| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 8.54% | 152.36% |
| Max Drawdown | -9.94% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 2.02 | 1.59 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.92 | 0.87 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 282.06 | 2.4 |
| Outlier Loss Ratio | 4.3 | 2.46 |
| Volatility (ann.) | 3.57% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.25 | 0.48 |
| Skew | 20.36 | 0.18 |
| Kurtosis | 888.7 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.28% |
| Expected Yearly % | 2.07% | 26.04% |
| Kelly Criterion | 1.51% | 20.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.23% |
| Expected Shortfall (cVaR) | -0.31% | -2.23% |
| Year | 11397741:BTCUSD | 11397741:btcusd:triple_med_gx:lsma115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 5.88 | -0.10 | + |
| 2023 | 155.54 | 3.33 | 0.02 | - |
| 2024 | 121.00 | 0.33 | 0.00 | - |
| 2025 | 16.76 | -1.12 | -0.07 | - |
| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.85% | 31.46% |
| 6M | -1.12% | 12.77% |
| YTD | -1.12% | 16.76% |
| 1Y | -1.85% | 56.84% |
| 3Y (ann.) | -1.27% | 55.31% |
| 5Y (ann.) | 2.5% | 32.21% |
| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| Max Drawdown | -9.94% | -67.18% |
| Longest DD Days | 1156.0 | 683.0 |
| Avg. Drawdown | -5.06% | -7.61% |
| Avg. Drawdown Days | 578.0 | 38.0 |
| Recovery Factor | 0.86 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-12 | 2025-06-11 | -9.94 | 1156 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| Metric | 11397741:btcusd:triple_med_gx:lsma115_120 | 11397741:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -3.44% | -9.32% |
| Best Week | 13.72% | 35.75% |
| Worst Week | -3.61% | -29.64% |
| Best Month | 13.72% | 43.77% |
| Worst Month | -3.61% | -37.12% |
| Best Year | 5.88% | 155.54% |
| Worst Year | -1.12% | -61.73% |
| Avg. Up Day | 1.28% | 1.35% |
| Avg. Down Day | -0.64% | -0.85% |
| Avg. Up Week | 2.67% | 6.1% |
| Avg. Down Week | -1.32% | -5.49% |
| Avg. Up Month | 3.37% | 11.31% |
| Avg. Down Month | -1.76% | -14.0% |
| Win Days % | 34.15% | 51.26% |
| Win Month % | 36.36% | 60.98% |
| Win Week % | 34.78% | 50.28% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |