| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 5.28% | 297.87% |
| Max Drawdown | -47.78% | -32.34% |
| Sharpe | 0.05 | 0.39 |
| Sortino | 0.08 | 0.55 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.02 | 1.06 |
| Common Sense Ratio | 1.16 | 1.09 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 20.33 | 3.84 |
| Outlier Loss Ratio | 3.46 | 3.81 |
| Volatility (ann.) | 6.34% | 10.51% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.07 | 4.12 |
| Skew | 0.44 | -0.02 |
| Kurtosis | 36.82 | 9.07 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.26% | 7.15% |
| Expected Yearly % | 1.73% | 58.46% |
| Kelly Criterion | -1.79% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -0.89% |
| Expected Shortfall (cVaR) | -0.55% | -0.89% |
| Year | 12177896:BTCUSD | 12177896:btcusd:triple_med_gx:lsma195_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 20.74 | 0.39 | - |
| 2024 | 121.00 | -6.33 | -0.05 | - |
| 2025 | 17.56 | -6.91 | -0.39 | - |
| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| MTD | -1.35% | 16.52% |
| 3M | -3.21% | 19.92% |
| 6M | -19.63% | 11.99% |
| YTD | -6.91% | 17.56% |
| 1Y | -24.67% | 60.27% |
| 3Y (ann.) | 3.21% | 133.3% |
| 5Y (ann.) | 3.21% | 133.3% |
| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| Max Drawdown | -47.78% | -32.34% |
| Longest DD Days | 426.0 | 236.0 |
| Avg. Drawdown | -2.59% | -2.23% |
| Avg. Drawdown Days | 11.0 | 4.0 |
| Recovery Factor | 0.11 | 9.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-05-27 | -47.78 | 426 |
| 2024-01-11 | 2024-02-26 | -11.30 | 46 |
| 2024-03-05 | 2024-03-19 | -9.81 | 14 |
| 2023-11-16 | 2023-12-04 | -7.42 | 18 |
| 2023-11-09 | 2023-11-15 | -6.61 | 6 |
| 2023-12-25 | 2024-01-08 | -6.47 | 13 |
| 2023-12-11 | 2023-12-19 | -5.47 | 7 |
| 2024-01-08 | 2024-01-11 | -3.68 | 2 |
| 2024-03-19 | 2024-03-20 | -3.55 | 1 |
| 2023-10-24 | 2023-11-09 | -3.40 | 16 |
| Metric | 12177896:btcusd:triple_med_gx:lsma195_45 | 12177896:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.44% | 23.06% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 24.56% | 43.77% |
| Worst Month | -16.67% | -17.69% |
| Best Year | 20.74% | 121.0% |
| Worst Year | -6.91% | 17.56% |
| Avg. Up Day | 0.45% | 0.46% |
| Avg. Down Day | -0.41% | -0.43% |
| Avg. Up Week | 4.28% | 7.87% |
| Avg. Down Week | -3.2% | -3.84% |
| Avg. Up Month | 9.08% | 18.02% |
| Avg. Down Month | -8.74% | -8.97% |
| Win Days % | 46.92% | 51.08% |
| Win Month % | 45.0% | 70.0% |
| Win Week % | 45.98% | 56.82% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 33.33% | 100.0% |