| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.8% | 161.95% |
| Max Drawdown | -24.97% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.21 | 0.59 |
| Payoff Ratio | 1.06 | 0.95 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.55 | 0.52 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 55.65 | 3.16 |
| Outlier Loss Ratio | 3.23 | 3.12 |
| Volatility (ann.) | 8.78% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.14 | 0.5 |
| Skew | 1.06 | 0.18 |
| Kurtosis | 72.95 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.38% |
| Expected Yearly % | 2.83% | 27.22% |
| Kelly Criterion | -0.29% | 0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11395486:BTCUSD | 11395486:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.27 | -0.04 | + |
| 2023 | 155.54 | 20.95 | 0.13 | - |
| 2024 | 121.00 | -5.27 | -0.04 | - |
| 2025 | 16.76 | -4.59 | -0.27 | - |
| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.44% | 31.46% |
| 6M | -4.59% | 12.77% |
| YTD | -4.59% | 16.76% |
| 1Y | -19.5% | 56.84% |
| 3Y (ann.) | 8.5% | 55.31% |
| 5Y (ann.) | 3.39% | 33.36% |
| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| Max Drawdown | -24.97% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -5.63% | -7.17% |
| Avg. Drawdown Days | 88.0 | 37.0 |
| Recovery Factor | 0.47 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -24.97 | 391 |
| 2022-02-19 | 2022-11-10 | -18.55 | 264 |
| 2024-03-05 | 2024-05-15 | -8.64 | 71 |
| 2023-02-02 | 2023-10-23 | -6.80 | 263 |
| 2024-01-09 | 2024-03-04 | -5.39 | 55 |
| 2023-11-11 | 2023-12-20 | -2.70 | 39 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-12-20 | 2024-01-08 | -1.53 | 18 |
| 2022-12-21 | 2023-02-01 | -0.84 | 42 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| Metric | 11395486:btcusd:triple_med_gx:lsma145_115 | 11395486:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -11.96% | -37.12% |
| Best Year | 20.95% | 155.54% |
| Worst Year | -5.27% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.91% | -1.03% |
| Avg. Up Week | 3.35% | 5.37% |
| Avg. Down Week | -3.01% | -5.95% |
| Avg. Up Month | 4.13% | 9.9% |
| Avg. Down Month | -3.98% | -14.6% |
| Win Days % | 48.5% | 51.28% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 51.67% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |