91 | 2.99 |
| Volatility (ann.) | 6.96% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.82 | 0.48 |
| Skew | -1.72 | 0.18 |
| Kurtosis | 96.99 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.29% |
| Expected Yearly % | 10.16% | 26.11% |
| Kelly Criterion | 8.67% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11386917:BTCUSD | 11386917:btcusd:triple_med_gx:lsma135_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.54 | -0.04 | + |
| 2023 | 155.54 | 5.86 | 0.04 | - |
| 2024 | 121.00 | 12.43 | 0.10 | - |
| 2025 | 17.02 | 20.67 | 1.21 | + |
| Metric | 11386917:btcusd:triple_med_gx:lsma135_85 | 11386917:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.48% | 31.76% |
| 6M | 20.67% | 12.25% |
| YTD | 20.67% | 17.02% |
| 1Y | 25.23% | 57.19% |
| 3Y (ann.) | 13.09% | 55.42% |
| 5Y (ann.) | 12.39% | 32.3% |
| Metric | 11386917:btcusd:triple_med_gx:lsma135_85 | 11386917:BTCUSD |
|---|---|---|
| Max Drawdown | -15.17% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -2.97% | -7.61% |
| Avg. Drawdown Days | 45.0 | 38.0 |
| Recovery Factor | 3.12 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-09 | -15.17 | 513 |
| 2024-07-16 | 2025-01-15 | -11.28 | 183 |
| 2022-05-31 | 2022-07-06 | -6.44 | 36 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-03-20 | 2022-05-30 | -4.13 | 71 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-07-09 | 2022-09-12 | -2.74 | 64 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11386917:btcusd:triple_med_gx:lsma135_85 | 11386917:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 11.58% | 43.77% |
| Worst Month | -8.54% | -37.12% |
| Best Year | 20.67% | 155.54% |
| Worst Year | 2.54% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 3.8% | 7.89% |
| Avg. Down Week | -3.03% | -4.65% |
| Avg. Up Month | 6.0% | 17.8% |
| Avg. Down Month | -4.77% | -12.79% |
| Win Days % | 50.11% | 51.27% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 57.5% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |