| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 19.53% | 195.83% |
| Max Drawdown | -28.07% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.32 | 0.64 |
| Payoff Ratio | 1.17 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.9 | 2.97 |
| Outlier Loss Ratio | 3.2 | 2.98 |
| Volatility (ann.) | 8.06% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.19 | 0.57 |
| Skew | 2.37 | 0.2 |
| Kurtosis | 96.21 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.68% |
| Expected Yearly % | 4.56% | 31.15% |
| Kelly Criterion | 1.64% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11395429:BTCUSD | 11395429:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.63 | -0.17 | + |
| 2023 | 155.54 | 23.75 | 0.15 | - |
| 2024 | 121.00 | -10.97 | -0.09 | - |
| 2025 | 16.76 | -1.03 | -0.06 | - |
| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.32% | 31.46% |
| 6M | -2.89% | 12.77% |
| YTD | -1.03% | 16.76% |
| 1Y | -12.4% | 56.84% |
| 3Y (ann.) | 7.97% | 55.31% |
| 5Y (ann.) | 5.46% | 38.19% |
| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.85% | -6.97% |
| Avg. Drawdown Days | 100.0 | 36.0 |
| Recovery Factor | 0.7 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -28.07 | 463 |
| 2022-02-05 | 2022-07-28 | -20.41 | 172 |
| 2022-07-30 | 2023-10-21 | -11.25 | 447 |
| 2024-01-09 | 2024-03-04 | -3.56 | 55 |
| 2023-12-19 | 2024-01-08 | -2.62 | 20 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2023-11-07 | 2023-11-08 | -0.58 | 1 |
| 2023-11-09 | 2023-12-19 | -0.55 | 39 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| Metric | 11395429:btcusd:triple_med_gx:lsma135_115 | 11395429:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.38% | -29.64% |
| Best Month | 20.28% | 43.77% |
| Worst Month | -7.93% | -37.12% |
| Best Year | 23.75% | 155.54% |
| Worst Year | -10.97% | -55.14% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.89% | -1.0% |
| Avg. Up Week | 4.95% | 7.57% |
| Avg. Down Week | -2.68% | -6.43% |
| Avg. Up Month | 4.75% | 11.87% |
| Avg. Down Month | -2.09% | -10.53% |
| Win Days % | 46.98% | 51.32% |
| Win Month % | 40.54% | 60.98% |
| Win Week % | 43.4% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |