| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 6.2% | 147.16% |
| Max Drawdown | -5.3% | -67.18% |
| Sharpe | 0.2 | 0.39 |
| Sortino | 0.36 | 0.57 |
| Payoff Ratio | 1.77 | 1.83 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.83 | 1.0 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 337.64 | 2.4 |
| Outlier Loss Ratio | 5.45 | 2.46 |
| Volatility (ann.) | 2.41% | 26.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.35 | 0.47 |
| Skew | 9.27 | 0.18 |
| Kurtosis | 369.68 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.23% |
| Expected Yearly % | 1.52% | 25.39% |
| Kelly Criterion | 1.1% | 24.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.21% | -2.23% |
| Expected Shortfall (cVaR) | -0.21% | -2.23% |
| Year | 11394436:BTCUSD | 11394436:btcusd:triple_med_gx:lsma115_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -3.22 | 0.05 | + |
| 2023 | 155.54 | 6.36 | 0.04 | - |
| 2024 | 121.00 | -1.53 | -0.01 | - |
| 2025 | 16.76 | 4.77 | 0.28 | - |
| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.63% | 31.46% |
| 6M | 4.77% | 12.77% |
| YTD | 4.77% | 16.76% |
| 1Y | 0.5% | 56.84% |
| 3Y (ann.) | 2.16% | 55.31% |
| 5Y (ann.) | 1.83% | 31.36% |
| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| Max Drawdown | -5.3% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -1.48% | -7.67% |
| Avg. Drawdown Days | 95.0 | 38.0 |
| Recovery Factor | 1.17 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-06-11 | -5.30 | 289 |
| 2022-03-16 | 2023-01-12 | -4.16 | 301 |
| 2023-06-01 | 2024-02-07 | -1.54 | 251 |
| 2024-05-09 | 2024-05-09 | -1.09 | 0 |
| 2023-05-31 | 2023-05-31 | -0.35 | 0 |
| 2023-03-05 | 2023-03-19 | -0.34 | 13 |
| 2023-03-04 | 2023-03-05 | -0.27 | 1 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| 2023-03-05 | 2023-03-05 | -0.13 | 0 |
| Metric | 11394436:btcusd:triple_med_gx:lsma115_110 | 11394436:BTCUSD |
|---|---|---|
| Best Day | 3.18% | 9.33% |
| Worst Day | -2.87% | -9.32% |
| Best Week | 4.95% | 35.75% |
| Worst Week | -2.38% | -29.64% |
| Best Month | 4.95% | 43.77% |
| Worst Month | -1.98% | -37.12% |
| Best Year | 6.36% | 155.54% |
| Worst Year | -3.22% | -62.52% |
| Avg. Up Day | 0.86% | 0.93% |
| Avg. Down Day | -0.49% | -0.51% |
| Avg. Up Week | 2.12% | 9.2% |
| Avg. Down Week | -1.74% | -8.5% |
| Avg. Up Month | 1.96% | 21.69% |
| Avg. Down Month | -0.77% | -6.45% |
| Win Days % | 36.84% | 51.25% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 48.0% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |