| Metric | 11381598:btcusd:triple_med_gx:lsma95_65 | 11381598:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 14.41% | 152.93% |
| Max Drawdown | -16.51% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.32 | 0.58 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 94.5 | 2.86 |
| Outlier Loss Ratio | 3.7 | 2.85 |
| Volatility (ann.) | 5.69% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.25 | 0.48 |
| Skew | 1.55 | 0.18 |
| Kurtosis | 106.22 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.29% |
| Expected Yearly % | 3.42% | 26.11% |
| Kelly Criterion | 2.34% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11381598:BTCUSD | 11381598:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.94 | -0.05 | + |
| 2023 | 155.54 | 24.67 | 0.16 | - |
| 2024 | 121.00 | -1.20 | -0.01 | - |
| 2025 | 17.02 | -9.77 | -0.57 | - |
| Metric | 11381598:btcusd:triple_med_gx:lsma95_65 | 11381598:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.16% | 31.76% |
| 6M | -9.77% | 12.25% |
| YTD | -9.77% | 17.02% |
| 1Y | -0.77% | 57.19% |
| 3Y (ann.) | 6.13% | 55.42% |
| 5Y (ann.) | 4.14% | 32.3% |
| Metric | 11381598:btcusd:triple_med_gx:lsma95_65 | 11381598:BTCUSD |
|---|---|---|
| Max Drawdown | -16.51% | -67.18% |
| Longest DD Days | 317.0 | 683.0 |
| Avg. Drawdown | -4.88% | -7.61% |
| Avg. Drawdown Days | 103.0 | 38.0 |
| Recovery Factor | 0.87 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -16.51 | 233 |
| 2023-12-06 | 2024-10-18 | -11.45 | 317 |
| 2022-03-06 | 2022-11-30 | -10.23 | 268 |
| 2023-05-06 | 2023-06-20 | -6.71 | 45 |
| 2022-12-01 | 2023-03-17 | -2.80 | 106 |
| 2023-06-21 | 2023-12-05 | -2.53 | 167 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| 2022-03-05 | 2022-03-05 | -0.18 | 0 |
| Metric | 11381598:btcusd:triple_med_gx:lsma95_65 | 11381598:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 11.4% | 43.77% |
| Worst Month | -11.67% | -37.12% |
| Best Year | 24.67% | 155.54% |
| Worst Year | -9.77% | -61.73% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 3.93% | 8.33% |
| Avg. Down Week | -3.17% | -4.15% |
| Avg. Up Month | 4.58% | 9.46% |
| Avg. Down Month | -0.99% | -12.43% |
| Win Days % | 46.2% | 51.27% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 51.35% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |