| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 5.51% | 176.8% |
| Max Drawdown | -8.28% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.23 | 0.6 |
| Payoff Ratio | 1.44 | 1.32 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 359.92 | 2.41 |
| Outlier Loss Ratio | 5.03 | 2.41 |
| Volatility (ann.) | 2.71% | 26.02% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.19 | 0.51 |
| Skew | -4.44 | 0.18 |
| Kurtosis | 722.97 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.45% |
| Expected Yearly % | 1.35% | 28.99% |
| Kelly Criterion | -0.88% | 14.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.21% |
| Expected Shortfall (cVaR) | -0.23% | -2.21% |
| Year | 11394309:BTCUSD | 11394309:btcusd:triple_med_gx:lsma115_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 1.50 | -0.02 | + |
| 2023 | 155.54 | 1.58 | 0.01 | - |
| 2024 | 121.00 | 4.13 | 0.03 | - |
| 2025 | 27.10 | -1.73 | -0.06 | - |
| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.47% | 41.88% |
| 6M | -1.58% | 22.91% |
| YTD | -1.73% | 27.1% |
| 1Y | -1.98% | 82.29% |
| 3Y (ann.) | 0.87% | 77.48% |
| 5Y (ann.) | 1.57% | 34.56% |
| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| Max Drawdown | -8.28% | -67.18% |
| Longest DD Days | 434.0 | 683.0 |
| Avg. Drawdown | -1.74% | -6.89% |
| Avg. Drawdown Days | 115.0 | 36.0 |
| Recovery Factor | 0.67 | 2.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-08 | 2025-07-17 | -8.28 | 434 |
| 2022-05-04 | 2023-03-01 | -2.46 | 300 |
| 2023-06-02 | 2024-02-07 | -2.02 | 250 |
| 2023-03-19 | 2023-03-20 | -1.74 | 0 |
| 2022-03-15 | 2022-05-04 | -0.38 | 49 |
| 2024-04-11 | 2024-04-12 | -0.22 | 0 |
| 2022-03-15 | 2022-03-15 | -0.18 | 0 |
| 2024-04-11 | 2024-04-11 | -0.18 | 0 |
| 2024-05-07 | 2024-05-08 | -0.18 | 0 |
| Metric | 11394309:btcusd:triple_med_gx:lsma115_110 | 11394309:BTCUSD |
|---|---|---|
| Best Day | 3.72% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.24% | 35.75% |
| Worst Week | -3.85% | -29.64% |
| Best Month | 3.24% | 43.77% |
| Worst Month | -3.85% | -37.12% |
| Best Year | 4.13% | 155.54% |
| Worst Year | -1.73% | -61.44% |
| Avg. Up Day | 0.76% | 0.83% |
| Avg. Down Day | -0.53% | -0.63% |
| Avg. Up Week | 1.11% | 8.3% |
| Avg. Down Week | -1.83% | -7.3% |
| Avg. Up Month | 1.34% | 20.75% |
| Avg. Down Month | -1.36% | -9.95% |
| Win Days % | 40.43% | 51.29% |
| Win Month % | 54.17% | 61.9% |
| Win Week % | 55.56% | 50.82% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |