| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 13.15% | 196.26% |
| Max Drawdown | -6.55% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.49 | 0.63 |
| Payoff Ratio | 1.37 | 1.14 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 209.9 | 2.52 |
| Outlier Loss Ratio | 4.04 | 2.49 |
| Volatility (ann.) | 3.05% | 26.03% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.56 | 0.56 |
| Skew | 1.07 | 0.18 |
| Kurtosis | 202.66 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.62% |
| Expected Yearly % | 3.14% | 31.19% |
| Kelly Criterion | 7.08% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.21% |
| Expected Shortfall (cVaR) | -0.26% | -2.21% |
| Year | 11396123:BTCUSD | 11396123:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 1.16 | -0.02 | + |
| 2023 | 155.54 | 2.53 | 0.02 | - |
| 2024 | 121.00 | 3.09 | 0.03 | - |
| 2025 | 27.10 | 5.82 | 0.21 | - |
| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.0% | 41.88% |
| 6M | 5.82% | 22.91% |
| YTD | 5.82% | 27.1% |
| 1Y | 2.01% | 82.29% |
| 3Y (ann.) | 3.99% | 77.48% |
| 5Y (ann.) | 3.69% | 37.53% |
| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| Max Drawdown | -6.55% | -67.18% |
| Longest DD Days | 319.0 | 683.0 |
| Avg. Drawdown | -2.28% | -6.96% |
| Avg. Drawdown Days | 93.0 | 36.0 |
| Recovery Factor | 2.01 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-11 | 2025-01-17 | -6.55 | 250 |
| 2022-05-31 | 2022-12-05 | -6.08 | 187 |
| 2022-12-05 | 2023-10-20 | -5.88 | 319 |
| 2023-10-20 | 2024-02-09 | -1.47 | 111 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2025-01-17 | 2025-03-23 | -0.93 | 64 |
| 2024-05-11 | 2024-05-11 | -0.39 | 0 |
| 2024-05-10 | 2024-05-10 | -0.18 | 0 |
| 2022-05-31 | 2022-05-31 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11396123:btcusd:triple_med_gx:lsma125_115 | 11396123:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 6.29% | 35.75% |
| Worst Week | -5.09% | -29.64% |
| Best Month | 6.29% | 43.77% |
| Worst Month | -5.09% | -37.12% |
| Best Year | 5.82% | 155.54% |
| Worst Year | 1.16% | -58.73% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.6% | -0.74% |
| Avg. Up Week | 1.9% | 6.59% |
| Avg. Down Week | -1.61% | -7.5% |
| Avg. Up Month | 2.32% | 18.2% |
| Avg. Down Month | -1.69% | -12.54% |
| Win Days % | 46.32% | 51.32% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 58.33% | 51.1% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 100.0% | 75.0% |