| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 17.65% | 152.93% |
| Max Drawdown | -9.99% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.27 | 1.29 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 130.47 | 2.72 |
| Outlier Loss Ratio | 4.35 | 2.61 |
| Volatility (ann.) | 4.22% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.5 | 0.48 |
| Skew | 1.25 | 0.18 |
| Kurtosis | 149.15 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.29% |
| Expected Yearly % | 4.15% | 26.11% |
| Kelly Criterion | 6.06% | 13.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11389819:BTCUSD | 11389819:btcusd:triple_med_gx:lsma115_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.10 | -0.15 | + |
| 2023 | 155.54 | 0.02 | 0.00 | - |
| 2024 | 121.00 | 3.27 | 0.03 | - |
| 2025 | 17.02 | 4.41 | 0.26 | - |
| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.51% | 31.76% |
| 6M | 4.41% | 12.25% |
| YTD | 4.41% | 17.02% |
| 1Y | 2.7% | 57.19% |
| 3Y (ann.) | 2.33% | 55.42% |
| 5Y (ann.) | 5.03% | 32.3% |
| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| Max Drawdown | -9.99% | -67.18% |
| Longest DD Days | 648.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.61% |
| Avg. Drawdown Days | 116.0 | 38.0 |
| Recovery Factor | 1.77 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2024-07-15 | -9.99 | 648 |
| 2024-08-24 | 2025-03-19 | -6.00 | 207 |
| 2025-03-20 | 2025-06-11 | -5.13 | 83 |
| 2022-05-31 | 2022-07-06 | -4.15 | 36 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-03-17 | 2022-05-29 | -0.88 | 73 |
| 2022-03-16 | 2022-03-16 | -0.54 | 0 |
| 2022-09-11 | 2022-09-12 | -0.42 | 0 |
| 2022-09-13 | 2022-09-13 | -0.01 | 0 |
| Metric | 11389819:btcusd:triple_med_gx:lsma115_95 | 11389819:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.19% | 35.75% |
| Worst Week | -5.86% | -29.64% |
| Best Month | 9.19% | 43.77% |
| Worst Month | -6.36% | -37.12% |
| Best Year | 9.1% | 155.54% |
| Worst Year | 0.02% | -61.73% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.57% | -0.58% |
| Avg. Up Week | 2.69% | 7.63% |
| Avg. Down Week | -1.99% | -6.14% |
| Avg. Up Month | 2.74% | 19.17% |
| Avg. Down Month | -1.12% | -9.0% |
| Win Days % | 47.41% | 51.27% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |