| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 55.96% | 183.63% |
| Max Drawdown | -7.62% | -67.18% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 1.01 | 0.62 |
| Payoff Ratio | 1.41 | 1.43 |
| Profit Factor | 1.43 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.95 | 0.79 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.51 | 2.92 |
| Outlier Loss Ratio | 3.96 | 2.72 |
| Volatility (ann.) | 6.37% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.86 | 0.54 |
| Skew | 6.6 | 0.2 |
| Kurtosis | 152.45 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.58% |
| Expected Yearly % | 11.75% | 29.77% |
| Kelly Criterion | 9.57% | 17.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11388006:BTCUSD | 11388006:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 36.07 | -0.63 | + |
| 2023 | 155.54 | 6.47 | 0.04 | - |
| 2024 | 121.00 | 6.42 | 0.05 | - |
| 2025 | 17.02 | 1.15 | 0.07 | - |
| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.91% | 31.76% |
| 6M | -2.75% | 12.25% |
| YTD | 1.15% | 17.02% |
| 1Y | 9.94% | 57.19% |
| 3Y (ann.) | 7.57% | 55.42% |
| 5Y (ann.) | 14.16% | 36.43% |
| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| Max Drawdown | -7.62% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -2.73% | -6.9% |
| Avg. Drawdown Days | 72.0 | 35.0 |
| Recovery Factor | 7.34 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -7.62 | 175 |
| 2022-10-06 | 2023-12-05 | -7.37 | 425 |
| 2023-12-06 | 2024-09-19 | -6.74 | 288 |
| 2022-07-19 | 2022-09-09 | -6.10 | 51 |
| 2022-07-01 | 2022-07-19 | -4.43 | 18 |
| 2022-05-25 | 2022-06-30 | -3.08 | 36 |
| 2024-09-19 | 2024-11-11 | -2.19 | 52 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-03-25 | 2022-03-27 | -0.78 | 2 |
| 2024-11-12 | 2024-12-17 | -0.69 | 35 |
| Metric | 11388006:btcusd:triple_med_gx:lsma105_90 | 11388006:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 10.25% | 35.75% |
| Worst Week | -3.85% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -3.85% | -37.12% |
| Best Year | 36.07% | 155.54% |
| Worst Year | 1.15% | -57.08% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 3.13% | 8.6% |
| Avg. Down Week | -1.83% | -5.31% |
| Avg. Up Month | 4.23% | 16.94% |
| Avg. Down Month | -1.82% | -9.54% |
| Win Days % | 47.08% | 51.32% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 53.57% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |