| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.67% | 174.71% |
| Max Drawdown | -4.46% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.39 | 0.6 |
| Payoff Ratio | 1.87 | 1.8 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.91 | 0.99 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 501.65 | 2.41 |
| Outlier Loss Ratio | 5.78 | 2.38 |
| Volatility (ann.) | 1.9% | 26.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.3 | 0.51 |
| Skew | 15.45 | 0.18 |
| Kurtosis | 527.82 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.44% |
| Expected Yearly % | 1.15% | 28.74% |
| Kelly Criterion | 4.07% | 24.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -2.21% |
| Expected Shortfall (cVaR) | -0.16% | -2.21% |
| Year | 11394470:BTCUSD | 11394470:btcusd:triple_med_gx:lsma115_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.73 | -0.04 | + |
| 2023 | 155.54 | 0.92 | 0.01 | - |
| 2024 | 121.00 | 3.92 | 0.03 | - |
| 2025 | 27.10 | -2.86 | -0.11 | - |
| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.13% | 41.88% |
| 6M | -2.86% | 22.91% |
| YTD | -2.86% | 27.1% |
| 1Y | -4.46% | 82.29% |
| 3Y (ann.) | -0.01% | 77.48% |
| 5Y (ann.) | 1.35% | 34.48% |
| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| Max Drawdown | -4.46% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -1.8% | -7.35% |
| Avg. Drawdown Days | 133.0 | 37.0 |
| Recovery Factor | 1.05 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-17 | -4.46 | 324 |
| 2022-10-09 | 2023-03-19 | -2.89 | 161 |
| 2023-08-12 | 2024-05-09 | -2.67 | 271 |
| 2022-03-17 | 2022-05-30 | -0.96 | 74 |
| 2024-05-10 | 2024-07-15 | -0.85 | 66 |
| 2022-05-31 | 2022-07-07 | -0.61 | 37 |
| 2022-09-13 | 2022-09-13 | -0.18 | 0 |
| Metric | 11394470:btcusd:triple_med_gx:lsma115_110 | 11394470:BTCUSD |
|---|---|---|
| Best Day | 3.33% | 9.33% |
| Worst Day | -2.05% | -9.32% |
| Best Week | 2.7% | 35.75% |
| Worst Week | -2.72% | -29.64% |
| Best Month | 2.7% | 43.77% |
| Worst Month | -2.72% | -37.12% |
| Best Year | 3.92% | 155.54% |
| Worst Year | -2.86% | -61.73% |
| Avg. Up Day | 0.77% | 0.86% |
| Avg. Down Day | -0.41% | -0.48% |
| Avg. Up Week | 1.33% | 6.92% |
| Avg. Down Week | -1.24% | -5.92% |
| Avg. Up Month | 1.47% | 21.28% |
| Avg. Down Month | -0.6% | -7.37% |
| Win Days % | 37.5% | 51.29% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 56.52% | 51.1% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 75.0% | 75.0% |