| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 20.07% | 154.28% |
| Max Drawdown | -9.88% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.48 | 0.58 |
| Payoff Ratio | 1.38 | 1.19 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.32 | 2.87 |
| Outlier Loss Ratio | 3.45 | 2.73 |
| Volatility (ann.) | 5.29% | 26.25% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.57 | 0.48 |
| Skew | 4.44 | 0.18 |
| Kurtosis | 113.93 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.3% |
| Expected Yearly % | 4.68% | 26.28% |
| Kelly Criterion | 5.09% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11400988:BTCUSD | 11400988:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 7.89 | -0.13 | + |
| 2023 | 155.54 | 2.97 | 0.02 | - |
| 2024 | 121.00 | 11.88 | 0.10 | - |
| 2025 | 16.76 | -3.40 | -0.20 | - |
| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.08% | 31.46% |
| 6M | -3.4% | 12.77% |
| YTD | -3.4% | 16.76% |
| 1Y | 3.8% | 56.84% |
| 3Y (ann.) | 6.07% | 55.31% |
| 5Y (ann.) | 5.64% | 32.33% |
| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| Max Drawdown | -9.88% | -67.18% |
| Longest DD Days | 265.0 | 683.0 |
| Avg. Drawdown | -3.32% | -7.12% |
| Avg. Drawdown Days | 63.0 | 37.0 |
| Recovery Factor | 2.03 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2024-08-07 | -9.88 | 265 |
| 2025-03-06 | 2025-06-11 | -9.09 | 97 |
| 2022-05-13 | 2022-10-04 | -6.79 | 143 |
| 2022-10-26 | 2023-04-10 | -6.01 | 166 |
| 2023-07-14 | 2023-11-15 | -5.11 | 124 |
| 2024-10-09 | 2024-12-05 | -4.91 | 57 |
| 2023-05-23 | 2023-06-17 | -4.15 | 24 |
| 2022-02-27 | 2022-05-13 | -3.62 | 74 |
| 2024-08-07 | 2024-09-08 | -3.24 | 32 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11400988:btcusd:triple_med_gx:lsma115_130 | 11400988:BTCUSD |
|---|---|---|
| Best Day | 5.2% | 9.33% |
| Worst Day | -3.46% | -9.32% |
| Best Week | 7.65% | 35.75% |
| Worst Week | -3.88% | -29.64% |
| Best Month | 8.16% | 43.77% |
| Worst Month | -3.88% | -37.12% |
| Best Year | 11.88% | 155.54% |
| Worst Year | -3.4% | -61.44% |
| Avg. Up Day | 1.03% | 1.06% |
| Avg. Down Day | -0.75% | -0.89% |
| Avg. Up Week | 3.81% | 7.84% |
| Avg. Down Week | -1.42% | -5.96% |
| Avg. Up Month | 3.62% | 7.57% |
| Avg. Down Month | -1.39% | -11.77% |
| Win Days % | 44.96% | 51.27% |
| Win Month % | 41.38% | 60.98% |
| Win Week % | 43.9% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |