| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 39.47% | 172.77% |
| Max Drawdown | -15.96% | -67.18% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.66 | 0.61 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 81.91 | 2.97 |
| Outlier Loss Ratio | 3.64 | 2.78 |
| Volatility (ann.) | 5.86% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.66 | 0.53 |
| Skew | -2.53 | 0.19 |
| Kurtosis | 147.17 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.48% |
| Expected Yearly % | 8.67% | 28.51% |
| Kelly Criterion | 10.2% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.23% |
| Expected Shortfall (cVaR) | -0.5% | -2.23% |
| Year | 11389857:BTCUSD | 11389857:btcusd:triple_med_gx:lsma130_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 5.42 | -0.09 | + |
| 2023 | 155.54 | 8.71 | 0.06 | - |
| 2024 | 121.00 | 9.90 | 0.08 | - |
| 2025 | 17.02 | 10.73 | 0.63 | - |
| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.68% | 31.76% |
| 6M | 10.73% | 12.25% |
| YTD | 10.73% | 17.02% |
| 1Y | 12.29% | 57.19% |
| 3Y (ann.) | 8.11% | 55.42% |
| 5Y (ann.) | 10.58% | 35.42% |
| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| Max Drawdown | -15.96% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.59% | -7.19% |
| Avg. Drawdown Days | 84.0 | 37.0 |
| Recovery Factor | 2.47 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-09 | -15.96 | 513 |
| 2024-07-16 | 2025-01-17 | -9.79 | 185 |
| 2022-05-31 | 2022-07-07 | -5.73 | 36 |
| 2024-02-09 | 2024-07-15 | -4.84 | 157 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-07-08 | 2022-09-12 | -1.84 | 66 |
| 2022-03-20 | 2022-05-30 | -1.82 | 71 |
| 2025-01-17 | 2025-03-19 | -1.30 | 60 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11389857:btcusd:triple_med_gx:lsma130_95 | 11389857:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.75% | 35.75% |
| Worst Week | -9.63% | -29.64% |
| Best Month | 10.75% | 43.77% |
| Worst Month | -9.63% | -37.12% |
| Best Year | 10.73% | 155.54% |
| Worst Year | 5.42% | -58.73% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.2% | 7.25% |
| Avg. Down Week | -3.45% | -4.92% |
| Avg. Up Month | 5.45% | 18.37% |
| Avg. Down Month | -4.36% | -13.45% |
| Win Days % | 52.1% | 51.3% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 51.52% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 100.0% | 75.0% |