| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 29.06% | 172.77% |
| Max Drawdown | -4.77% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.99 | 0.61 |
| Payoff Ratio | 1.53 | 1.39 |
| Profit Factor | 1.53 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.09 | 0.76 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 145.68 | 2.67 |
| Outlier Loss Ratio | 4.04 | 2.51 |
| Volatility (ann.) | 3.81% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.68 | 0.53 |
| Skew | 6.76 | 0.19 |
| Kurtosis | 140.69 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.48% |
| Expected Yearly % | 6.59% | 28.51% |
| Kelly Criterion | 11.66% | 16.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.23% |
| Expected Shortfall (cVaR) | -0.32% | -2.23% |
| Year | 11385555:BTCUSD | 11385555:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.35 | -0.11 | + |
| 2023 | 155.54 | 13.70 | 0.09 | - |
| 2024 | 121.00 | 7.03 | 0.06 | - |
| 2025 | 17.02 | -0.28 | -0.02 | - |
| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.59% | 31.76% |
| 6M | -0.28% | 12.25% |
| YTD | -0.28% | 17.02% |
| 1Y | 11.25% | 57.19% |
| 3Y (ann.) | 9.83% | 55.42% |
| 5Y (ann.) | 8.01% | 35.42% |
| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| Max Drawdown | -4.77% | -67.18% |
| Longest DD Days | 184.0 | 683.0 |
| Avg. Drawdown | -1.91% | -7.19% |
| Avg. Drawdown Days | 53.0 | 37.0 |
| Recovery Factor | 6.09 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-06-11 | -4.77 | 85 |
| 2022-05-26 | 2022-07-04 | -4.66 | 39 |
| 2022-12-01 | 2023-05-28 | -4.42 | 178 |
| 2024-01-12 | 2024-07-15 | -4.23 | 184 |
| 2024-09-19 | 2025-03-17 | -3.48 | 178 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-10-05 | 2022-11-30 | -1.80 | 56 |
| 2022-09-11 | 2022-10-03 | -1.47 | 21 |
| 2023-08-10 | 2023-09-07 | -1.12 | 28 |
| 2024-07-15 | 2024-08-23 | -0.95 | 39 |
| Metric | 11385555:btcusd:triple_med_gx:lsma95_80 | 11385555:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -2.4% | -9.32% |
| Best Week | 7.77% | 35.75% |
| Worst Week | -3.82% | -29.64% |
| Best Month | 7.77% | 43.77% |
| Worst Month | -2.79% | -37.12% |
| Best Year | 13.7% | 155.54% |
| Worst Year | -0.28% | -58.73% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.62% | -0.7% |
| Avg. Up Week | 2.57% | 9.14% |
| Avg. Down Week | -1.46% | -4.18% |
| Avg. Up Month | 3.02% | 13.38% |
| Avg. Down Month | -1.08% | -7.15% |
| Win Days % | 46.55% | 51.3% |
| Win Month % | 60.87% | 60.98% |
| Win Week % | 60.71% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |