| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 12.62% | 154.86% |
| Max Drawdown | -22.03% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.27 | 0.58 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 87.82 | 2.92 |
| Outlier Loss Ratio | 3.81 | 2.81 |
| Volatility (ann.) | 5.66% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.16 | 0.48 |
| Skew | -0.81 | 0.18 |
| Kurtosis | 90.54 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.31% |
| Expected Yearly % | 3.02% | 26.35% |
| Kelly Criterion | 2.79% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11388190:BTCUSD | 11388190:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 8.67 | -0.14 | + |
| 2023 | 155.54 | 1.83 | 0.01 | - |
| 2024 | 121.00 | 13.18 | 0.11 | - |
| 2025 | 17.02 | -10.08 | -0.59 | - |
| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.64% | 31.76% |
| 6M | -10.08% | 12.25% |
| YTD | -10.08% | 17.02% |
| 1Y | -2.12% | 57.19% |
| 3Y (ann.) | 4.02% | 55.42% |
| 5Y (ann.) | 3.63% | 32.42% |
| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| Max Drawdown | -22.03% | -67.18% |
| Longest DD Days | 340.0 | 683.0 |
| Avg. Drawdown | -2.79% | -7.12% |
| Avg. Drawdown Days | 46.0 | 37.0 |
| Recovery Factor | 0.57 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -22.03 | 264 |
| 2023-05-30 | 2024-05-05 | -6.91 | 340 |
| 2022-10-06 | 2022-11-30 | -6.67 | 55 |
| 2022-03-15 | 2022-07-04 | -4.58 | 111 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2024-05-05 | 2024-08-23 | -3.10 | 109 |
| 2023-03-18 | 2023-03-19 | -2.59 | 1 |
| 2023-02-27 | 2023-03-01 | -1.76 | 2 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 7.02% | 35.75% |
| Worst Week | -17.37% | -29.64% |
| Best Month | 7.02% | 43.77% |
| Worst Month | -17.37% | -37.12% |
| Best Year | 13.18% | 155.54% |
| Worst Year | -10.08% | -61.44% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 2.83% | 7.69% |
| Avg. Down Week | -2.78% | -4.52% |
| Avg. Up Month | 2.47% | 13.98% |
| Avg. Down Month | -3.96% | -9.55% |
| Win Days % | 48.8% | 51.28% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 52.63% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |