| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 18.53% | 172.16% |
| Max Drawdown | -9.46% | -67.18% |
| Sharpe | 0.38 | 0.42 |
| Sortino | 0.59 | 0.61 |
| Payoff Ratio | 1.25 | 1.1 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 159.65 | 2.72 |
| Outlier Loss Ratio | 3.84 | 2.51 |
| Volatility (ann.) | 3.55% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.56 | 0.53 |
| Skew | 0.77 | 0.19 |
| Kurtosis | 130.09 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.47% |
| Expected Yearly % | 4.34% | 28.44% |
| Kelly Criterion | 9.01% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.23% |
| Expected Shortfall (cVaR) | -0.3% | -2.23% |
| Year | 11396126:BTCUSD | 11396126:btcusd:triple_med_gx:lsma130_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.51 | 0.04 | + |
| 2023 | 155.54 | 3.89 | 0.03 | - |
| 2024 | 121.00 | 8.88 | 0.07 | - |
| 2025 | 16.76 | 7.48 | 0.45 | - |
| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.76% | 31.46% |
| 6M | 7.48% | 12.77% |
| YTD | 7.48% | 16.76% |
| 1Y | 9.35% | 56.84% |
| 3Y (ann.) | 5.56% | 55.31% |
| 5Y (ann.) | 5.27% | 35.29% |
| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| Max Drawdown | -9.46% | -67.18% |
| Longest DD Days | 691.0 | 683.0 |
| Avg. Drawdown | -2.47% | -7.19% |
| Avg. Drawdown Days | 114.0 | 37.0 |
| Recovery Factor | 1.96 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2024-02-09 | -9.46 | 691 |
| 2024-08-27 | 2024-10-29 | -6.19 | 62 |
| 2024-02-09 | 2024-05-12 | -1.34 | 92 |
| 2025-01-17 | 2025-03-23 | -1.30 | 64 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2024-07-16 | 2024-07-16 | -0.18 | 0 |
| 2025-01-16 | 2025-01-17 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11396126:btcusd:triple_med_gx:lsma130_115 | 11396126:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 6.18% | 35.75% |
| Worst Week | -5.2% | -29.64% |
| Best Month | 6.18% | 43.77% |
| Worst Month | -5.2% | -37.12% |
| Best Year | 8.88% | 155.54% |
| Worst Year | -2.51% | -58.73% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.62% | -0.73% |
| Avg. Up Week | 3.19% | 8.8% |
| Avg. Down Week | -1.86% | -5.67% |
| Avg. Up Month | 2.82% | 17.32% |
| Avg. Down Month | -1.68% | -12.36% |
| Win Days % | 49.46% | 51.29% |
| Win Month % | 52.17% | 60.98% |
| Win Week % | 46.43% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |