| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.34% | 154.86% |
| Max Drawdown | -17.67% | -67.18% |
| Sharpe | 0.14 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 104.26 | 2.89 |
| Outlier Loss Ratio | 3.64 | 2.72 |
| Volatility (ann.) | 5.34% | 26.25% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.14 | 0.48 |
| Skew | -1.45 | 0.18 |
| Kurtosis | 108.52 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.31% |
| Expected Yearly % | 2.02% | 26.35% |
| Kelly Criterion | -0.74% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.23% |
| Expected Shortfall (cVaR) | -0.46% | -2.23% |
| Year | 11389659:BTCUSD | 11389659:btcusd:triple_med_gx:lsma115_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 8.27 | -0.13 | + |
| 2023 | 155.54 | 0.86 | 0.01 | - |
| 2024 | 121.00 | 5.63 | 0.05 | - |
| 2025 | 17.02 | -6.07 | -0.36 | - |
| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.12% | 31.76% |
| 6M | -6.07% | 12.25% |
| YTD | -6.07% | 17.02% |
| 1Y | -2.06% | 57.19% |
| 3Y (ann.) | 1.38% | 55.42% |
| 5Y (ann.) | 2.43% | 32.42% |
| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| Max Drawdown | -17.67% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -3.37% | -7.12% |
| Avg. Drawdown Days | 69.0 | 37.0 |
| Recovery Factor | 0.47 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -17.67 | 264 |
| 2023-05-30 | 2024-09-19 | -9.19 | 478 |
| 2022-10-07 | 2023-02-26 | -4.90 | 142 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2022-03-12 | 2022-03-14 | -3.54 | 2 |
| 2022-03-15 | 2022-05-04 | -2.93 | 50 |
| 2023-03-18 | 2023-03-19 | -2.12 | 1 |
| 2023-02-27 | 2023-03-01 | -1.76 | 2 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 7.14% | 35.75% |
| Worst Week | -16.95% | -29.64% |
| Best Month | 7.14% | 43.77% |
| Worst Month | -16.95% | -37.12% |
| Best Year | 8.27% | 155.54% |
| Worst Year | -6.07% | -61.44% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.65% | 6.62% |
| Avg. Down Week | -3.7% | -4.94% |
| Avg. Up Month | 2.96% | 18.21% |
| Avg. Down Month | -5.52% | -9.92% |
| Win Days % | 47.23% | 51.28% |
| Win Month % | 53.57% | 60.98% |
| Win Week % | 54.05% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |