| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 17.15% | 174.71% |
| Max Drawdown | -4.92% | -67.18% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.93 | 0.6 |
| Payoff Ratio | 1.77 | 1.55 |
| Profit Factor | 1.56 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.21 | 0.85 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 233.59 | 2.47 |
| Outlier Loss Ratio | 5.68 | 2.48 |
| Volatility (ann.) | 2.69% | 26.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.97 | 0.51 |
| Skew | 10.31 | 0.18 |
| Kurtosis | 245.39 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.44% |
| Expected Yearly % | 4.04% | 28.74% |
| Kelly Criterion | 12.03% | 19.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.21% |
| Expected Shortfall (cVaR) | -0.23% | -2.21% |
| Year | 11392882:BTCUSD | 11392882:btcusd:triple_med_gx:lsma115_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.61 | -0.06 | + |
| 2023 | 155.54 | 4.59 | 0.03 | - |
| 2024 | 121.00 | 4.07 | 0.03 | - |
| 2025 | 27.10 | 3.88 | 0.14 | - |
| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.72% | 41.88% |
| 6M | 3.88% | 22.91% |
| YTD | 3.88% | 27.1% |
| 1Y | -0.76% | 82.29% |
| 3Y (ann.) | 3.28% | 77.48% |
| 5Y (ann.) | 4.75% | 34.48% |
| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| Max Drawdown | -4.92% | -67.18% |
| Longest DD Days | 238.0 | 683.0 |
| Avg. Drawdown | -1.46% | -7.35% |
| Avg. Drawdown Days | 56.0 | 37.0 |
| Recovery Factor | 3.49 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-04-21 | -4.92 | 238 |
| 2022-10-08 | 2023-01-12 | -3.74 | 96 |
| 2023-10-18 | 2024-02-08 | -3.48 | 112 |
| 2023-08-11 | 2023-10-18 | -1.51 | 67 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-03-16 | 2022-05-30 | -1.06 | 75 |
| 2025-04-21 | 2025-07-17 | -0.96 | 86 |
| 2024-05-09 | 2024-05-09 | -0.91 | 0 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2023-03-03 | 2023-03-19 | -0.83 | 15 |
| Metric | 11392882:btcusd:triple_med_gx:lsma115_105 | 11392882:BTCUSD |
|---|---|---|
| Best Day | 3.33% | 9.33% |
| Worst Day | -2.05% | -9.32% |
| Best Week | 4.17% | 35.75% |
| Worst Week | -2.82% | -29.64% |
| Best Month | 4.17% | 43.77% |
| Worst Month | -2.82% | -37.12% |
| Best Year | 4.59% | 155.54% |
| Worst Year | 3.61% | -61.73% |
| Avg. Up Day | 0.76% | 0.8% |
| Avg. Down Day | -0.43% | -0.51% |
| Avg. Up Week | 2.36% | 8.66% |
| Avg. Down Week | -1.36% | -6.14% |
| Avg. Up Month | 2.62% | 21.12% |
| Avg. Down Month | -0.72% | -6.45% |
| Win Days % | 43.8% | 51.29% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 48.15% | 51.1% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 100.0% | 75.0% |