| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 28.17% | 196.5% |
| Max Drawdown | -9.21% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.77 | 0.64 |
| Payoff Ratio | 1.57 | 1.49 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.92 | 0.82 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 116.67 | 2.76 |
| Outlier Loss Ratio | 4.28 | 2.63 |
| Volatility (ann.) | 5.03% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.83 | 0.57 |
| Skew | 9.97 | 0.2 |
| Kurtosis | 251.77 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.69% |
| Expected Yearly % | 6.4% | 31.22% |
| Kelly Criterion | 6.59% | 18.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11386592:BTCUSD | 11386592:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 21.81 | -0.40 | + |
| 2023 | 155.54 | -2.29 | -0.01 | - |
| 2024 | 121.00 | 14.63 | 0.12 | - |
| 2025 | 17.02 | -6.05 | -0.36 | - |
| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.51% | 31.76% |
| 6M | -7.25% | 12.25% |
| YTD | -6.05% | 17.02% |
| 1Y | -0.79% | 57.19% |
| 3Y (ann.) | 3.51% | 55.42% |
| 5Y (ann.) | 7.69% | 38.32% |
| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| Max Drawdown | -9.21% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -2.43% | -6.97% |
| Avg. Drawdown Days | 81.0 | 36.0 |
| Recovery Factor | 3.06 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-04 | 2024-05-15 | -9.21 | 588 |
| 2024-12-17 | 2025-06-11 | -7.44 | 175 |
| 2024-05-16 | 2024-09-18 | -4.22 | 125 |
| 2022-07-01 | 2022-09-09 | -4.09 | 70 |
| 2022-05-25 | 2022-06-30 | -1.58 | 36 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2022-03-25 | 2022-04-27 | -0.89 | 32 |
| 2024-10-18 | 2024-11-10 | -0.86 | 22 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| Metric | 11386592:btcusd:triple_med_gx:lsma95_85 | 11386592:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -2.94% | -9.32% |
| Best Week | 8.12% | 35.75% |
| Worst Week | -4.07% | -29.64% |
| Best Month | 10.4% | 43.77% |
| Worst Month | -4.22% | -37.12% |
| Best Year | 21.81% | 155.54% |
| Worst Year | -6.05% | -55.14% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.62% | -0.67% |
| Avg. Up Week | 3.01% | 9.59% |
| Avg. Down Week | -1.83% | -5.23% |
| Avg. Up Month | 4.31% | 19.49% |
| Avg. Down Month | -1.5% | -7.57% |
| Win Days % | 42.92% | 51.33% |
| Win Month % | 45.45% | 60.98% |
| Win Week % | 45.45% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |