| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 33.61% | 147.72% |
| Max Drawdown | -9.66% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.79 | 0.57 |
| Payoff Ratio | 1.43 | 1.39 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.92 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 102.12 | 2.85 |
| Outlier Loss Ratio | 4.56 | 2.66 |
| Volatility (ann.) | 4.82% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.94 | 0.47 |
| Skew | 2.52 | 0.18 |
| Kurtosis | 112.08 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.24% |
| Expected Yearly % | 7.51% | 25.46% |
| Kelly Criterion | 10.28% | 16.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11388314:BTCUSD | 11388314:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 22.04 | -0.35 | + |
| 2023 | 155.54 | -0.95 | -0.01 | - |
| 2024 | 121.00 | -0.71 | -0.01 | - |
| 2025 | 17.02 | 11.32 | 0.67 | - |
| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.75% | 31.76% |
| 6M | 11.32% | 12.25% |
| YTD | 11.32% | 17.02% |
| 1Y | 11.2% | 57.19% |
| 3Y (ann.) | 4.86% | 55.42% |
| 5Y (ann.) | 9.13% | 31.44% |
| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| Max Drawdown | -9.66% | -67.18% |
| Longest DD Days | 783.0 | 683.0 |
| Avg. Drawdown | -1.87% | -7.67% |
| Avg. Drawdown Days | 76.0 | 38.0 |
| Recovery Factor | 3.48 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-01 | 2025-04-22 | -9.66 | 783 |
| 2022-10-06 | 2023-02-28 | -6.28 | 145 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2022-07-07 | 2022-09-11 | -1.25 | 66 |
| 2022-03-17 | 2022-05-28 | -1.15 | 72 |
| 2022-07-03 | 2022-07-04 | -1.10 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-09-12 | 2022-09-12 | -0.24 | 0 |
| Metric | 11388314:btcusd:triple_med_gx:lsma115_90 | 11388314:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -4.52% | -29.64% |
| Best Month | 10.49% | 43.77% |
| Worst Month | -4.86% | -37.12% |
| Best Year | 22.04% | 155.54% |
| Worst Year | -0.95% | -62.52% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.54% | -0.57% |
| Avg. Up Week | 3.63% | 7.63% |
| Avg. Down Week | -1.84% | -4.41% |
| Avg. Up Month | 4.32% | 20.15% |
| Avg. Down Month | -1.25% | -7.68% |
| Win Days % | 47.13% | 51.26% |
| Win Month % | 46.15% | 58.54% |
| Win Week % | 47.06% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |