| Metric | 11382865:btcusd:triple_med_gx:lsma95_70 | 11382865:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 32.3% | 152.93% |
| Max Drawdown | -11.43% | -67.18% |
| Sharpe | 0.42 | 0.4 |
| Sortino | 0.72 | 0.58 |
| Payoff Ratio | 1.37 | 1.3 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 94.97 | 2.84 |
| Outlier Loss Ratio | 3.77 | 2.77 |
| Volatility (ann.) | 5.41% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.77 | 0.48 |
| Skew | 4.06 | 0.18 |
| Kurtosis | 110.59 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.29% |
| Expected Yearly % | 7.25% | 26.11% |
| Kelly Criterion | 7.96% | 13.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.23% |
| Expected Shortfall (cVaR) | -0.46% | -2.23% |
| Year | 11382865:BTCUSD | 11382865:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.15 | -0.15 | + |
| 2023 | 155.54 | 21.33 | 0.14 | - |
| 2024 | 121.00 | 3.79 | 0.03 | - |
| 2025 | 17.02 | -3.75 | -0.22 | - |
| Metric | 11382865:btcusd:triple_med_gx:lsma95_70 | 11382865:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.09% | 31.76% |
| 6M | -3.75% | 12.25% |
| YTD | -3.75% | 17.02% |
| 1Y | 10.04% | 57.19% |
| 3Y (ann.) | 10.87% | 55.42% |
| 5Y (ann.) | 8.81% | 32.3% |
| Metric | 11382865:btcusd:triple_med_gx:lsma95_70 | 11382865:BTCUSD |
|---|---|---|
| Max Drawdown | -11.43% | -67.18% |
| Longest DD Days | 251.0 | 683.0 |
| Avg. Drawdown | -3.0% | -7.61% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 2.83 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2024-09-19 | -11.43 | 251 |
| 2024-10-21 | 2025-06-11 | -10.69 | 233 |
| 2023-05-06 | 2023-05-28 | -5.15 | 22 |
| 2022-05-25 | 2022-06-30 | -4.98 | 36 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-12-01 | 2023-03-17 | -3.23 | 106 |
| 2023-08-09 | 2023-12-05 | -2.81 | 118 |
| 2022-08-09 | 2022-10-03 | -2.69 | 55 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| Metric | 11382865:btcusd:triple_med_gx:lsma95_70 | 11382865:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 9.39% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 9.97% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 21.33% | 155.54% |
| Worst Year | -3.75% | -61.73% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.75% | 8.78% |
| Avg. Down Week | -2.58% | -4.21% |
| Avg. Up Month | 4.7% | 10.5% |
| Avg. Down Month | -1.92% | -9.33% |
| Win Days % | 46.74% | 51.27% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 54.29% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |