| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 44.98% | 161.95% |
| Max Drawdown | -10.81% | -67.18% |
| Sharpe | 0.46 | 0.41 |
| Sortino | 0.78 | 0.59 |
| Payoff Ratio | 1.29 | 1.15 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.65 | 3.0 |
| Outlier Loss Ratio | 3.47 | 2.84 |
| Volatility (ann.) | 6.45% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.09 | 0.5 |
| Skew | 4.27 | 0.18 |
| Kurtosis | 110.83 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.38% |
| Expected Yearly % | 9.73% | 27.22% |
| Kelly Criterion | 8.55% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11400878:BTCUSD | 11400878:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 21.12 | -0.35 | + |
| 2023 | 155.54 | -1.02 | -0.01 | - |
| 2024 | 121.00 | 13.97 | 0.12 | - |
| 2025 | 16.76 | 6.10 | 0.36 | - |
| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 5.9% | 31.46% |
| 6M | 1.24% | 12.77% |
| YTD | 6.1% | 16.76% |
| 1Y | 13.85% | 56.84% |
| 3Y (ann.) | 5.07% | 55.31% |
| 5Y (ann.) | 11.74% | 33.36% |
| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| Max Drawdown | -10.81% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -3.69% | -7.17% |
| Avg. Drawdown Days | 70.0 | 37.0 |
| Recovery Factor | 4.16 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-09-06 | -10.81 | 498 |
| 2022-10-24 | 2023-04-26 | -8.45 | 184 |
| 2025-03-06 | 2025-05-18 | -7.33 | 73 |
| 2024-09-06 | 2024-11-11 | -6.65 | 66 |
| 2024-12-25 | 2025-03-05 | -6.37 | 70 |
| 2022-08-03 | 2022-09-30 | -5.13 | 58 |
| 2025-05-19 | 2025-06-11 | -3.64 | 23 |
| 2024-11-12 | 2024-12-04 | -2.08 | 22 |
| 2022-04-11 | 2022-05-12 | -2.04 | 31 |
| 2022-09-30 | 2022-10-23 | -1.79 | 23 |
| Metric | 11400878:btcusd:triple_med_gx:lsma115_130 | 11400878:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -5.38% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -4.1% | -37.12% |
| Best Year | 21.12% | 155.54% |
| Worst Year | -1.02% | -60.27% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.79% | -0.91% |
| Avg. Up Week | 2.56% | 6.13% |
| Avg. Down Week | -2.4% | -4.87% |
| Avg. Up Month | 5.5% | 12.65% |
| Avg. Down Month | -1.81% | -10.78% |
| Win Days % | 48.41% | 51.28% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 55.36% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |