| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 17.95% | 153.56% |
| Max Drawdown | -21.39% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.3 | 0.57 |
| Payoff Ratio | 1.32 | 1.17 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.0 | 3.13 |
| Outlier Loss Ratio | 3.48 | 3.01 |
| Volatility (ann.) | 8.26% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.24 | 0.48 |
| Skew | 3.09 | 0.18 |
| Kurtosis | 111.2 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.3% |
| Expected Yearly % | 4.21% | 26.19% |
| Kelly Criterion | -0.34% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11402506:BTCUSD | 11402506:btcusd:triple_med_gx:lsma155_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 15.67 | -0.25 | + |
| 2023 | 155.54 | -8.86 | -0.06 | - |
| 2024 | 121.00 | 41.62 | 0.34 | - |
| 2025 | 16.76 | -21.00 | -1.25 | - |
| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| MTD | -0.65% | 4.16% |
| 3M | -7.34% | 31.46% |
| 6M | -21.0% | 12.77% |
| YTD | -21.0% | 16.76% |
| 1Y | -2.28% | 56.84% |
| 3Y (ann.) | -0.26% | 55.31% |
| 5Y (ann.) | 5.07% | 32.13% |
| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -67.18% |
| Longest DD Days | 816.0 | 683.0 |
| Avg. Drawdown | -4.94% | -7.53% |
| Avg. Drawdown Days | 91.0 | 40.0 |
| Recovery Factor | 0.84 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -21.39 | 188 |
| 2022-05-13 | 2024-08-06 | -18.76 | 816 |
| 2022-03-29 | 2022-05-13 | -10.13 | 44 |
| 2024-08-07 | 2024-11-06 | -5.27 | 90 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2022-02-26 | 2022-03-26 | -0.72 | 28 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -8.33% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -8.33% | -37.12% |
| Best Year | 41.62% | 155.54% |
| Worst Year | -21.0% | -61.55% |
| Avg. Up Day | 1.12% | 1.15% |
| Avg. Down Day | -0.85% | -0.98% |
| Avg. Up Week | 2.57% | 7.14% |
| Avg. Down Week | -1.79% | -3.72% |
| Avg. Up Month | 4.58% | 14.83% |
| Avg. Down Month | -2.4% | -9.56% |
| Win Days % | 42.93% | 51.28% |
| Win Month % | 43.59% | 60.98% |
| Win Week % | 47.62% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |