| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 16.26% | 188.04% |
| Max Drawdown | -12.95% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.39 | 0.63 |
| Payoff Ratio | 1.42 | 1.3 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.4 | 2.8 |
| Outlier Loss Ratio | 4.03 | 2.71 |
| Volatility (ann.) | 5.67% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.35 | 0.55 |
| Skew | 6.46 | 0.2 |
| Kurtosis | 156.17 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.55% |
| Expected Yearly % | 3.84% | 30.28% |
| Kelly Criterion | 0.67% | 13.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11389432:BTCUSD | 11389432:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -3.40 | 0.06 | + |
| 2023 | 155.54 | 27.33 | 0.18 | - |
| 2024 | 121.00 | -1.63 | -0.01 | - |
| 2025 | 17.02 | -3.91 | -0.23 | - |
| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.98% | 31.76% |
| 6M | -6.19% | 12.25% |
| YTD | -3.91% | 17.02% |
| 1Y | 0.16% | 57.19% |
| 3Y (ann.) | 5.13% | 55.42% |
| 5Y (ann.) | 4.58% | 36.99% |
| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -67.18% |
| Longest DD Days | 473.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.61% |
| Avg. Drawdown Days | 98.0 | 33.0 |
| Recovery Factor | 1.26 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-12-17 | -12.95 | 377 |
| 2022-03-06 | 2023-06-23 | -10.54 | 473 |
| 2025-03-17 | 2025-06-11 | -6.82 | 85 |
| 2024-12-17 | 2025-03-17 | -3.93 | 89 |
| 2023-08-08 | 2023-09-19 | -1.47 | 41 |
| 2023-10-12 | 2023-10-23 | -1.18 | 11 |
| 2023-12-04 | 2023-12-05 | -0.80 | 0 |
| 2023-08-07 | 2023-08-07 | -0.52 | 0 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| 2022-02-06 | 2022-02-06 | -0.18 | 0 |
| Metric | 11389432:btcusd:triple_med_gx:lsma105_95 | 11389432:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -3.09% | -9.32% |
| Best Week | 8.74% | 35.75% |
| Worst Week | -4.42% | -29.64% |
| Best Month | 8.74% | 43.77% |
| Worst Month | -5.42% | -37.12% |
| Best Year | 27.33% | 155.54% |
| Worst Year | -3.91% | -56.42% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.67% | -0.77% |
| Avg. Up Week | 3.03% | 10.89% |
| Avg. Down Week | -1.47% | -5.53% |
| Avg. Up Month | 3.5% | 17.62% |
| Avg. Down Month | -1.43% | -13.62% |
| Win Days % | 41.67% | 51.3% |
| Win Month % | 44.12% | 61.9% |
| Win Week % | 43.1% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 25.0% | 75.0% |