| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.88% | 183.29% |
| Max Drawdown | -10.05% | -67.18% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.5 | 1.32 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.73 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 257.48 | 2.39 |
| Outlier Loss Ratio | 5.14 | 2.45 |
| Volatility (ann.) | 2.85% | 26.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.08 | 0.54 |
| Skew | 9.81 | 0.2 |
| Kurtosis | 304.54 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.57% |
| Expected Yearly % | 0.71% | 29.73% |
| Kelly Criterion | -8.09% | 14.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.24% |
| Expected Shortfall (cVaR) | -0.24% | -2.24% |
| Year | 11397975:BTCUSD | 11397975:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 5.53 | -0.10 | + |
| 2023 | 155.54 | -4.04 | -0.03 | - |
| 2024 | 121.00 | -0.83 | -0.01 | - |
| 2025 | 16.76 | 2.44 | 0.15 | - |
| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| MTD | -0.17% | 4.16% |
| 3M | -1.16% | 31.46% |
| 6M | 3.32% | 12.77% |
| YTD | 2.44% | 16.76% |
| 1Y | 3.09% | 56.84% |
| 3Y (ann.) | 1.13% | 55.31% |
| 5Y (ann.) | 0.85% | 36.34% |
| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| Max Drawdown | -10.05% | -67.18% |
| Longest DD Days | 934.0 | 683.0 |
| Avg. Drawdown | -2.53% | -6.73% |
| Avg. Drawdown Days | 157.0 | 34.0 |
| Recovery Factor | 0.29 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-20 | 2025-06-11 | -10.05 | 934 |
| 2022-06-24 | 2022-08-12 | -2.60 | 49 |
| 2022-04-20 | 2022-06-23 | -2.40 | 64 |
| 2022-09-03 | 2022-10-25 | -2.14 | 52 |
| 2022-09-02 | 2022-09-02 | -0.18 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.18 | 0 |
| Metric | 11397975:btcusd:triple_med_gx:lsma115_125 | 11397975:BTCUSD |
|---|---|---|
| Best Day | 4.06% | 9.33% |
| Worst Day | -2.24% | -9.32% |
| Best Week | 3.69% | 35.75% |
| Worst Week | -1.68% | -29.64% |
| Best Month | 3.69% | 43.77% |
| Worst Month | -1.97% | -37.12% |
| Best Year | 5.53% | 155.54% |
| Worst Year | -4.04% | -57.04% |
| Avg. Up Day | 0.84% | 0.93% |
| Avg. Down Day | -0.56% | -0.7% |
| Avg. Up Week | 1.33% | 6.56% |
| Avg. Down Week | -0.62% | -2.66% |
| Avg. Up Month | 0.94% | 10.38% |
| Avg. Down Month | -0.87% | -10.05% |
| Win Days % | 35.07% | 51.3% |
| Win Month % | 43.75% | 60.98% |
| Win Week % | 39.58% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |