| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 7.52% | 208.61% |
| Max Drawdown | -10.28% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.22 | 0.65 |
| Payoff Ratio | 1.36 | 1.15 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 131.54 | 2.7 |
| Outlier Loss Ratio | 4.0 | 2.55 |
| Volatility (ann.) | 4.71% | 26.38% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.21 | 0.59 |
| Skew | 4.65 | 0.2 |
| Kurtosis | 211.77 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.72% |
| Expected Yearly % | 1.83% | 32.54% |
| Kelly Criterion | -2.35% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.24% |
| Expected Shortfall (cVaR) | -0.4% | -2.24% |
| Year | 11386031:BTCUSD | 11386031:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -1.27 | 0.02 | + |
| 2023 | 155.54 | -1.31 | -0.01 | - |
| 2024 | 121.00 | 15.17 | 0.13 | - |
| 2025 | 17.02 | -4.19 | -0.25 | - |
| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.67% | 31.76% |
| 6M | -4.19% | 12.25% |
| YTD | -4.19% | 17.02% |
| 1Y | 1.72% | 57.19% |
| 3Y (ann.) | 4.12% | 55.42% |
| 5Y (ann.) | 2.17% | 39.6% |
| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| Max Drawdown | -10.28% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -2.87% | -6.33% |
| Avg. Drawdown Days | 107.0 | 31.0 |
| Recovery Factor | 0.73 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-05-02 | -10.28 | 652 |
| 2022-03-11 | 2022-07-19 | -8.07 | 130 |
| 2024-09-28 | 2025-06-11 | -6.57 | 256 |
| 2024-05-28 | 2024-08-23 | -3.49 | 87 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2024-08-25 | 2024-09-26 | -0.37 | 32 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-02-16 | 2022-03-10 | -0.28 | 22 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11386031:btcusd:triple_med_gx:lsma95_85 | 11386031:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 6.32% | 35.75% |
| Worst Week | -3.91% | -29.64% |
| Best Month | 7.95% | 43.77% |
| Worst Month | -4.35% | -37.12% |
| Best Year | 15.17% | 155.54% |
| Worst Year | -4.19% | -53.3% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -0.65% | -0.8% |
| Avg. Up Week | 2.06% | 7.1% |
| Avg. Down Week | -1.04% | -5.12% |
| Avg. Up Month | 1.98% | 19.48% |
| Avg. Down Month | -1.88% | -11.83% |
| Win Days % | 41.08% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 44.07% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |