| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 3.39% | 145.41% |
| Max Drawdown | -9.12% | -67.18% |
| Sharpe | 0.08 | 0.39 |
| Sortino | 0.11 | 0.56 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 176.78 | 2.55 |
| Outlier Loss Ratio | 3.53 | 2.46 |
| Volatility (ann.) | 4.07% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.11 | 0.46 |
| Skew | -2.75 | 0.18 |
| Kurtosis | 229.75 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.21% |
| Expected Yearly % | 0.84% | 25.16% |
| Kelly Criterion | -4.54% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11392693:BTCUSD | 11392693:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | -2.09 | 0.03 | + |
| 2023 | 155.54 | 0.74 | 0.00 | - |
| 2024 | 121.00 | 3.47 | 0.03 | - |
| 2025 | 16.76 | 1.30 | 0.08 | - |
| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.51% | 31.46% |
| 6M | 1.3% | 12.77% |
| YTD | 1.3% | 16.76% |
| 1Y | 2.42% | 56.84% |
| 3Y (ann.) | 1.27% | 55.31% |
| 5Y (ann.) | 1.0% | 30.9% |
| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| Max Drawdown | -9.12% | -67.18% |
| Longest DD Days | 757.0 | 683.0 |
| Avg. Drawdown | -3.7% | -7.76% |
| Avg. Drawdown Days | 190.0 | 41.0 |
| Recovery Factor | 0.37 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-06-11 | -9.12 | 106 |
| 2022-03-15 | 2024-04-10 | -6.90 | 757 |
| 2024-04-11 | 2025-01-14 | -5.54 | 278 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2022-03-14 | 2022-03-14 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11392693:btcusd:triple_med_gx:lsma115_105 | 11392693:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.81% | 35.75% |
| Worst Week | -4.07% | -29.64% |
| Best Month | 4.81% | 43.77% |
| Worst Month | -4.07% | -37.12% |
| Best Year | 3.47% | 155.54% |
| Worst Year | -2.09% | -62.78% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 1.93% | 8.85% |
| Avg. Down Week | -1.54% | -5.49% |
| Avg. Up Month | 2.11% | 23.25% |
| Avg. Down Month | -1.28% | -9.44% |
| Win Days % | 43.64% | 51.25% |
| Win Month % | 44.0% | 58.54% |
| Win Week % | 43.33% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |