| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 19.0% | 195.83% |
| Max Drawdown | -22.55% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 64.37 | 2.99 |
| Outlier Loss Ratio | 3.61 | 3.0 |
| Volatility (ann.) | 7.54% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 0.57 |
| Skew | 3.39 | 0.2 |
| Kurtosis | 94.41 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.68% |
| Expected Yearly % | 4.44% | 31.15% |
| Kelly Criterion | -0.15% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11395541:BTCUSD | 11395541:btcusd:triple_med_gx:lsma135_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 12.21 | -0.22 | + |
| 2023 | 155.54 | 12.57 | 0.08 | - |
| 2024 | 121.00 | -1.17 | -0.01 | - |
| 2025 | 16.76 | -4.67 | -0.28 | - |
| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.1% | 31.46% |
| 6M | -6.29% | 12.77% |
| YTD | -4.67% | 16.76% |
| 1Y | -11.74% | 56.84% |
| 3Y (ann.) | 2.62% | 55.31% |
| 5Y (ann.) | 5.32% | 38.19% |
| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| Max Drawdown | -22.55% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.97% |
| Avg. Drawdown Days | 109.0 | 36.0 |
| Recovery Factor | 0.84 | 2.92 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -22.55 | 463 |
| 2022-10-18 | 2023-10-24 | -14.49 | 370 |
| 2022-02-19 | 2022-07-30 | -9.29 | 160 |
| 2022-07-30 | 2022-10-17 | -7.46 | 78 |
| 2023-11-11 | 2024-01-08 | -3.49 | 58 |
| 2024-01-09 | 2024-03-04 | -2.51 | 55 |
| 2022-02-07 | 2022-02-19 | -0.55 | 12 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2022-02-05 | 2022-02-06 | -0.51 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| Metric | 11395541:btcusd:triple_med_gx:lsma135_115 | 11395541:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 15.03% | 35.75% |
| Worst Week | -8.24% | -29.64% |
| Best Month | 14.14% | 43.77% |
| Worst Month | -8.24% | -37.12% |
| Best Year | 12.57% | 155.54% |
| Worst Year | -4.67% | -55.14% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.79% | 6.95% |
| Avg. Down Week | -2.11% | -4.06% |
| Avg. Up Month | 4.5% | 11.08% |
| Avg. Down Month | -3.35% | -13.82% |
| Win Days % | 46.49% | 51.32% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 45.31% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |