| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 10.43% | 176.8% |
| Max Drawdown | -10.01% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.3 | 0.6 |
| Payoff Ratio | 1.28 | 1.21 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.63 | 2.57 |
| Outlier Loss Ratio | 3.9 | 2.48 |
| Volatility (ann.) | 3.85% | 26.02% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.29 | 0.51 |
| Skew | -1.74 | 0.18 |
| Kurtosis | 255.72 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.45% |
| Expected Yearly % | 2.51% | 28.99% |
| Kelly Criterion | 1.75% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.21% |
| Expected Shortfall (cVaR) | -0.33% | -2.21% |
| Year | 11392722:BTCUSD | 11392722:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 1.02 | -0.02 | + |
| 2023 | 155.54 | 5.59 | 0.04 | - |
| 2024 | 121.00 | 2.13 | 0.02 | - |
| 2025 | 27.10 | 1.36 | 0.05 | - |
| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.26% | 41.88% |
| 6M | -3.3% | 22.91% |
| YTD | 1.36% | 27.1% |
| 1Y | 0.65% | 82.29% |
| 3Y (ann.) | 3.09% | 77.48% |
| 5Y (ann.) | 2.93% | 34.56% |
| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| Max Drawdown | -10.01% | -67.18% |
| Longest DD Days | 251.0 | 683.0 |
| Avg. Drawdown | -2.09% | -6.89% |
| Avg. Drawdown Days | 62.0 | 36.0 |
| Recovery Factor | 1.04 | 2.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-07-17 | -10.01 | 141 |
| 2024-05-07 | 2025-01-13 | -4.62 | 251 |
| 2022-07-05 | 2022-09-12 | -4.01 | 69 |
| 2022-03-15 | 2022-05-29 | -3.47 | 75 |
| 2022-10-09 | 2023-03-01 | -2.47 | 142 |
| 2023-06-02 | 2024-02-06 | -1.79 | 249 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2024-04-10 | 2024-04-12 | -1.10 | 1 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2024-02-06 | 2024-02-07 | -0.60 | 0 |
| Metric | 11392722:btcusd:triple_med_gx:lsma115_105 | 11392722:BTCUSD |
|---|---|---|
| Best Day | 3.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 5.12% | 35.75% |
| Worst Week | -5.18% | -29.64% |
| Best Month | 5.98% | 43.77% |
| Worst Month | -5.18% | -37.12% |
| Best Year | 5.59% | 155.54% |
| Worst Year | 1.02% | -61.44% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.64% | -0.71% |
| Avg. Up Week | 1.83% | 6.79% |
| Avg. Down Week | -1.91% | -5.6% |
| Avg. Up Month | 2.32% | 18.45% |
| Avg. Down Month | -1.77% | -8.7% |
| Win Days % | 44.91% | 51.29% |
| Win Month % | 52.0% | 61.9% |
| Win Week % | 60.0% | 50.82% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 100.0% | 75.0% |