| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 31.21% | 152.93% |
| Max Drawdown | -10.24% | -67.18% |
| Sharpe | 0.49 | 0.4 |
| Sortino | 0.83 | 0.58 |
| Payoff Ratio | 1.5 | 1.37 |
| Profit Factor | 1.5 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.05 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 131.8 | 2.69 |
| Outlier Loss Ratio | 3.67 | 2.51 |
| Volatility (ann.) | 4.34% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.83 | 0.48 |
| Skew | 3.09 | 0.18 |
| Kurtosis | 152.56 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.29% |
| Expected Yearly % | 7.03% | 26.11% |
| Kelly Criterion | 11.52% | 15.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.23% |
| Expected Shortfall (cVaR) | -0.37% | -2.23% |
| Year | 11385521:BTCUSD | 11385521:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.13 | -0.18 | + |
| 2023 | 155.54 | 14.97 | 0.10 | - |
| 2024 | 121.00 | 3.69 | 0.03 | - |
| 2025 | 17.02 | -0.96 | -0.06 | - |
| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.08% | 31.76% |
| 6M | -0.96% | 12.25% |
| YTD | -0.96% | 17.02% |
| 1Y | 12.78% | 57.19% |
| 3Y (ann.) | 10.62% | 55.42% |
| 5Y (ann.) | 8.54% | 32.3% |
| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| Max Drawdown | -10.24% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -2.13% | -7.61% |
| Avg. Drawdown Days | 53.0 | 38.0 |
| Recovery Factor | 3.05 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-05 | 2024-09-18 | -10.24 | 288 |
| 2025-05-20 | 2025-06-11 | -5.25 | 22 |
| 2022-05-26 | 2022-07-04 | -4.66 | 39 |
| 2024-10-21 | 2025-05-19 | -3.89 | 210 |
| 2022-12-01 | 2023-03-17 | -2.78 | 106 |
| 2023-06-21 | 2023-09-07 | -1.68 | 78 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| 2024-09-19 | 2024-10-19 | -1.23 | 30 |
| 2022-10-02 | 2022-10-03 | -0.87 | 0 |
| 2023-05-29 | 2023-06-20 | -0.60 | 22 |
| Metric | 11385521:btcusd:triple_med_gx:lsma95_80 | 11385521:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.22% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 7.22% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 14.97% | 155.54% |
| Worst Year | -0.96% | -61.73% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 3.29% | 8.18% |
| Avg. Down Week | -2.56% | -3.66% |
| Avg. Up Month | 3.84% | 10.59% |
| Avg. Down Month | -1.29% | -8.16% |
| Win Days % | 46.96% | 51.27% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 59.26% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |