| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 7.65% | 187.39% |
| Max Drawdown | -5.25% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 2.02 | 1.91 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 1.05 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 349.87 | 2.38 |
| Outlier Loss Ratio | 5.21 | 2.43 |
| Volatility (ann.) | 2.63% | 26.35% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.42 | 0.55 |
| Skew | 15.35 | 0.2 |
| Kurtosis | 469.64 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.55% |
| Expected Yearly % | 1.86% | 30.2% |
| Kelly Criterion | -1.62% | 25.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.24% |
| Expected Shortfall (cVaR) | -0.22% | -2.24% |
| Year | 11396494:BTCUSD | 11396494:btcusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 3.12 | -0.06 | + |
| 2023 | 155.54 | 0.03 | 0.00 | - |
| 2024 | 121.00 | 8.60 | 0.07 | - |
| 2025 | 16.76 | -3.90 | -0.23 | - |
| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.77% | 31.46% |
| 6M | -3.9% | 12.77% |
| YTD | -3.9% | 16.76% |
| 1Y | 0.56% | 56.84% |
| 3Y (ann.) | 1.34% | 55.31% |
| 5Y (ann.) | 2.22% | 36.89% |
| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| Max Drawdown | -5.25% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -1.49% | -6.61% |
| Avg. Drawdown Days | 69.0 | 33.0 |
| Recovery Factor | 1.46 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -5.25 | 116 |
| 2022-06-24 | 2022-10-25 | -3.05 | 123 |
| 2023-04-12 | 2024-04-04 | -2.89 | 358 |
| 2022-11-20 | 2023-02-17 | -2.53 | 89 |
| 2024-07-01 | 2024-08-13 | -2.45 | 43 |
| 2024-11-08 | 2025-02-14 | -0.61 | 97 |
| 2022-04-20 | 2022-04-21 | -0.18 | 0 |
| 2022-05-19 | 2022-05-19 | -0.18 | 0 |
| 2024-04-23 | 2024-04-23 | -0.18 | 0 |
| 2024-09-13 | 2024-09-13 | -0.18 | 0 |
| Metric | 11396494:btcusd:triple_med_gx:lsma115_120 | 11396494:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -2.07% | -9.32% |
| Best Week | 3.69% | 35.75% |
| Worst Week | -2.25% | -29.64% |
| Best Month | 4.19% | 43.77% |
| Worst Month | -3.92% | -37.12% |
| Best Year | 8.6% | 155.54% |
| Worst Year | -3.9% | -56.42% |
| Avg. Up Day | 1.18% | 1.27% |
| Avg. Down Day | -0.58% | -0.67% |
| Avg. Up Week | 1.21% | 9.14% |
| Avg. Down Week | -0.89% | -4.96% |
| Avg. Up Month | 1.67% | 12.19% |
| Avg. Down Month | -2.19% | -15.6% |
| Win Days % | 32.05% | 51.28% |
| Win Month % | 52.0% | 61.9% |
| Win Week % | 44.12% | 50.84% |
| Win Quarter % | 54.55% | 57.14% |
| Win Year % | 75.0% | 75.0% |