| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 33.89% | 152.36% |
| Max Drawdown | -11.35% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.76 | 0.58 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.96 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 111.73 | 2.71 |
| Outlier Loss Ratio | 3.1 | 2.55 |
| Volatility (ann.) | 5.8% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.81 | 0.48 |
| Skew | 9.8 | 0.18 |
| Kurtosis | 307.64 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.28% |
| Expected Yearly % | 7.57% | 26.04% |
| Kelly Criterion | 10.54% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11401147:BTCUSD | 11401147:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.68 | -0.16 | + |
| 2023 | 155.54 | 7.82 | 0.05 | - |
| 2024 | 121.00 | 13.93 | 0.12 | - |
| 2025 | 16.76 | -0.63 | -0.04 | - |
| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.63% | 31.46% |
| 6M | -0.63% | 12.77% |
| YTD | -0.63% | 16.76% |
| 1Y | 15.83% | 56.84% |
| 3Y (ann.) | 5.09% | 55.31% |
| 5Y (ann.) | 9.2% | 32.21% |
| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| Max Drawdown | -11.35% | -67.18% |
| Longest DD Days | 672.0 | 683.0 |
| Avg. Drawdown | -4.07% | -7.61% |
| Avg. Drawdown Days | 149.0 | 38.0 |
| Recovery Factor | 2.99 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2024-08-08 | -11.35 | 672 |
| 2022-03-02 | 2022-06-19 | -7.46 | 109 |
| 2024-12-05 | 2025-06-11 | -5.45 | 188 |
| 2022-06-19 | 2022-08-12 | -2.72 | 54 |
| 2024-09-14 | 2024-12-04 | -2.34 | 81 |
| 2024-08-09 | 2024-09-13 | -1.93 | 35 |
| 2022-08-13 | 2022-10-06 | -1.14 | 53 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| Metric | 11401147:btcusd:triple_med_gx:lsma115_130 | 11401147:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.46% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -2.75% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -4.11% | -37.12% |
| Best Year | 13.93% | 155.54% |
| Worst Year | -0.63% | -61.73% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.81% | -0.9% |
| Avg. Up Week | 2.63% | 7.0% |
| Avg. Down Week | -1.58% | -5.95% |
| Avg. Up Month | 3.2% | 9.66% |
| Avg. Down Month | -1.84% | -7.99% |
| Win Days % | 48.15% | 51.26% |
| Win Month % | 68.18% | 60.98% |
| Win Week % | 53.57% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |