| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 15.46% | 188.04% |
| Max Drawdown | -9.39% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.37 | 0.63 |
| Payoff Ratio | 1.42 | 1.32 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.73 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 107.64 | 2.78 |
| Outlier Loss Ratio | 3.78 | 2.66 |
| Volatility (ann.) | 5.27% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.47 | 0.55 |
| Skew | 3.2 | 0.2 |
| Kurtosis | 121.12 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.55% |
| Expected Yearly % | 3.66% | 30.28% |
| Kelly Criterion | 1.41% | 14.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.24% |
| Expected Shortfall (cVaR) | -0.45% | -2.24% |
| Year | 11386526:BTCUSD | 11386526:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -1.78 | 0.03 | + |
| 2023 | 155.54 | 3.02 | 0.02 | - |
| 2024 | 121.00 | 21.52 | 0.18 | - |
| 2025 | 17.02 | -6.10 | -0.36 | - |
| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.9% | 31.76% |
| 6M | -4.32% | 12.25% |
| YTD | -6.1% | 17.02% |
| 1Y | 1.47% | 57.19% |
| 3Y (ann.) | 3.04% | 55.42% |
| 5Y (ann.) | 4.37% | 36.99% |
| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| Max Drawdown | -9.39% | -67.18% |
| Longest DD Days | 552.0 | 683.0 |
| Avg. Drawdown | -3.39% | -6.61% |
| Avg. Drawdown Days | 84.0 | 33.0 |
| Recovery Factor | 1.65 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-29 | 2024-01-02 | -9.39 | 552 |
| 2024-05-16 | 2024-11-10 | -7.98 | 177 |
| 2024-12-16 | 2025-06-11 | -7.82 | 176 |
| 2024-03-05 | 2024-04-04 | -4.60 | 30 |
| 2024-01-11 | 2024-03-04 | -4.54 | 53 |
| 2022-02-05 | 2022-04-25 | -3.65 | 78 |
| 2024-04-04 | 2024-05-03 | -3.50 | 28 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-02-05 | 2022-02-05 | -0.18 | 0 |
| Metric | 11386526:btcusd:triple_med_gx:lsma95_85 | 11386526:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -4.65% | -9.32% |
| Best Week | 6.17% | 35.75% |
| Worst Week | -5.68% | -29.64% |
| Best Month | 6.73% | 43.77% |
| Worst Month | -5.68% | -37.12% |
| Best Year | 21.52% | 155.54% |
| Worst Year | -6.1% | -56.42% |
| Avg. Up Day | 0.99% | 1.03% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.01% | 9.09% |
| Avg. Down Week | -2.4% | -6.01% |
| Avg. Up Month | 2.27% | 16.56% |
| Avg. Down Month | -2.32% | -14.61% |
| Win Days % | 42.15% | 51.3% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 52.83% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |