| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 21.62% | 162.54% |
| Max Drawdown | -16.41% | -67.18% |
| Sharpe | 0.3 | 0.41 |
| Sortino | 0.49 | 0.59 |
| Payoff Ratio | 1.29 | 1.05 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 123.13 | 2.63 |
| Outlier Loss Ratio | 3.2 | 2.45 |
| Volatility (ann.) | 5.35% | 26.29% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.37 | 0.5 |
| Skew | 4.1 | 0.18 |
| Kurtosis | 187.84 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.38% |
| Expected Yearly % | 5.01% | 27.29% |
| Kelly Criterion | 4.74% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.23% |
| Expected Shortfall (cVaR) | -0.46% | -2.23% |
| Year | 11389544:BTCUSD | 11389544:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 13.28 | -0.22 | + |
| 2023 | 155.54 | 9.06 | 0.06 | - |
| 2024 | 121.00 | -4.04 | -0.03 | - |
| 2025 | 17.02 | 2.58 | 0.15 | - |
| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.77% | 31.76% |
| 6M | 2.84% | 12.25% |
| YTD | 2.58% | 17.02% |
| 1Y | -0.53% | 57.19% |
| 3Y (ann.) | 3.58% | 55.42% |
| 5Y (ann.) | 6.02% | 33.45% |
| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| Max Drawdown | -16.41% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -3.05% | -7.17% |
| Avg. Drawdown Days | 82.0 | 37.0 |
| Recovery Factor | 1.32 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-06-11 | -16.41 | 449 |
| 2022-05-10 | 2022-11-10 | -6.70 | 184 |
| 2023-02-02 | 2023-10-20 | -3.91 | 259 |
| 2023-11-11 | 2023-12-20 | -3.70 | 39 |
| 2022-04-08 | 2022-05-10 | -2.28 | 31 |
| 2023-10-20 | 2023-11-10 | -1.47 | 21 |
| 2022-12-19 | 2022-12-20 | -1.15 | 0 |
| 2022-03-21 | 2022-03-22 | -0.31 | 0 |
| 2023-02-01 | 2023-02-01 | -0.18 | 0 |
| 2024-02-27 | 2024-02-27 | -0.18 | 0 |
| Metric | 11389544:btcusd:triple_med_gx:lsma85_95 | 11389544:BTCUSD |
|---|---|---|
| Best Day | 5.8% | 9.33% |
| Worst Day | -4.82% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -8.45% | -29.64% |
| Best Month | 10.42% | 43.77% |
| Worst Month | -8.45% | -37.12% |
| Best Year | 13.28% | 155.54% |
| Worst Year | -4.04% | -60.27% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.79% | -0.99% |
| Avg. Up Week | 2.55% | 5.29% |
| Avg. Down Week | -2.15% | -6.4% |
| Avg. Up Month | 2.87% | 14.27% |
| Avg. Down Month | -2.36% | -16.45% |
| Win Days % | 46.35% | 51.29% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 56.76% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |