| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.19% | 183.93% |
| Max Drawdown | -15.3% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.32 | 0.62 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 99.69 | 2.77 |
| Outlier Loss Ratio | 3.56 | 2.67 |
| Volatility (ann.) | 5.96% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.26 | 0.54 |
| Skew | 4.83 | 0.2 |
| Kurtosis | 160.03 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.58% |
| Expected Yearly % | 3.37% | 29.81% |
| Kelly Criterion | 0.52% | 11.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11389453:BTCUSD | 11389453:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 18.58 | -0.33 | + |
| 2023 | 155.54 | 8.17 | 0.05 | - |
| 2024 | 121.00 | -10.40 | -0.09 | - |
| 2025 | 17.02 | -0.65 | -0.04 | - |
| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.06% | 31.76% |
| 6M | -7.17% | 12.25% |
| YTD | -0.65% | 17.02% |
| 1Y | -1.49% | 57.19% |
| 3Y (ann.) | 1.24% | 55.42% |
| 5Y (ann.) | 4.03% | 36.44% |
| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| Max Drawdown | -15.3% | -67.18% |
| Longest DD Days | 553.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.73% |
| Avg. Drawdown Days | 74.0 | 34.0 |
| Recovery Factor | 0.93 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2025-06-11 | -15.30 | 553 |
| 2022-05-25 | 2022-08-03 | -7.45 | 69 |
| 2023-04-15 | 2023-12-05 | -4.91 | 233 |
| 2022-10-06 | 2023-03-17 | -4.25 | 162 |
| 2022-08-15 | 2022-09-09 | -1.95 | 24 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-03-26 | 2022-03-27 | -0.55 | 1 |
| 2022-02-07 | 2022-02-07 | -0.19 | 0 |
| 2022-02-06 | 2022-02-06 | -0.18 | 0 |
| Metric | 11389453:btcusd:triple_med_gx:lsma105_95 | 11389453:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -6.56% | -29.64% |
| Best Month | 9.67% | 43.77% |
| Worst Month | -8.98% | -37.12% |
| Best Year | 18.58% | 155.54% |
| Worst Year | -10.4% | -57.04% |
| Avg. Up Day | 0.97% | 1.01% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 3.33% | 10.18% |
| Avg. Down Week | -2.04% | -6.29% |
| Avg. Up Month | 3.16% | 17.6% |
| Avg. Down Month | -2.27% | -12.99% |
| Win Days % | 43.84% | 51.31% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 45.9% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |