| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 21.14% | 152.93% |
| Max Drawdown | -7.74% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.67 | 0.58 |
| Payoff Ratio | 1.41 | 1.37 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.95 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 157.8 | 2.65 |
| Outlier Loss Ratio | 4.45 | 2.52 |
| Volatility (ann.) | 3.74% | 26.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.77 | 0.48 |
| Skew | 2.25 | 0.18 |
| Kurtosis | 191.64 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.29% |
| Expected Yearly % | 4.91% | 26.11% |
| Kelly Criterion | 11.0% | 15.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.23% |
| Expected Shortfall (cVaR) | -0.32% | -2.23% |
| Year | 11391328:BTCUSD | 11391328:btcusd:triple_med_gx:lsma115_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.07 | -0.16 | + |
| 2023 | 155.54 | 3.38 | 0.02 | - |
| 2024 | 121.00 | 6.09 | 0.05 | - |
| 2025 | 17.02 | 0.35 | 0.02 | - |
| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.8% | 31.76% |
| 6M | 0.35% | 12.25% |
| YTD | 0.35% | 17.02% |
| 1Y | 1.49% | 57.19% |
| 3Y (ann.) | 3.58% | 55.42% |
| 5Y (ann.) | 5.95% | 32.3% |
| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| Max Drawdown | -7.74% | -67.18% |
| Longest DD Days | 374.0 | 683.0 |
| Avg. Drawdown | -1.79% | -7.61% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 2.73 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-07 | 2023-10-16 | -7.74 | 374 |
| 2025-01-16 | 2025-06-11 | -6.19 | 146 |
| 2023-10-18 | 2024-02-07 | -3.34 | 112 |
| 2024-08-26 | 2025-01-15 | -2.90 | 142 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2023-10-17 | 2023-10-18 | -1.00 | 1 |
| 2022-03-17 | 2022-05-29 | -0.88 | 73 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| Metric | 11391328:btcusd:triple_med_gx:lsma115_100 | 11391328:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.99% | 35.75% |
| Worst Week | -4.82% | -29.64% |
| Best Month | 7.99% | 43.77% |
| Worst Month | -5.08% | -37.12% |
| Best Year | 10.07% | 155.54% |
| Worst Year | 0.35% | -61.73% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.53% | -0.56% |
| Avg. Up Week | 2.63% | 7.43% |
| Avg. Down Week | -1.79% | -6.14% |
| Avg. Up Month | 2.91% | 17.99% |
| Avg. Down Month | -1.07% | -6.56% |
| Win Days % | 47.96% | 51.27% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 54.84% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |