| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 19.63% | 169.05% |
| Max Drawdown | -6.59% | -67.18% |
| Sharpe | 0.33 | 0.41 |
| Sortino | 0.53 | 0.59 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 131.22 | 2.78 |
| Outlier Loss Ratio | 4.12 | 2.61 |
| Volatility (ann.) | 4.27% | 26.04% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.82 | 0.5 |
| Skew | 2.59 | 0.18 |
| Kurtosis | 127.59 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.38% |
| Expected Yearly % | 4.58% | 28.07% |
| Kelly Criterion | 5.98% | 11.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.21% |
| Expected Shortfall (cVaR) | -0.36% | -2.21% |
| Year | 11386878:BTCUSD | 11386878:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.34 | -0.15 | + |
| 2023 | 155.54 | 8.85 | 0.06 | - |
| 2024 | 121.00 | -1.02 | -0.01 | - |
| 2025 | 27.10 | 1.54 | 0.06 | - |
| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.76% | 41.88% |
| 6M | 1.54% | 22.91% |
| YTD | 1.54% | 27.1% |
| 1Y | 1.61% | 82.29% |
| 3Y (ann.) | 4.28% | 77.48% |
| 5Y (ann.) | 5.39% | 33.6% |
| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| Max Drawdown | -6.59% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.46% | -7.4% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 2.98 | 2.52 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-03-19 | -6.59 | 180 |
| 2023-09-08 | 2024-09-19 | -6.53 | 377 |
| 2022-10-05 | 2023-01-10 | -4.54 | 97 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2025-03-20 | 2025-05-18 | -3.59 | 59 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2023-03-18 | 2023-05-28 | -2.77 | 71 |
| 2023-08-09 | 2023-09-07 | -1.78 | 29 |
| 2023-03-01 | 2023-03-17 | -1.73 | 16 |
| Metric | 11386878:btcusd:triple_med_gx:lsma105_85 | 11386878:BTCUSD |
|---|---|---|
| Best Day | 3.73% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 4.91% | 35.75% |
| Worst Week | -2.67% | -29.64% |
| Best Month | 4.91% | 43.77% |
| Worst Month | -2.81% | -37.12% |
| Best Year | 9.34% | 155.54% |
| Worst Year | -1.02% | -62.52% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.6% | -0.68% |
| Avg. Up Week | 2.29% | 9.86% |
| Avg. Down Week | -1.25% | -3.39% |
| Avg. Up Month | 2.47% | 16.0% |
| Avg. Down Month | -0.92% | -7.5% |
| Win Days % | 46.06% | 51.27% |
| Win Month % | 56.0% | 59.52% |
| Win Week % | 50.0% | 51.1% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 75.0% |