| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 85.3% | 183.63% |
| Max Drawdown | -9.71% | -67.18% |
| Sharpe | 0.66 | 0.43 |
| Sortino | 1.16 | 0.62 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.47 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.97 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 61.9 | 3.04 |
| Outlier Loss Ratio | 3.85 | 2.85 |
| Volatility (ann.) | 7.33% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.08 | 0.54 |
| Skew | 4.42 | 0.2 |
| Kurtosis | 108.93 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.58% |
| Expected Yearly % | 16.67% | 29.77% |
| Kelly Criterion | 12.83% | 11.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11386571:BTCUSD | 11386571:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 31.67 | -0.55 | + |
| 2023 | 155.54 | 11.54 | 0.07 | - |
| 2024 | 121.00 | 28.83 | 0.24 | - |
| 2025 | 17.02 | -2.07 | -0.12 | - |
| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.35% | 31.76% |
| 6M | -3.69% | 12.25% |
| YTD | -2.07% | 17.02% |
| 1Y | 14.04% | 57.19% |
| 3Y (ann.) | 13.79% | 55.42% |
| 5Y (ann.) | 20.18% | 36.43% |
| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| Max Drawdown | -9.71% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -2.85% | -6.9% |
| Avg. Drawdown Days | 42.0 | 35.0 |
| Recovery Factor | 8.79 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -9.71 | 175 |
| 2023-03-18 | 2023-12-05 | -7.75 | 262 |
| 2022-10-04 | 2023-03-17 | -6.72 | 163 |
| 2024-05-18 | 2024-08-20 | -6.68 | 93 |
| 2022-04-26 | 2022-05-24 | -5.97 | 28 |
| 2024-01-17 | 2024-05-14 | -5.75 | 118 |
| 2022-05-25 | 2022-07-19 | -5.49 | 55 |
| 2022-07-19 | 2022-09-09 | -4.78 | 51 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-01-13 | 2024-01-16 | -2.96 | 3 |
| Metric | 11386571:btcusd:triple_med_gx:lsma105_85 | 11386571:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.05% | 35.75% |
| Worst Week | -4.17% | -29.64% |
| Best Month | 18.77% | 43.77% |
| Worst Month | -4.64% | -37.12% |
| Best Year | 31.67% | 155.54% |
| Worst Year | -2.07% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 4.05% | 8.14% |
| Avg. Down Week | -1.87% | -5.16% |
| Avg. Up Month | 6.54% | 15.86% |
| Avg. Down Month | -1.03% | -13.85% |
| Win Days % | 50.69% | 51.32% |
| Win Month % | 48.57% | 60.98% |
| Win Week % | 49.12% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |